Actionable Options Monday, October, 23

 

Calls with increasing volatility movement and volume: CMG AKAM THC

Puts with increasing volatility movement and volume: TEVA PANW CBS

Biogen (BIIB) 10-day call option implied volatility is at 27; compared to its 52-week range of 21 to 45 into quarterly EPS conference call

General Motors (GM) 10-day call option implied volatility is at 23; compared to its 52-week range of 17 to 31 into quarterly EPS conference call

Chipotle (CMG) 10-day call option implied volatility is at 41; compared to its 52-week range of 21 to 44 into quarterly EPS conference call

Jet Blue (JBLU) 10-day call option implied volatility is at 38; compared to its 52-week range of 24 to 40 into quarterly EPS conference call

Akamai (AKAM) 10-day call option implied volatility is at 43; compared to its 52-week range of 19 to 51 into quarterly EPS conference call