Actionable Options Wednesday, November, 1
Calls with increasing volatility movement and volume: EAT CBS GRMN
Puts with increasing volatility movement and volume: GPRO YUM VMW
Yelp (YELP) 10-day call option implied volatility is at 77; compared to its 52-week range 28 to 77 into quarterly EPS conference call
Qualcomm (QCOM) 10-day call option implied volatility is at 35; compared to its 52-week range 18 to 36 into quarterly EPS conference call
FireEye (FEYE) 10-day call option implied volatility is at 56; compared to its 52-week range 31 to 86 into quarterly EPS conference call
GoPro (GPRO) 10-day call option implied volatility is at 68; compared to its 52-week range 41 to 107 into quarterly EPS conference call
Shake Shack (SHAK) 10-day call option implied volatility is at 44; compared to its 52-week range 25 to 51 into quarterly EPS conference call
Tesla (TSLA) 10-day call option implied volatility is at 47; compared to its 52-week range of 30 to 52 into quarterly EPS conference call
Apple (AAPL) 10-day call option implied volatility is at 29; compared to its 52-week range 13 to 29 into quarterly EPS conference call