Actionable Options Friday, November, 3
Calls with increasing volatility movement and volume: VRX SEAS HAIN
CVS Health (CVS) 10-day call option implied volatility is at 35; compared to its 52-week range 13 to 37 into quarterly EPS conference call on November 6
Sysco (SYY) 10-day call option implied volatility is at 22; compared to its 52-week range 13 to 26 into quarterly EPS conference call on November 6
SeaWorld Entertainment (SEAS) 10-day call option implied volatility is at 67; compared to its 52-week range 25 to 67 into quarterly EPS conference call on November 7
Valeant Pharma (VRX) 10-day call option implied volatility is at 77; compared to its 52-week range 43 to 115 into quarterly EPS conference call on November 7