Actionable Options Monday, November, 6

 

Calls with increasing volatility movement and volume: XLNX DVN CHTR

Puts with increasing volatility movement and volume: DPZ MCK AFL

Priceline (PCLN) 10-day call option implied volatility is at 31; compared to its 52-week range of 11 to 35 into the expected release of Q3 results today after the market close.

Valeant Pharma (VRX) 10-day call option implied volatility is at 79; compared to its 52-week range of 43 to 115 into the expected release of Q3 results on November 7.

SeaWorld Entertainment (SEAS) 10-day call option implied volatility is at 71; compared to its 52-week range of 24 to 70 into the expected release of Q3