Actionable Options Tuesday, November, 7
Calls with increasing volatility movement and volume: DIS VIAB CBS
Puts with increasing volatility movement and volume: JWN SNAP TWX
Extreme Networks (EXTR) 10-day call option implied volatility is at 59; compared to its 52-week range of 38 to 81 into the expected release of Q1
Fossil (FOSL) 10-day call option implied volatility is at 103; compared to its 52-week range of 41 to 103 into the expected release of Q3
Square (SQ) 10-day call option implied volatility is at 53; compared to its 52-week range of 29 to 62 into the expected release of Q3
Snap (SNAP) 10-day call option implied volatility is at 79; compared to its 52-week range of 46 to 99 into the expected release of Q3