Actionable Options Tuesday, November, 14
Calls with increasing volatility movement and volume: CBS YOKU GE
Puts with increasing volatility movement and volume: ROKU GE TGT
Roku (ROKU) 10-day call option implied volatility is at 129; compared to its 4-week range of 78 to 130
NetApp (NTAP) 10-day call option implied volatility is at 35; compared to its 52-week range of 20 to 46 into Q2
Cisco (CSCO) 10-day call option implied volatility is at 25; compared to its 52-week range of 12 to 25 into Q1
Target (TGT) 10-day call option implied volatility is at 34; compared to its 52-week range of 16 to 36 into Q3
L Brands (LB) 10-day call option implied volatility is at 45; compared to its 52-week range of 23 to 50 to Q3