Actionable Options Thursday, November, 16
Calls with increasing volatility movement and volume: AANF TIME HAIN
Puts with increasing volatility movement and volume: POST ROST HRB
Ross Stores (ROST) 10-day call option implied volatility is at 34; compared to its 52-week range of 17 to 35 into Q3
Applied Materials (AMAT) 10-day call option implied volatility is at 38; compared to its 52-week range of 19 to 39 into Q4
Abercrombie & Fitch (ANF) 10-day call option implied volatility is at 84; compared to its 52-week range of 37 to 84 into Q3
Foot Locker (FL) 10-day call option implied volatility is at 69; compared to its 52-week range of 19 to 66 into Q3
Gap (GPS) 10-day call option implied volatility is at 45; compared to its 52-week range of 28 to 51 into Q3
William-Sonoma (WSM) 10-day call option implied volatility is at 40; compared to its 52-week range of 25 to 57 into Q3
Splunk (SPLK) 10-day call option implied volatility is at 44; compared to its 52-week range of 27 to 55 into Q3