Actionable Options for Tuesday, November, 28
Calls with increasing volatility movement and volume: SQ ROKU TIF
Puts with increasing volatility movement and volume: BSX THO ROK
Square (SQ) 10-day call option implied volatility is at 62; compared to its 20-week range of 29 to 62
Roku (ROKU) 10-day call option implied volatility is at 91; compared to its 5-week range of 78 to 129
Auto Desk (ADSK) 10-day call option implied volatility is at 41; compared to its 52-week range of 25 to 45 into Q3
Pure Storage (PSTG) 10-day call option implied volatility is at 61; compared to its 52-week range of 33 to 75 into Q3
Kroger (KR) 10-day call option implied volatility is at 39; compared to its 52-week range of 21 to 48 into Q3