Actionable Options Thursday, February, 15

 

Calls with increasing volatility movement and volume: WEN BUFF DNKN

Puts with increasing volatility movement and volume: AMAG DDS NTAP

Teva (TEVA) 30-day option implied volatility is at b 44, compared to its 52-week range of 24 to after Berkshire Hathaway (BRK.A) disclosed a stake in the company

Blue Buffalo Pet Products (BUFF) 30-day option implied volatility is at 52, compared to its 52-week range of 19 to 52 on active call volume

Wendy's (WEN) 30-day option implied volatility is at 40, compared to its 52-week range of 20 to 44 on active call volume

Kraft Heinz (KHC) 30-day option implied volatility is at 25, compared to its 52-week range of 14 to 30 into EPS

Shake Shack (SHAK) 30-day option implied volatility is at 53, compared to its 52-week range of 25 to 59 into EPS

Coca-Cola (KO) 30-day option implied volatility is at 20, compared to its 52-week range of 9 to 26 into EPS

Deer (DE) 30-day option implied volatility is at 32, compared to its 52-week range of 14 to 41 into EPS

How are you spread as Treasury yields trade near 4-year highs?