Actionable Options Tuesday, February, 20
Calls with increasing volatility movement and volume: UBNT CLVS SLCA TTS
Puts with increasing volatility movement and volume: GPS MDXG CREE
Roku (ROKU) 30-day option implied volatility is at 120; compared to its 52-week range of 75 to 129 into EPS
Advance Auto Parts (AAP) 30-day option implied volatility is at 51; compared to its 52-week range of 19 to 60 into EPS
Avis Budget (CAR) 30-day option implied volatility is at 58; compared to its 52-week range of 33 to 70 into EPS
Burlington Stores (BURL) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 46 into EPS
Pandora Media (P) 30-day option implied volatility is at 106; compared to its 52-week range of 41 to 114 into EPS