Actionable Options Friday, March, 9
Calls with increasing volatility movement and volume: MNST ZNGA YELP K
Puts with increasing volatility movement and volume: KRX BG AKS
Goldman (GS) 30-day option implied volatility is at 23; compared to its 52-week range 17 to 34 on WSJ report CEO Blankfein preparing to exit as soon as end of year.
Option implied volatilty for stocks with active call volume.
Hartford Financial (NYSE: HIG) call put ratio 26 calls to 1 put. 30-day option implied volatility is at 22; compared to its 52-week range 13 to 42
Zynga (ZNGA) call put ratio 41 calls to 1 put. 30-day option implied volatility is at 27; compared to its 52-week range 13 to 42
Yelp (YELP) call put ratio 12 calls to 1 put. 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 86
Kellogg’s (K) call put ratio 26 calls to 1 put. 30-day option implied volatility is at 24; compared to its 52-week range 15 to 34
Monster Beverage (MNST) call put ratio 11 calls to 1 put. 30-day option implied volatility is at 24; compared to its 52-week range 18 to 42