Actionable Options Monday, May, 7
Calls with increasing volatility movement and volume: GRPN CRUS TEVA
Puts with increasing volatility movement and volume: EXC M Z
Disney (DIS) 30-day option implied volatility is at 22; compared to its 52-week range 11 to 32 into EPS
CA (CA) 30-day option implied volatility is at 23; compared to its 52-week range 15 to 33 into EPS
Crocs (CROX) 30-day option implied volatility is at 61; compared to its 52-week range 35 to 65 into EPS
DISH Network (DISH) 30-day option implied volatility is at 51; compared to its 52-week range 26 to 54 into EPS
Etsy (ETSY) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 65 into EPS
Valeant Pharma (VRX) 30-day option implied volatility is at 60 ; compared to its 52-week range 41 to 87 into EPS