Actionable Options for Tuesday December 10
Options with increasing call volume and implied volatility: ABX NBG BRCM RMBS
Options with increasing put volume and implied volatility: LL P EQR C
Cardinal Health (CAH) is up $2.92 to $67.17 after announcing a generic sourcing deal with CVS Caremark (CVS). December call option implied volatility is at 24, January and March is at 20; compared to its 26-week average of 22.
CVS Caremark (CVS) is up 47c to $67.21. December call option implied volatility is at 21, January and February is at 17; compared to its 26-week average of 21.
Eagle Bulk Shipping (EGLE) is down 42c to $3.13 on capital concerns. December call option implied volatility is at 116, January is at 101, and March is at 105; above its 26-week average of 90.
AutoZone (AZO) is up $18.19 to $475.53 after the auto parts company beat earnings expectations by a penny. December call option implied volatility at 19, January is at 17, March is at 18; compared to its 26-week average of 22.