Actionable Options for Monday January 27

Actionable Options for Monday January 27

Options with increasing call volume and implied volatility: VOD NKTR TWX

Options with increasing put volume and implied volatility: SVU MET CRIS

Caterpillar (CAT) is recently y up $3.57 to $89.75 after reporting Q4 EPS $1.54, consensus $1.28. January weekly option implied volatility is at 26, February is at 20, April is at 19; compared to its 26-week average.

Geron (GERN) is recently down 98c to $4.64 after disclosing that an investigator-sponsored clinical trial to evaluate imetelstat in patients with myelofibrosis and other myeloid malignancies has been closed to new patient enrollment. February option implied volatility is at 86, March is at 94, June is at 100, September is at 96; compared to its 26-week average of 110.

Shanda Games (GAME) is recently up 74c to $6.39 after its controlling shareholder proposed to acquire the company in a "going private" transaction for $6.90 per. February option implied volatility is at 38, March is at 55, June is at 44; compared to its 26-week average of 72.