Actionable Options for Wednesday, February, 11
Options with increasing call volume and implied volatility: TSLA FEYE DDD
Options with increasing put volume and implied volatility: GM NAV BAC
RT Options Scanner shows United States Oil Fund (USO) May 22.5 call option implied volatility increased 6% to 49
Stocks with option pricing has collapsed following the release of quarterly results and outlook.
PepsiCo (PEP) is recently up $1.86 to $99.88 after reporting Q4 core EPS $1.12, compared to consensus $1.08. Current 30-day call IVXM is at 14, compared to a one-month ago level of 18.
Akamai (AKAM) is recently up $1.16 to $63.36 in the premarket after reports Q4 EPS 70c, compared to consensus 63c. Current 30-day call IVXM is at 27, compared to a one-month ago level of 33.
Time Warner (TWX) is recently down 81c to $80 in the premarket after reporting Q4 adjusted EPS 98c, consensus 93c. Current 30-day call IVXM is at 22, compared to a one-month ago level of 24 according to Advanced Options at IVolatility.