Actionable Options for Wednesday, July, 15
Options with increasing call volume and implied volatility: M ETH NFLX
Options with increasing put volume and implied volatility: RCPT HOV ADT
RT Options Scanner shows Chesapeake (CHK) January 13 call option implied volatility increased 3% to 54
Yum! Brands (YUM) down 3% after reporting Q2 adjusted EPS 69c, consensus 63c. Current 30-day call IVXM is at 26, compared to a one-month ago level of 24.
Bank of America (BAC) up 3% after reporting Q2 EPS 45c, compared to consensus 36c. Current 30-day call IVXM is at 18, compared to a one-month ago level of 19.
Delta Air Lines (DAL) down -0.50% after reporting Q2 adjusted EPS $1.27, compared to consensus $1.21. Current 30-day call IVXM is at 32, compared to a one-month ago level of 45.
CSX (CSX) is recently up 1.6% after reporting Q2 EPS 56c, consensus 53c. Current 30-day call IVXM is at 27, compared to a one-month ago level of 29 according to Advanced Options at IVolatlity.