Actionable Options for Wednesday, November, 11
Options with increasing call volume and implied volatility: ROST STT BX
Options with increasing put volume and implied volatility: CG NBG BV
RT Options Scanner shows Yahoo (YHOO) April 40 call option implied volatility increased 4% to 38 according to iVolatility.
Macy's is stays elevated after reporting less than expected Q3 results and guidance along with its peers; J.C. Penney, Kohl's, Nordstrom.
Macy's (M) is down 13%. Current 30-day call IVXM is at 41, compared to a one-month ago of 34.
J.C. Penney (JCP) is down 3%. Current 30-day call IVXM is at 61, compared to a one-month ago of 46.
Kohl's (KSS) is down 7%. Current 30-day call IVXM is at 51, compared to a one-month ago of 34.
Nordstrom (JWN) is down 3.4%. Current 30-day call IVXM is at 45, compared to a one-month ago of 25 according to iVolatility.