Actionable Options for Monday, October, 17
Options with increasing call volume and volatility movement: GME ANF AZN
Options with increasing put volume and volatility movement: VRX NFLX INTC
Groupon (GRPN) up 4% as Wedbush forecasts strong Q3 results. Current 30-day call option implied volatility is at 84, compared to a one month ago level of 54.
Take-Two (TTWO) up 5% after hints at possible new Red Dead installment. Current 30-day call option implied volatility is at 42, compared to a one month ago level of 27.
Pandora (P) down 4% after being cut to sell as BofA doubts growth target. Current 30-day call option implied volatility is at 65, compared to a one month ago level of 53.
Netflix (NFLX) down 2% into the release of Q3. Current 30-day call option implied volatility is at 56, compared to a one month ago level of 33.