Actionable Options for Tuesday, December, 22

Actionable Options for Tuesday, December, 22

 

Options with increasing put volume and implied volatility: SUNE CMG ZNGA

Stocks with wide intra-day price movement on active volume have high option implied volatility

Chipotle (CMG) down 4%. Current 30-day call IVXM is at 41, compared to a one-month ago level of 39.

Yelp (YELP) up 4%. Current 30-day call IVXM is at 56, compared to a one-month ago level of 53.

SunEdison down 25%. Current 30-day call IVXM is at 169, compared to a one-month ago level of 238 according to iVolatility.