Actionable Options Thursday, February, 15
Calls with increasing volatility movement and volume: WEN BUFF DNKN
Puts with increasing volatility movement and volume: AMAG DDS NTAP
Teva (TEVA) 30-day option implied volatility is at b 44, compared to its 52-week range of 24 to after Berkshire Hathaway (BRK.A) disclosed a stake in the company
Blue Buffalo Pet Products (BUFF) 30-day option implied volatility is at 52, compared to its 52-week range of 19 to 52 on active call volume
Wendy's (WEN) 30-day option implied volatility is at 40, compared to its 52-week range of 20 to 44 on active call volume
Kraft Heinz (KHC) 30-day option implied volatility is at 25, compared to its 52-week range of 14 to 30 into EPS
Shake Shack (SHAK) 30-day option implied volatility is at 53, compared to its 52-week range of 25 to 59 into EPS
Coca-Cola (KO) 30-day option implied volatility is at 20, compared to its 52-week range of 9 to 26 into EPS
Deer (DE) 30-day option implied volatility is at 32, compared to its 52-week range of 14 to 41 into EPS
How are you spread as Treasury yields trade near 4-year highs?
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