Actionable Options Tuesday, February, 27
Calls with increasing volatility movement and volume: VALE CMCSA STZ VALE
Puts with increasing volatility movement and volume: WBA ABC KSS PZZA LL
Papa Johns (PZZA) 30-day option implied volatility is at 52; compared to its 52-week range of 21 to 70 into EPS
Square (SQ) 30-day option implied volatility is at 59; compared to its 52-week range of 29 to 77 into EPS
Vitamin Shoppe (VSI) 30-day option implied volatility is at 88; compared to its 52-week range of 40 to 105 into EPS
Weight Watchers (WTW) 30-day option implied volatility is at 77; compared to its 52-week range of 37to 98 into EPS
Workday (WDAY) 30-day option implied volatility is at 45; compared to its 52-week range of 24 to 55 into EPS