Actionable Options for Friday, June, 12
Options with increasing call volume and implied volatility: RH EXEL BWLD
Options with increasing put volume and implied volatility: IMAX FMI CSC
RT Options Scanner shows Twitter (TWTR) September 45 call option implied volatility increased 4% to 44
LeapFrog Enterprises (LF) down 24% after reporting Q4 EPS of ($1.08), $0.87 worse than the analyst estimate of ($0.21). Revenue for the quarter came in at $33M versus the consensus estimate of $48M. Current 30-day call IVXM is at 73 compared to a one-month ago level of 62.
Baker Hughes (BHI) is down 0.23% after reporting that the U.S. Rig Count is down 9 rigs from last week to 859, with oil rigs down 7 to 635, gas rigs down 1 to 221, and miscellaneous rigs down 1 to 3. Current 30-day call IVXM is at 21 compared to a one-month ago level of 20 according to Advanced Options at IVolatlity.