Actionable Options for Thursday, May, 26
Options with increasing call volume and volatility movement: PANW VHC PH
Options with increasing put volume and volatility movement: SIG GRUB SPLK
RT Options Scanner shows: Netflix (NFLX) August 115 call option implied volatility increased 4% to 43 according to IVolatility.
Sears volatility stays elevated as Abercrombie & Fitch and Tiffany pulls back after releasing quarterly results. Sears (SHLD) down 0.16% after CFO departs, alternatives for brands to be explored. Current 30-day call IVXM is at 71 compared to a one-month ago level of 61.
Abercrombie & Fitch (ANF) down 16% after less than expected results. Current 30-day call IVXM is at 43 compared to a one-month ago level of 48.
Tiffany (TIF) down 2.2% a day after reporting less than expected results. TIF boosted its dividend today by 12.5% to 45c. Current 30-day call IVXM is at 24 compared to a one-month ago level of 28 according to IVolatility.