Apple (NASDAQ: AAPL) recently down $5.80 to $166.04:
AAPL is scheduled to report Q3 EPS on July 21. AAPL call option volume of 140,446 contracts compared to put volume of 143,734 contracts. AAPL August option implied volatility of 54 was above its 26-week average of 49 according to Track Data, suggesting larger price movement.
Caterpillar (NYSE: CAT) recently down 73 cents to $71.10:
CAT iss scheduled to report Q2 on July 22. CAT August option implied volatility of 41 was above its 26-week average of 33, suggesting larger price movement.
Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com
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