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Costco (COST) weekly option implied volatility bid into Q4 and outlook

October 3, 2018 10:16 AM

Costco (NASDAQ: COST) October weekly call option implied volatility is at 43, October is at 22, November is at 18; compared to its 52-week range of 15 to 33 into the expected release of Q4 results on October 4. Call put ratio 1 call to 1.3 puts with a focus on October weekly 220, 230 and 235 puts. October 237.50 straddle priced for a move of 2.5%.

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