Yum! Brands (YUM) is recently down 2.8% following Q3 margin pressure. October and November put option implied volatility of 43 is above its 26-week average of 28.
BNY Mellon (BK) is recently down 4.4% following The Justice Department and New York’s attorney general filing separate civil lawsuits alleging that the bank fraudulently charged clients for currency transactions. October option implied volatility is at 60, November and December is at 57; above its 26-week average of 35, suggests larger price movement.
Acme Packet (APKT) is recently trading down 11% following the company issuing weaker than expected Q3 guidance. October and November put option implied volatility is at 88, January is at 84; above its 26-week average of 69.