Stocks with call strike movement; DHI APC D.R. Horton (DHI) November 26 call option implied volatility decreased 3% to 34, Anadarko (APC) November 135 call option implied volatility decreased 5% to 31 according to IVolatility.
Anadarko August calls active Anadarko August 72 and 73.5 calls are active on total call volume of 7K contracts (1K puts) on takeover speculation. August call option implied volatility is at 55, August weekly is at 44, September is at 40; compared to its 52-week range of 22 to 56. Active call volume suggests traders taking positions for large near term price movement.