Mid-session IV Report August 1, 2018

Mid-session IV Report August 1, 2018

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often overlooked information.

Options with increasing option implied volatility: GDS DVMT PANW DG CPB DKS LULU SIG AGNC EXC FIT MGM DRIP SSO NUAN XLU GPRO GE AGNC SLV XOP RACE

Popular stocks with increasing unusual option volume: GE CHK AAB P T TSLA RACE

Apple (AAPL) August weekly call option implied volatility is at 25, August is at 21, September is at 18; compared to its 52-week range of 16 to 34 as shares trade above $200. Call put ratio 1.8 call to 1 put.

Square (SQ) August weekly call option implied volatility is at 128, August is at 61; compared to its 52-week range of 32 to 75 into the expected release of EPS.

Tesla (TSLA) August weekly call option implied volatility is at 137, August is at 71; compared to its 52-week range of 32 to 71 into the expected release of release of EPS after the market close.

FireEye (FEYE) August weekly call option implied volatility is at 164, August is at 70; compared to its 52-week range of 30 to 64 into the expected release of release of EPS today after the market close.

Fitbit (FIT) August weekly call option implied volatility is at 234, August is at 100; compared to its 52-week range of 39 to 93 into the expected release of release of EPS today after the market close. Call put ratio 3.2 calls to 1 put.

Herbalife (HLF) August weekly call option implied volatility is at 112, August is at 49; compared to its 52-week range of 22 to 56 into the expected release of release of EPS today after the market close.

TripAdvisor (TRIP) August weekly call option implied volatility is at 175, August is at 73; compared to its 52-week range of 31 to 77 into the expected release of release of EPS today after the market close.

United States Steel (X) August weekly call option implied volatility is at 124, August is at 58; compared to its 52-week range of 37 to 63 into the expected release of release of EPS today after the market close.

Zynga (ZNGA) August weekly call option implied volatility is at 156, August is at 66; compared to its 52-week range of 27 to 75 into the expected release of release of EPS today after the market close. Call put ratio 6.7 calls to 1 put.

MGM Resorts (MGM) August weekly call option implied volatility is at 105, August is at 46; compared to its 52-week range of 21 to 50 into the expected release of before the market open on August 2.

Teva (TEVA) August weekly call option implied volatility is at 117, August is at 55; compared to its 52-week range of 31 to 76 into the expected release EPS on August 2. Call put ratio 1.8 calls to 1 put with focus on August 24 calls.

YRCW World (YRCW) August call option implied volatility is at 90, September is at 65; compared to its 52-week range of 41 to 93 into the expected release EPS on August 2.

YUM! Brands (YUM) August weekly call option implied volatility is at 68, August is at 29; compared to its 52-week range of 14 to 30 into the expected release of before the market open on August 2. Call put ratio 5.7 calls to 1 put with focus on August 83 calls.

Proshares Ultra Short 20 Year Treasury ETF (TBT) August weekly call option implied volatility is at 25, August is at 19; compared to its 52-week range of 17 to 30 into FOMC decision and outlook. Call put ratio 1.52 calls to 1 put.

iShares 20+ Year Treasury Bond Fund (TLT) August weekly call option implied volatility is at 12, August is at 9; compared to its 52-week range of 9 to 16 into FOMC decision. Call put ratio 1 call to 1.8 puts.

Ferrari (RACE) August weekly call option implied volatility is at 44, August and September is at 30; compared to its 52-week range of 21 to 36 as shares sell off 7%.

Increasing unusual call option volume: PWR SODA JCI PAYC THS DXCM AGNC RNG AN VNOM IPGP EW
Increasing unusual put option volume: MBI FND CAKE CORT DO SODA PSA YUMC GMED SKT RACE
Options with decreasing option implied volatility: P AAPL TAP AKAM GRMN S IQ BIDU SODA HBI MDR CZR IQ
Active options: AAPL BAC FB MSFT BABA AMD MU TSLA BIDU TWTR NFLX GE AMZN HBI IQ CHK AABA P T