Mid-session IV Report August 10, 2018

Mid-session IV Report August 10, 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 implied volatility: TUR TLRD UPRO PANW TKC SYY TPR HD

Stocks with increasing unusual option volume: ATHN HBI MXWL VIPS CAT ROKU TAHO SNE

Tesla (TSLA) call put ratio 1 call to 1.2 puts with focus on August weekly 350 calls and puts. August weekly call option implied volatility is at 73, August is at 58; compared to its 52-week range of 32 to 71.

iShares MSCI Turkey ETF (TUR) August call option implied volatility is at 93, September is a 69; compared to its 52-week range of 21 to 46 as Turkish lira plunges as crisis mounts. Call put ratio 1 call to 3.4 puts.

Turkcell Iletisim Hizmetleri A.s. (TKC) August call option implied volatility is at 120, September is at 80; compared to its 52-week range of 15 to 149 ECB concerned about EU bank exposure to borrowers in Turkey. Call put ratio 1 call to 1 put.

Canadian Solar (CSIQ) August call option implied volatility is at 74, September is at 47; compared to its 52-week range of 29 to 77 into the expected release of EPS before the open on August 13.

Sysco (SYY) August call option implied volatility is at 35, September is at 20; compared to its 52-week range of 14 to 25 into the expected release of EPS before the open on August 13.

Vipshop Holdings (VIPS) August call option implied volatility is at 77, September is at 45; compared to its 52-week range of 39 to 100 into the expected release of EPS before the open on August 13. Call put ratio 1 calls to 2.9 puts with focus on August 8.5 and 9 puts.

Tapestry (TPR) August call option implied volatility is at 71, September is at 34; compared to its 52-week range of 20 to 48 into the expected release of EPS before the open on August 13. Call put ratio 2.6 calls to 1 put.

Home Depot (HD) August weekly call option implied volatility is at 33, August is at 21; compared to its 52-week range of 13 to 40 into the expected release of EPS before the open on August 14.

Agilent (A) August call option implied volatility is at 45, September is at 26; compared to its 52-week range of 16 to 36 into the expected release of EPS after the close on August 14.

JD (JD) August call option implied volatility is at 57, September is at 34; compared to its 52-week range of 26 to 60 into the expected release of EPS before the open on August 16.

J.C. Penny (JCP) August call option implied volatility is at 157, September is at 78; compared to its 52-week range of 48 to 113 into the expected release of EPS before the open on August 16.

L Brands (LB) August call option implied volatility is at 33, August weekly is at 52, September is at 40; compared to its 52-week range of 31 to 55 into the expected release of EPS after the close on August 22.

Increasing unusual call option volume: MFIN MCHP ATHN TUR PLNT AA EUO ENT TTD IONS
Increasing unusual put option volume: ADT ING MCHP HBI RUN NYT VIPS RDFN
Options with decreasing implied volatility: SNAP HEAR GDS MNK ACAD ETSY AAXN FOSL
Active options: AAPL BAC FB TSLA BABA MU INTC GE AMZN AMD C F JPM ROKU AABA NFLX VIPS MSFT TWTR CAT