Mid-session IV Report August 13, 2018

Mid-session IV Report August 13, 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: NLSN SONO TXMD WATT JNUG TUR OMER

Popular stocks with increasing unusual option volume: ROKU SNAP FDC F MU CPB NLSN HOG PM

Twitter (TWTR) August call option implied volatility is at 47, September is at 42; compared to its 52-week range of 33 to 84 amid shares rallying 3.5% after Citron puts 12 month target of $52.

Nielsen Holdings (NLSN) August call option implied volatility is at 66, September is at 42; compared to its 52-week range of 21 to 44 after disclosure activist investor Elliott Management Corp. has taken a stake and plans to push the TV-ratings company to sell itself, WSJ reports. Call put ratio1.6 call to 1 put.

Canadian Solar (CSIQ) August call option implied volatility is at 90, August is at 47; compared to its 52-week range of 29 to 77 into the expected release of EPS today.

Tapestry (TPR) August call option implied volatility is at 91, September is at 33; compared to its 52-week range of 20 to 48 into the expected release of EPS before the open on August 14. Call put ratio 2.7 calls to 1 put with focus on August 49 calls.

Agilent (A) August call option implied volatility is at 60, September is at 27; compared to its 52-week range of 16 to 36 into the expected release of EPS after the close on August 14. Call put ratio 1.9 calls to 1 put with focus on August 65 and 70 calls.

Home Depot (HD) August call option implied volatility is at 43, August is at 22; compared to its 52-week range of 13 to 40 into the expected release of EPS before the open on August 14. Call put ratio 1.55 calls to 1 put.

Lowe’s Cos. (LOW) August call option implied volatility is at 31, August weekly is at 37, September is at 27; compared to its 52-week range of 16 to 42 into the expected release of EPS on August 22.

L Brands (LB) August call option implied volatility is at 37, August weekly is at 51, September is at 43; compared to its 52-week range of 31 to 55 into the expected release of EPS after the close on August 22. Call put ratio 2.3 calls to 1 put with focus on August 32 calls.

Increasing unusual call option volume: BZUN PM CPB NLSN ATRS GREK TUR VIAV SYY TCS

Increasing unusual put option volume: BZUN HOG NTNX PRTA RLGY CROX

Options with decreasing option implied volatility: SYY ESRX JKS S FOSL FOXA AG TTD HBI W CCL FCX

Active options: AAPL TWTR AMD FB AMZN TSLA BABA BAC MU F JD NVDA NFLX GE MSFT SQ SNAP FDC ROKU INTC