Mid-session IV Report August 14, 2018

Mid-session IV Report August 14, 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 FDC TUR TAL OMER WPM UAA F ADSK WBA MYL NTES CREE

Popular stocks with increasing unusual option volume: WYNN IQ HUN HD GE

Cree (CREE) August call option implied volatility is at 130, September is at 46; compared to its 52-week range of 26 to 71 into the expected release of EPS today after the market close.

Cisco (CSCO) August call option implied volatility is at 61, September is at 24; compared to its 52-week range of 14 to 38 into the expected release of EPS today after the close. Call put ratio 4.8 calls to 1 put with focus on August 43.50 and 44.50 calls.

Madison Square Garden (MSG) August call option implied volatility is at 56, September is at 28; compared to its 52-week range of 17 to 30 into the expected release of EPS before the open on August 15.

Macy’s (M) August call option implied volatility is at 120, September is at 49; compared to its 52-week range of 30 to 70 into the expected release of EPS before the open on August 15.

NetApp (NTAP) August call option implied volatility is at 94, September is at 36; compared to its 52-week range of 19 to 49 into the expected release of EPS after the close on August 15.

Applied Materials (AMAT) August call option implied volatility is at 67, September is at 33; compared to its 52-week range of 25 to 58 into the expected release of EPS after the close on August 16. Call put ratio 4 calls to 1 put.

Foot Locker (FL) August call option implied volatility is at 45, September is at 53; compared to its 52-week range of 31 to 79 into the expected release of EPS before the open on August 16. Call put ratio 6.3 calls to 1 put.

Nordstrom (JWN) August call option implied volatility is at 90, September is at 38; compared to its 52-week range of 29 to 62 into the expected release of EPS after the close on August 16. Call put ratio 5.8 calls to 1 put.

NVIDIA (NVDA) August call option implied volatility is at 81, September is at 37; compared to its 52-week range of 25 to 61 into the expected release of EPS after the close on August 16. Call put ratio 1.99 calls to 1 put.

Walmart (WMT) August call option implied volatility is at 54, September is at 21; compared to its 52-week range of 14 to 38 into the expected release of EPS before the open on August 16. Call put ratio 3.9 calls to 1 put.

Deere (DE) August call option implied volatility is at 66, September is at 30; compared to its 52-week range of 15 to 42 into the expected release of EPS before the open on August 17. Call put ratio 2 calls to 1 put.

Geron Corp (GERN) August call option implied volatility is at 192, September is at 193; compared to its 52-week range of 62 to 210 into release of imetelstat study results.

Increasing unusual call option volume: FIS STZ HUN TPR FNKO NGD TUR NLSN SWCH
Increasing unusual put option volume: PII WETF MFGP CLMT STZ BLDR UNM SWCH AXDX
Options with decreasing option implied volatility: SYY ESRX JKS S FOSL FOXA AG TTD HBI W CCL FCX DDD SWKS BIDU
Active options: GE BABA STZ MU AAPL AMD BAC JD FB TWTR TSLA AMZN NFLX HD NVDA FCX MSFT WYNN IQ HUN