Mid-session IV Report August 15, 2018

Mid-session IV Report August 15, 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: FOXA BPY JD AABA IAC ANTM XNET ANTM A WYNN ENB NTES

Popular stocks with increasing unusual option volume: GE M GM IQ NXPI BABA JD LB

Tesla (TSLA) call put ratio 1.1 calls to 1 put. August option implied volatility is steady at 55 on wide intra-day price movement on headline chatter reports.

Cisco (CSCO) August call option implied volatility is at 76, September is at 27; compared to its 52-week range of 14 to 38 into the expected release of EPS today after the close. Call put ratio 1 call to 1.2 puts with focus on August 43 and 44 puts.

Walmart (WMT) August call option implied volatility is at 68, September is at 22; 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 1.8 calls to 1 put.

iShares China Large-Cap (FXI) option implied volatility elevated as shares near 13-month lows

iShares China Large-Cap (FXI) August call option implied volatility is at 34, August weekly is at 28, September is at 25; compared to its 52-week range of 14 to 33. Call put ratio 1.19 calls to 1 put.

Sogou Inc. (SOGO) August call option implied volatility is at 100, September is at 58; compared to its 52-week range of 42 to 112. Call put ratio 1.1 calls to 1 put.

China Mobile (CHL) August call option implied volatility is at 70, September is at 27; compared to its 52-week range of 12 to 36 as shares at four-year low

Sinopec (SNP) August call option implied volatility is at 31, September is at 33; compared to its 52-week range of 16 to 36 as shares sell off 2.7%.

China Life Insurance (LFC) August call option implied volatility is at 60, September is at 40; compared to its 52-week range of 12 to 36 as shares sell off 3.7%

Baidu (BIDU) August call option implied volatility is at 41, September is at 31; compared to its 52-week range of 23 to 49 as shares sell off 2.3%.

JD.com (JD) August call option implied volatility is at 120, September is at 41; compared to its 52-week range of 26 to 60 as shares sell off 6%.

Vipshop Holdings (VIPS) August call option implied volatility is at 61, September is at 41; compared to its 52-week range of 39 to 100.

Weibo (WB) August call option implied volatility is at 57, September is at 41; compared to its 52-week range of 36 to 70. Call put ratio 1 call to 2.7 puts as shares sell off 3.7%.

SINA Corp (SINA) August call option implied volatility is at 47, September is at 35; compared to its 52-week range of 29 to 60.

iQIYI (IQ) August call option implied volatility is at 82, September is at 61; compared to its 52-week range of 55 to 121. Call put ratio 1 call to 3 puts as shares sell off 3%.

Altaba (AABA) August call option implied volatility is at 44, September is at 35; compared to its 52-week range of 21 to 39.

Amazon (AMZN) August call option implied volatility is at 31, September is at 26; compared to its 52-week range of 17 to 51 as shares sell off 1.3%.

Increasing unusual call option volume: EWY RESI CLVS OLN PDCE AEO RIO TUR NTAP
Increasing unusual put option volume: BBVA QDEL ALRM XME EWT A INDA
Options with decreasing option implied volatility: A CREE M GGP WPM CY CGC
Active options: BABA MU AAPL BAC FB TSLA NFLX AMD JD AMZN GE MSFT M FCX NVDA GM IQ NXPI TWTR C