Mid-session IV Report August 16, 2018

Mid-session IV Report August 16, 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: QCOM ESRX CMG DE JWN NVDA

Popular stocks with increasing unusual option volume: SYMC TPX JCP TM DHR DDS WMT RARE DBD

iShares China Large-Cap (FXI) August call option implied volatility is at 28, August weekly is at 24, September is at 23; compared to its 52-week range of 14 to 33. Call put ratio 1 call to 2.3 puts as shares rally 1.2%.

Alibaba (BABA) August call option implied volatility is at 41, August weekly is at 57, September is at 39; compared to its 52-week range of 24 to 43. Vall put ratio 1.6 calls to 1 put as shares rally 3%.

Applied Materials (AMAT) August call option implied volatility is at 107, September is at 35; compared to its 52-week range of 25 to 58 into the expected release of EPS today after the close. Call put ratio 3.1 calls to 1 put with focus on August 48 calls.

Nordstrom (JWN) August call option implied volatility is at 155, September is at 40; compared to its 52-week range of 29 to 62 into the expected release of EPS today after the close. Call put ratio 1 call to 1.5 puts.

NVIDIA (NVDA) August call option implied volatility is at 134, September is at 38; compared to its 52-week range of 25 to 61 into the expected release of EPS today after the close. Call put ratio 1.4 calls to 1 put.

Deere (DE) August call option implied volatility is at 100, 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 1.1 calls to 1 put.

Tesla (TSLA) August call option implied volatility is at 51, August weekly and September is at 50; compared to its 52-week range of 32 to 71 as shares sell trend lower.

Symantec (SYMC) August call option implied volatility is at 40, September is at 29; compared to its 52-week range of 22 to 65 after it was confirmed that Starboard has taken a position in the company and nominated five directors to its 11-person board. Call put ratio 1.6 calls to 1 put.

Diebold Nixdorf (DBD) September call option implied volatility is at 125, November is at 130; compared to its 52-week range of 34 to 160. Call put ratio 1.1 calls to 1 put with focus on August, September 5 calls and September 2.5 puts.

Increasing unusual call option volume: NGL KWEB WPG TRI ROK WUBA PAY CVE PPL TM MTZ LW
Increasing unusual put option volume: BMRN ERF CVE FTI DHR MJ GDDY JCP MTZ
Options with decreasing option implied volatility: NTAP CSCO JD WMT SPY RIOT GOOGL
Active options: AAPL BABA WMT JD MU CSCO FB NVDA BAC AMZN AMD T TSLA JCP NFLX BA MSFT M GE BIDU