Daily IV Report
Mid-session IV Report August 17, 2018
Mid-session IV Report August 17, 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 GERN TSLA […]
Mid-session IV Report August 17, 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 GERN TSLA
Popular stocks with increasing unusual option volume: WMT NVDA TMUS K
S&P Dep Receipts (SPY) weekly option implied volatility low into Federal Reserve Chairman speech
S&P Dep Receipts (SPY) August weekly call option implied volatility is at 7, September is at 9; compared to its 52-week range of 7 to 34 into Federal Reserve Chairman Jerome Powell scheduled to speak August 24, at the annual global central bank conference in Jackson Hole, Wyoming.
United States Oil Fund (USO) August weekly and September call option implied volatility is at 25; compared to its 52-week range of 17 to 32 into Federal Reserve Chairman Jerome Powell scheduled to speech.
Apple (AAPL) August weekly call option implied volatility is at 20, September is at 19; compared to its 52-week range of 16 to 34 as shares trend to trend to fresh record high.
Tesla (TSLA) August weekly call option implied volatility is at 66, September is at 61; compared to its 52-week range of 32 to 71 call put ratio 1 call to 1.28 puts with focus on August 320 puts as shares sell off 6.8%.
Geron Corp (GERN) September call option implied volatility is at 201, October is at 209; compared to its 52-week range of 62 to 210 into Johnson & Johnson’s (JNJ) subsidiary Janssen making a continuation decision under its 2014 collaboration agreement with Geron.
Increasing unusual call option volume: PLD XOG SAUK PPL CATM HEDJ SNE SRG WPX
Increasing unusual put option volume: AU SHY MEET FRO TER INDA ZAYO GERN TGTX JWN CY FL FOLD
Options with decreasing option implied volatility: NTAP CSCO JD WMT M V SPY IWM
Active options: AAPL TSLA NVDA FB MU AMD AMZN BABA NFLX AMAT WMT BAC INTC