Mid-session IV Report August 21, 2018

Mid-session IV Report August 21, 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: NLY FOX HPE QCOM ADSK AGN DDD PPG GERN BABA AMTD QCOM EXEL VKTX TSLA PFE JNJ

Popular stocks with increasing unusual option volume: MRK IQ TEVA QCOM

Tesla (TSLA) August weekly call option implied volatility is at 76, September is at 60; compared to its 52 week range of 32 to 71. Call put ratio 1 call to 1.1 puts with focus on August weekly 315, 320 calls and puts as shares rally 2.9%.

Analog Devices (ADI) August weekly call option implied volatility is at 51, September is at 25; compared to its 52-week range of 18 to 42 into the expected release of Q3 results on August 22.

L Brands (LB) August weekly call option implied volatility is at 89, September is at 43; compared to its 52-week range of 31 to 55 into the expected release of Q2 results before the open on August 22.

Lowes Cos (LOW) August weekly call option implied volatility is at 69, September is at 26; compared to its 52-week range of 16 to 41 into the expected release of Q2 results before the open on August 22.

Target (TGT) August weekly call option implied volatility is at 77, September is at 31; compared to its 52-week range of 20 to 44 into the expected release of Q2 results before the open on August 22.

Synopsys (SNPS) September call option implied volatility is at 24, October is at 22; compared to its 52-week range of 15 to 34 into the expected release of Q3 results after the close on August 22.

Williams-Sonoma (WSM) September call option implied volatility is at 40, October is at 39; compared to its 52-week range of 25 to 55 into the expected release of Q2 results after the market close on August 22.

Alibaba (BABA) August weekly call option implied volatility is at 74, September is at 36; compared to its 52-week range of 24 to 43 into the expected release of Q1 results before the open on August 23. Call put ratio 2 calls to 1 put with focus on October 205 calls.

Autodesk (ADSK) August weekly call option implied volatility is at 98, September is at 40; compared to its 52-week range of 23 to 52 into the expected release of Q2 results after the market close on August 23.

Big Lots (BIG) September call option implied volatility is at 41, October is at 35; compared to its 52-week range of 25 to 59 into the expected release of Q2 results before the market open on August 23. Call put ratio 1 call to 3.7 puts.

Gap (GPS) August weekly call option implied volatility is at 100, September is at 43; compared to its 52-week range of 28 to 55 into the expected release of Q2 results before the open on August 23. Call put ratio 4 calls to 1 put with focus on August weekly calls.

Hormel (HRL) August weekly call option implied volatility is at 65, October is at 26; compared to its 52-week range of 16 to 35 into the expected release of EPS results before the market open on August 23. Call put ratio 1 call to 14 puts into EPS.

HP Inc (HPQ) August weekly call option implied volatility is at 61, September is at 26; compared to its 52-week range of 17 to 43 into the expected release of Q2 results after the market close on August 23. Call put ratio 5.8 calls to 1 put with focus on September 24 and October 25 calls.

Intuit (INTU) September call option implied volatility is at 28, October is at 28; compared to its 52-week range of 15 to 38 into the expected release of EPS results after the market close on August 23.

Ross Stores (ROST) September call option implied volatility is at 31, October is at 27; compared to its 52-week range of 18 to 43 into the expected release of EPS results after the market close on August 23. Call put ratio 1 call to 1.7 puts with focus on September 90 and 92.50 puts.

Toro (TTC) September call option implied volatility is at 24, October is at 23; compared to its 52-week range of 16 to 36 into the expected release of EPS results after the market close on August 23.

VMware (VMW) August weekly call option implied volatility is at 78, September is at 37; compared to its 52-week range of 17 to 53 into the expected release of Q2 results after the market close on August 23.

E-Trade (ETFC) August weekly call option implied volatility is at 36, September is at 28; compared to its 52-week range of 21 to 43 into JPMorgan (JPM) said to give free trades in new app. Call put ratio 2.2 calls to 1 put.

TD Ameritrade (AMTD) August weekly call option implied volatility is at 35, September is at 27; compared to its 52-week range of 29 to 36 into JPMorgan (JPM) said to give free trades in new app. Call put ratio 1 call to 3.5 puts.

Interactive Brokers (IBKR) September call option implied volatility is at 29, October is at 28; compared to its 52-week range of 17 to 44 into JPMorgan (JPM) said to give free trades in new app. Call put ratio 1 call to 8 puts.

Charles Schwab (SCHW) August weekly call option implied volatility is at 31, September is at 25; compared to its 52-week range of 21 to 37 into JPMorgan (JPM) said to give free trades in new app. Call put ratio 1 call to 2.3 puts.

NVIDIA (NVDA) call put ratio 1.44 calls to 1 put as shares rally 1.4% after negative Citron comments

Increasing unusual call option volume: IQV TD REV CATM TOL TM TELL CSTM XYL EPC FIS SHW GERN NVDA PZZA
Increasing unusual put option volume: ROST TOL VRAY PAGP COTY NCLH DSW UNIT KGC
Options with decreasing option implied volatility: SODA EL CA USB CA FXI AA DUST HYG GDXJ
Active options: AAPL MU NFLX TSLA FB AMD GE BABA NVDA TWTR BAC QCOM AMZN MO M JD T MRK IQ TEVA