Mid-session IV Report August 22, 2018

Mid-session IV Report August 22, 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: EXAS HIG CTL EA RCII ATVI T BBY ATVI LB BABA AIG F
Popular stocks with increasing unusual option volume: PBR WMT EA LOW TGT

Alibaba (BABA) August weekly call option implied volatility is at 91, September is at 38; 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 August weekly 180 calls and 177.50 puts.

Financial Select Sector SPDR ETF (XLF) August weekly call option implied volatility is at 15, September is at 13; compared to its 52-week range of 13 to 28 into release of minutes from Augusts’ FOMC meeting. Call put ratio 1.9 calls to 1 put.

Citigroup (C) August weekly call option implied volatility is at 19, September is at 17; compared to its 52-week range of 16 to 32. Call put ratio 2.15 calls to 1 put.

JPMorgan (JPM) August weekly call option implied volatility is at 17, September is at 16; compared to its 52-week range of 15 to 35. Call put ratio 2.9 calls to 1 put.

PNC Financial (PNC) August weekly call option implied volatility is at 19, September is at 16; compared to its 52-week range of 17 to 33. Call put ratio 1 call to 1.75 put.

Wells Fargo (WFC) August weekly call option implied volatility is at 17, September is at 16; compared to its 52-week range of 15 to 30 into EPS. Call put ratio 5.6 calls to 1 put.

Increasing unusual call option volume: KEYS TELL MFIN TM LOW MYGN URBN TROX
Increasing unusual put option volume: SMCI LZB RRR PSTG LOW URBN HTT NYCB
Options with decreasing option implied volatility: TGT ZOES URBN MOMO ADI LOW MOMO

Active options: BABA QCOM AAPL MU NVDA NFLX AMD FB BAC TGT LOW TSLA AMZN GE TWTR PBR WMT MSFT EA