Mid-session IV Report August 23, 2018

Mid-session IV Report August 23, 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 FEYE QD TWLO FNSR CRM JNUG TOL HTZ PFE AMD

Popular stocks with increasing unusual option volume: LB BABA HTZ ROKU

Alibaba (BABA) weekly option implied volatility stays bid on wide intra-day price range; $173.45 to $186.50

Alibaba (BABA) August weekly call option implied volatility is at 53, September is at 32; compared to its 52-week range of 24 to 43 after releasing EPS and outlook. Call put ratio 1.76 calls to 1 put with focus on August weekly 180 calls. Intra-day price range $173.45 to $186.50.

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 near record high. Call put ratio 1.95 calls to 1 put with focus on August weekly and September 215 calls as shares near record high.

S&P Dep Receipts (SPY) August weekly call option implied volatility is at 12, 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. Call put ratio 1 call to 2.93 puts with focus on August weekly 286 puts. Call put ratio 1 call to 2.93 puts with focus on August weekly 286 puts.

PowerShares QQQ Trust (NASDAQ: QQQ) August weekly call option implied volatility is at 16, September is at 15; compared to its 52-week range of 11 to 30 into Federal Reserve Chairman Jerome Powell scheduled to speak August 24, at the annual global central bank conference in Jackson Hole, Wyoming. Call put ratio 1 call to 2 puts.

United States Oil Fund (USO) August weekly call option implied volatility is at 29, September is at 24; compared to its 52-week range of 17 to 32.

Geron Corp (GERN) September call option implied volatility is at 207, October is at 219; 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.

Best Buy (BBY) August weekly call option implied volatility is at 31, August weekly is at 64, September is at 40; compared to its 52-week range 23 to 61 into the expected release of Q2 EPS before the market open on August 28. Call put ratio 3.5 calls to 1 put.

Increasing unusual call option volume: EDU ROKU BAC ABB BLDR PAH SSC SEND CHL

Increasing unusual put option volume: FLEX MYGN BLDR DPZ PLCE ZAYO

Options with decreasing option implied volatility: AABA LB BABA WSM GLNG AABA URBN EA GLD GDS SNAP COTY

Active options: BABA AMD AAPL NVDA MU FB NFLX FLEX AMZN BAC JD TSLA TWTR MSFT PBR GGP LB QCOM EDU ROKU