Mid-session IV Report August 24, 2018

Mid-session IV Report August 24, 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 implied volatility: GERN JBL AZO ARCC EWZ ITUB PBR EWZ

Stocks with increasing unusual option volume: FLEX STAA SSC ROST IONS LB INTU SPLK REN ADSK CRON V

Tesla (TSLA) August weekly and September call option implied volatility is at 51, October is at 51; compared to its 52-week range of 32 to 71. Call put ratio 1.1 call to 1 puts with focus on short duration August calls and puts.

Geron Corp (GERN) option implied volatility and share price moving increases

Geron Corp (GERN) September call option implied volatility is at 234, October is at 216; 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. Call put ratio 1 call to 1 put.

Visa (V) call put ratio 3.5 calls to 1 put with focus on August weekly, September and October 145 calls as shares at record high.

Best Buy (BBY) August weekly call option implied volatility is at 68, September is at 41; compared to its 52-week range 22 to 60 into the expected release of Q2 EPS before the market open on August 28. Call put ratio 2.8 calls to 1 put.

H&R Block (HRB) September call option implied volatility is at 40, October is at 31; compared to its 52-week range 21 to 46 into the expected release of Q3 EPS after the market close on August 28.

Box (BOX) September call option implied volatility is at 58, October is at 49; compared to its 52-week range 29 to 62 into the expected release of Q2 EPS after the market close on August 28 and hosting an analyst meeting on August 30. Call put ratio 2.4 calls to 1 put.

DSW (DSW) September call option implied volatility is at 54, October is at 44; compared to its 52-week range 29 to 69 into the expected release of Q2 EPS before the market open on August 28. Call put ratio 1 call to 1.8 puts.

Hain Celestial Group (HAIN) September call option implied volatility is at 49, October is at 38; compared to its 52-week range 26 to 63 into the expected release of Q4 EPS before the market open on August 28. Call put ratio 9 calls to 1 put.

Hewlett Packard Enterprises (HPE) August weekly call option implied volatility is at 59, September is at 34; compared to its 52-week range of 20 to 51 into the expected release of Q3 EPS after the market close on August 28. Call put ratio 12 calls to 1 put.

Tiffany (TIF) August weekly call option implied volatility is at 64, September is at 38; compared to its 52-week range 16 to 40 into the expected release of Q2 EPS before the market open on August 28.

Increasing unusual call option volume: STAA ROST SSC HIG SNPS BKE SPLK ADSK CRON GERN

Increasing unusual put option volume: LB IONS MTZ GERN INTU JWN CRON ADSK BG TJX GPS

Options with decreasing implied volatility: BPY COTY PGNX MOMC PSTG SODA FL

Active options: BABA NVDA FB MU BAC NFLX AMZN INTC TSLA GGP JD FLEX PBR TWTR MSFT FEYE GE QCOM