Mid-session IV Report August 27, 2018

Mid-session IV Report August 27, 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: CRON TLRY AMD NFLX NOK NFLX F TSLA FOXA PVG GS IQ BABA BIG TIF DKS CHS

Popular stocks with increasing unusual option volume: F MOS DBD GM IQ TWTR

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 15, September is at 14; compared to its 52-week range of 11 to 30 as shares rally to record high. Call put ratio 1.27 calls to 1 put.

Best Buy (BBY) August weekly call option implied volatility is at 85, September is at 43; compared to its 52-week range 23 to 61 into the expected release of Q2 EPS before the market open on August 28. Best Call put ratio 1.1 calls to 1 put with focus on August weekly 83 calls & August 82 weekly puts.

Box (BOX) September call option implied volatility is at 62, October is at 51; 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 3 calls to 1 put.

Tiffany (TIF) August weekly call option implied volatility is at 90, September is at 42; compared to its 52-week range of 16 to 40 into the expected release of Q2 EPS before the market open on August 28. Call put ratio 1.4 calls to 1 put with focus on August weekly 132 and 133 calls.

Hershey Foods (HSY) August weekly call option implied volatility is at 18, September is at 17; compared to its 52-week range of 14 to 37 into a company hosted analyst meeting on August 28. Call put ratio 1 call to 1.93 puts.

At Home Group (HOME) September call option implied volatility is at 60, October is at 49; compared to its 52-week range of 38 to 86 into the expected release of Q2 EPS after the market close on August 29. Call put ratio 10.8 calls to 1 put with focus on September calls.

Chico’s (CHS) September call option implied volatility is at 71, October is at 55; compared to its 52-week range of 36 to 74 into the expected release of Q2 EPS on August 29. Call put ratio 1 call to 38 puts with focus on September 7, 8, 9 and 10 puts.

Dicks Sporting Goods (DKS) August weekly call option implied volatility is at 120, September is at 57; compared to its 52-week range 31 to 73 into the expected release of Q2 EPS before the market open on August 29.

Express (EXPR) September call option implied volatility is at 78, October is at 59; compared to its 52-week range 40 to 105 into the expected release of Q2 EPS before the market open on August 29.

Guess (GES) September call option implied volatility is at 75, October is at 58; compared to its 52-week range of 34 to 86 into the expected release of Q2 EPS after the market close on August 29.

PVH (PVH) September call option implied volatility is at 32, October is at 28; compared to its 52-week range 19 to 39 into the expected release of Q2 EPS after the market close on August 29. Call put ratio 4.3 calls to 1 put with focus on September 155 & 160 calls.

Salesforce (CRM) August weekly call option implied volatility is at 56, September is at 31; compared to its 52-week range of 16 to 43 into the expected release of Q2 EPS after the market close on August 29. Call put ratio 2.3 calls to 1 put.

Tesla (TSLA) August weekly call option implied volatility is at 62, September is at 53, October is at 53; compared to its 52-week range of 32 to 71 after CEO Elon Musk announced keeping the company public is a better path for shareholders. August weekly 310 and 315 puts active.

General Motors (GM) August weekly call option implied volatility is at 31, September is at 24; compared to its 52-week range of 17 to 40 as shares rally on NAFTA talks. Call put ratio 3 calls to 1 put with focus on August weekly 37, 37.50 and September 38 calls.

Twitter (TWTR) call put ratio 3.5 calls to 1 put with focus on August weekly 35 calls

Increasing unusual call option volume: TTPH BJ MAN CRON TIF TLRY RMBS JMEI YEXT NLNK SSC ALNY CAG MGA EQIX
Increasing unusual put option volume: WYND ARCC AAL CRON CAG TLRY TIF BYD RGLD EFX GERN CLMT
Options with decreasing option implied volatility: ESPR FEYE PFE DBD CTL HPQ DBX GGP PCG NXPI ADSK DBD SBUX VMW ROKU

Active options: AMD BAC FB AAPL NFLX BABA TSLA MU AAL NVDA IQ SQ TWTR AMZN PFE F CRON GE C MSFT