Mid-session IV Report August 29, 2018

Mid-session IV Report August 29, 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: COTY RIOT AMLP DBD ORCL ZS HPE SNAP ORCL GLW EL AEO CHS CRON GERN

Popular stocks with increasing unusual option volume: GS HAIN BBY WMT TIF LE SNE GERN CRON

Cronus Corporation (CRON) September call option implied volatility is at 149, October is at 127; compared to its 52-week range of 71 to 143 amid large share price movement in cannibas names.

Canopy Growth (CGC) September call option implied volatility is at 85, October is at 77; compared to its 52-week range of 57 to 97 amid large share price movement in cannibas names.

Geron Corp (GERN) September call option implied volatility is at 211, October is at 233; compared to its 52-week range of 62 to 216 into Johnson & Johnson’s (JNJ) subsidiary Janssen making a continuation decision under its 2014 collaboration agreement with Geron.

Salesforce (CRM) August weekly call option implied volatility is at 61, 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 2.1 calls to 1 put into Q2

Abercrombie & Fitch (ANF) August weekly call option implied volatility is at 158, September is at 69; compared to its 52-week range 38 to 84 into the expected release of Q2 EPS before the market open on August 30.

Ambarella (AMBA) August weekly call option implied volatility is at 139, September is at 61; compared to its 52-week range of 31 to 77 into the expected release of Q2 EPS after the market close on August 30.

Burlington Coat Factory (BURL) August weekly call option implied volatility is at 84, September is at 37; compared to its 52-week range 22 to 52 into the expected release of Q2 EPS before the market open on August 30.

Ciena (CIEN) August weekly call option implied volatility is at 100, September is at 42; compared to its 52-week range of 24 to 60 into the expected release of Q3 EPS before the market open on August 30. Call put ratio 2.4 calls to 1 put into Q3.

Campbell Soup (CPB) August weekly call option implied volatility is at 98, September is at 43; compared to its 52-week range 19 to 52 into the expected release of Q2 EPS before the market open on August 30. Call put ratio 2.6 calls to 1 put into EPS

Cooper (COO) September call option implied volatility is at 27, October is at 21; compared to its 52-week range of 16 to 35 into the expected release of Q3 EPS before the market open on August 30. October 270 calls active.

Dollar General (DG) August weekly call option implied volatility is at 79, September is at 33; compared to its 52-week range 19 to 39 into the expected release of Q2 EPS before the market open on August 30.

Dollar Tree (DLTR) August weekly call option implied volatility is at 92, September is at 39; compared to its 52-week range of 21 to 49 into the expected release of Q2 EPS before the market open on August 30.

Lululemon (LULU) August weekly call option implied volatility is at 117, September is at 49; compared to its 52-week range of 24 to 71 into the expected release of Q2 EPS after the market close on August 30.

Michaels Companies (MIK) September call option implied volatility is at 52, October is at 41; compared to its 52-week range 28 to 56 into the expected release of Q2 EPS before the market open on August 30.

Patterson (PDCO) September call option implied volatility is at 47, October is at 42; compared to its 52-week range of 21 to 77 into the expected release of Q1 EPS before the market open on August 30.

Signet Jewelers (SIG) August weekly call option implied volatility is at 177, September is at 75; compared to its 52-week range of 36 to 83 into the expected release of Q2 EPS before the market open on August 30.

Tech Data (TECD) September call option implied volatility is at 48, October is at 35; compared to its 52-week range of 22 to 50 into the expected release of Q2 EPS before the market open on August 30.

Titan Machinery (TITN) September call option implied volatility is at 59, October is at 50; compared to its 52-week range of 34 to 73 into the expected release of Q2 EPS before the market open on August 30.

Geron Corp (GERN) September call option implied volatility is at 211, October is at 233; compared to its 52-week range of 62 to 216 into Johnson & Johnson’s (JNJ) subsidiary Janssen making a continuation decision under its 2014 collaboration agreement with Geron.

Increasing unusual call option volume: HAIN DSW GWRE CHS BPY TTPH UNM TRI TIF NOV ESPR
Increasing unusual put option volume: ESPR CRON BPY DSW TIF CREE CHS SAVE
Options with decreasing option implied volatility: BBY TIF QCOM TIF HAIN DSW AAOI DSW
Active options: AMD AAPL BABA MU QCOM FB NVDA GE NFLX AMZN MSFT BAC TSLA TWTR BBY HAIN WMT PBR SQ GS