Mid-session IV Report August 3, 2018

Mid-session IV Report August 3, 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: GGP GME IBM SJM GLNG SEAS IBM PGNX TSRO ETP RIO GLNG UAA

Popular stocks with increasing unusual option volume: ATVI BPR X GPRO SYMC K

Bemis (BMS) August call option implied volatility is at 55, September is at 44; compared to its 52-week range of 18 to 46 amid WSJ reports Australia’s Amcor is in advanced talks to acquire.

Cheniere Energy (LNG) August weekly call option implied volatility is at 40, August is at 35; compared to its 52-week range of 23 to 47 after reports of Chinese tariffs on U.S. liquefied natural gas. Call put ratio 1 call to 1.7 puts.

Under Armour (UA) August weekly call option implied volatility is at 41, August is at 40; compared to its 52-week range of 33 to 90 on unconfirmed private equity chatter. Call put ratio is 7.8 calls to 1 put with focus on August weekly 18 and August 19 calls.

Under Armour Inc (UAA) August weekly call option implied volatility is at 43, August is at 41; compared to its 52-week range of 34 to 86. Call put ratio is 1.3 calls to 1 put with focus on August weekly 18.50 puts.

Increasing unusual call option volume: LQK ATI CTRL OTEX SEE OCLR SEE ELY
Increasing unusual put option volume: CATM GPRO ISNM HRL XL EAT DATA
Options with decreasing option implied volatility: SHAK AIG GPRO AIG
Active options: AAPL TSLA GPRO FB BAC AMZN MU NFLX BACA AMD TWTR IBM INTC SQ PBR T X MSFT ATVI