Mid-session IV Report August 30, 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: BBBY AMD BB DVA NKE ACN AGNC DVA COTY RIOT DBD ORCL ZS SNAP EL CRM DG DLTR ULTA CIEN

Popular stocks with increasing unusual option volume: MAT YUMC MGM TIF GRMN SME DG ROKU ZNGA

Apple (AAPL) and Amazon (AMZN) option implied volatility low as shares at intra-day record high

Apple (AAPL) August weekly call option implied volatility is at 18, September is at 17; compared to its 52-week range of 16 to 34 as shares trade at record high. Call put ratio 1.7 calls to 1 put with focus on August weekly 222.50 and September 225 calls.

Amazon (AMZN) August weekly call option implied volatility is at 22, September is at 20; compared to its 52-week range of 18 to 51 as shares at intra-day record high. Call put ratio 1.4 calls to 1 put.

Salesforce (CRM) August weekly call option implied volatility is at 68, September is at 30; compared to its 52-week range 16 to 43 into the expected release of Q2 EPS after the market close on August 29. Call put ratio 2.7 calls to 1 put.

Abercrombie & Fitch (ANF) August weekly call option implied volatility is at 212, September is at 76; compared to its 52-week range of 38 to 84 into the expected release of Q2 EPS before the market open on August 30.

Campbell Soup (CPB) August weekly call option implied volatility is at 111, September is at 44; 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 12 calls to 1 put with focus on August weekly 40 calls.

Lululemon (LULU) August weekly call option implied volatility is at 142, September is at 52; compared to its 52-week range of 24 to 71 into the expected release of Q2 EPS after the market close on August 30. Call put ratio 1.5 calls to 1 put.

Ulta Beauty (ULTA) August weekly call option implied volatility is at 100, September is at 42; compared to its 52-week range of 24 to 51 into the expected release of Q2 EPS after the market close on August 30.

MGM Resorts (MGM) call put ratio 5.8 calls to 1 put with focus on August weekly and September 30 calls on shareholder activism reports. August weekly call option implied volatility is at 38, September is at 29; compared to its 52-week range of 21 to 50.

Yum China (YUMC) September call option implied volatility is at 37, October is at 36; compared to its 52-week range of 23 to 49 a day after WSJ report of rejected $46 per share buyout offer. Call put ratio 5.7 calls to 1 put.

Roku (ROKU) August weekly call option implied volatility is at 46, September is at 45; compared to its 52-week range of 46 to 123 into The Information reported that Amazon.com (AMZN) is planning to launch a free video service for the estimated 48M people who use its Fire TV streaming video devices.

Kansas City Southern (KSU) August weekly call option implied volatility is at 31, September is at 23; compared to its 52-week range of 19 to 37 amid Mexican trade agreement.

Ishares Msci Mexico Capped Etf (EWW) August weekly call option implied volatility is at 30, September is at 24; compared to its 52-week range of 15 to 30 amid Mexican trade agreement.

America Movil (AMX) September call option implied volatility is at 24, October is at 26; compared to its 52-week range of 20 to 35 amid option implied volatility amid Mexican trade agreement.

United Airlines (UAL) call put ratio 1.79 calls to 1 put as shares trade at record high

Increasing unusual call option volume: CELG GPS RHT SUM AFMD FTV TRI SPHS CHS DOMO UNM DVA
Increasing unusual put option volume: ITUB FTV AKCA MIK EXTR TLRY HIIQ EXPR EXAS DKS AEO CRON
Options with decreasing option implied volatility: AKRX FL ALNY BPY TIF DKS BBY TIF HAIN DSW
Active options: AAPL AMD AMZN BAC MSFT MU FB SQ BABA PBR NFLX NVDA TSLA TWTR SNAP FOXA ROKU T BOX ZNGA