Mid-session IV Report August 30, 2018

Mid-session IV Report August 30, 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 SGMO ZUE BBBY DBA ULTA LULU YUMC GLUU AG GGAL EA STX X CLF YPF

Popular stocks with increasing unusual option volume: EA X CRON WFT PBR CRM

Lululemon (LULU) August weekly call option implied volatility is at 192, September is at 53; compared to its 52-week range of 24 to 71 into the expected release of Q2 EPS today after the market close. Call put ratio 1.1 calls to 1 put.

Ulta Beauty (ULTA) August weekly call option implied volatility is at 156, September is at 43; compared to its 52-week range of 24 to 51 into the expected release of Q2 EPS today after the market close. Call put ratio 1 call to 1 put.

Dropbox (DBX) August weekly call option implied volatility is at 51, September is at 43; compared to its 52-week range of 38 to 78 into a company hosted analyst day this afternoon. Call put ratio 2.75 calls to 1 put with focus on August 27 and 28 calls.

Electronic Arts (EA) August weekly call option implied volatility is at 43, September is at 28; compared to its 52-week range of 22 to 42 into lower booking guidance. Call put ratio 3 calls to 1 put.

Cronus Corporation (CRON) September weekly call option implied volatility is at 201, September is at 177, October is at 137; compared to its 52-week range of 71 to 143 amid large share price movement in cannibas names. Call put ratio 1 call to 1.7 puts.

Global Xftse Argentina 20 Etf (ARGT) September call option implied volatility is at 40, October is at 49; compared to its 52-week range of 14 to 39 amid Argentina economic issues.

YPF S.A. (YPF) August weekly call option implied volatility is at 65, September is at 45, October is at 41; compared to its 52-week range of 26 to 65 amid Argentina economic issues.

DaVita (DVA) September call option implied volatility is at 33, October is at 34; compared to its 52-week range of 18 to 40 as shares sell off 9% amid California Senate bill. Call put ratio 1.7 calls to 1 put.

Broadcom (AVGO) August weekly call option implied volatility is at 28, September weekly is at 47, September is at 34; compared to its 52-week range of 22 to 41 into the expected release of Q2 results after the market close on September 6. Call put ratio 8.9 calls to 1 put with focus on September weekly 220 calls.

Amazon (AMZN) call put ratio 1.5 calls to 1 put as shares trade above $2000

Increasing unusual call option volume: AVGO TRP SRCI CIEN ZYNE PVH INSY P SIEN AFMD GES FTV EXPR JBLU
Increasing unusual put option volume: WFT CRON PBI EWC GLUU YPF DG PDCE COL DLTR BURL
Options with decreasing option implied volatility: FL SIG DLTR CRM CIEN ANF EXPR CHS SIG UBNT HRB ALNY BOX FOX CPB DSW
Active options: AAPL WFT FB AMD AMZN NFLX MU TSLA EA BAC NVDA SQ BABA CRM MSFT X CRON TWTR PBR P