Mid-session IV Report August 31, 2018

Mid-session IV Report August 31, 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: TECK CZR AAPL TLRY BKS GLUU AAPL HYG HIMX

Popular stocks with increasing unusual option volume: ATVI CRON PBR F

Apple (AAPL) September weekly 230 calls active as shares trend to fresh record high into event

Apple (AAPL) September weekly call option implied volatility is at 20, September is at 22; compared to its 52-week range of 16 to 34 into September 12 event. Call put ratio 2.2 calls to 1 put with focus on September weekly 230 calls.

Cronus Corporation (CRON) September weekly call option implied volatility is at 162, below a level of 200 from August 29. September is at 157, October is at 140; compared to its 52-week range of 71 to 143 amid large share price movement in cannibas names. Call put ratio 1 call to 1.2 puts.

Geron Corp (GERN) September call option implied volatility is at 264, October is at 253; compared to its 52-week range of 62 to 254 into Johnson & Johnson’s (JNJ) subsidiary Janssen making a continuation decision under its 2014 collaboration agreement with Geron.

Increasing unusual call option volume: AOBC DNR BTU ULTA YUM IDTI VHC LULU SPPI
Increasing unusual put option volume: ALKS IDTI PSTG EWC AOBC MIK CRON CROX
Options with decreasing option implied volatility: LULU ULTA AOBC NTNX ZUO PAGS
Active options: AAPL AMD EA BAC AMZN FB BABA TSLA MU LULU NFLX NVDA F MSFT PBR CRON SQ TWTR ATVI PAGS