Mid-session IV Report August 6, 2018

Mid-session IV Report August 6, 2018

Options with increasing implied volatility: AKRX GDS BPY GGP DIS SNAP

Stocks with increasing unusual option volume: RRC BLDP SCG DM JMEI XRAY T

Etsy (ETSY) August call option implied volatility is at 106, September is at 65; compared to its 52-week range of 31 to 69 into the expected release of EPS today after the close.

Marriott (MAR) August weekly call option implied volatility is at 36, August is at 31; compared to its 52-week range of 18 to 37 into the expected release of EPS today after. Call put ratio 2 calls to 1 put.

Tenet Healthcare (THC) August weekly call option implied volatility is at 128, August is at 88; compared to its 52-week range of 43 to 85 into the expected release of EPS today after the close. Call put ratio 1 call to 4.6 puts into EPS.

Weight Watcher (WTW) August weekly call option implied volatility is at 135, August is at 89; compared to its 52-week range of 37 to 93 into the expected release of EPS today after the close. Call put ratio 2.5 calls to 1 put with focus on August weekly 92 calls.

Zillow Group (ZG) August call option implied volatility is at 68, September is at 42; compared to its 52-week range of 28 to 64 into the expected release of EPS today after the close. Call put ratio 1 call 1 to 1 put.

Canadian Goose (GOOS) August weekly call option implied volatility is at 148, August is at 94; compared to its 52-week range of 36 to 69 into the expected release of EPS before the open on August 8. Call put ratio 2.6 calls to 1 put.

MBIA (MBI) August weekly call option implied volatility is at 98, August is at 60; compared to its 52-week range of 32 to 110 into the expected release of EPS after the close on August 8. Call put ratio 7.5 calls to 1 put.

Michael Kors (KORS) August weekly call option implied volatility is at 112, August is at 71; compared to its 52-week range of 22 to 63 into the expected release of EPS before the open on August 8. Call put ratio 3.5 calls to 1 put.

Nuance Communications (NUAN) August call option implied volatility is at 62, September is at 37; compared to its 52-week range of 25 to 55 into the expected release of EPS after the close on August 8. Call put ratio 5.6 calls to 1 put.
New York Times (NYT) August call option implied volatility is at 51, September is at 34; compared to its 52-week range of 20 to 72 into the expected release of EPS before the open on August 8.

Southern Co (SO) August weekly call option implied volatility is at 22, August is at 18; compared to its 52-week range of 12 to 25 into the expected release of EPS before the open on August 8.

Sarepta Therapeutics (SRPT) August weekly call option implied volatility is at 100, August is at 74; compared to its 52-week range of 40 to 86 into the expected release of EPS before the open on August 8. Call put ratio 4.4 calls to 1 put.

Sunoco (SUN) August call option implied volatility is at 27, September is at 30; compared to its 52-week range of 19 to 38 into the expected release of EPS before the open on August 8.

Wright Medical Group (WMGI) August weekly call option implied volatility is at 49, August is at 37; compared to its 52-week range of 26 to 54 into the expected release of EPS before the open on August 8.

Increasing unusual call option volume: BLDR SCG RRC TSN ASHR OCLR MDCO

Increasing unusual put option volume: JMEI ARMK XRAY EAT XME RNG EGN

Options with decreasing implied volatility: W NTRI TNDM FTR CRTO I P FIT SEDG CRC LL TRIP

Active options: AAPL AMD BABA CHK MU TSLA BAC AMZN SNAP TWTR RRC AABA NFLX DIS MSFT T SQ INTC