Mid-session IV Report July 10, 2018

Mid-session IV Report July 10, 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: URI ESV DNKN MRVL ABX FOXA URI DAL TROX CTSH PCG GBT

Popular stocks with increasing unusual option volume: CMCSA XOM CHK PEP SFIX

Stitch Fix (SFIX) July call option implied volatility is at 76, August is at 74; compared to its 52-week range of 57 to 123 after the online personal styling service, launches its kids offering today. Call put ratio 2.8 calls to 1 put as shares rally 8%.

Nordstrom (JWN) July call option implied volatility is at 31, August is at 37; compared to its 52-week range of 29 to 62 as the retailer hosts an investor meeting. Call put ratio 3.4 calls to 1 put with focus on July 52.50 and 55 calls.

General Mills (GIS) July call option implied volatility is at 24, August is at 23; compared to its 52-week range of 16 to 34 into a company hosted investor meeting on July 11. Call put ratio 1.9 calls to 1 put with focus on August 45 and 47.50 calls.

Delta Airlines (DAL) July weekly call option implied volatility is at 51, July is at 34, August is at 30; compared to its 52-week range of 22 to 44 into the expected release of Q2 results before the open on July 11. Call put ratio 1.4 calls to 1 put.

Fastenal (FAST) July call option implied volatility is at 45, August is at 31; compared to its 52-week range of 21 to 43 into the expected release of Q2 results before the open on July 11. July 50, 52.50 calls and July 48 and 49 puts active.

Infosys (INFY) July call option implied volatility is at 50, August is at 31; compared to its 52-week range of 17 to 37 into the expected release of Q1 results before the open on July 12. Call put ratio 1.9 calls to 1 put.

Citigroup (C) July weekly call option implied volatility is at 35, July is at 25, August is at 22; compared to its 52-week range of 16 to 32 into the expected release of Q2 results before the open on July 13. Call put ratio 1.78 calls to 1 put.

JPMorgan (JPM) July weekly call option implied volatility is at 29, July is at 22, August is at 20; compared to its 52-week range of 14 to 35 into the expected release of Q2 results before the open on July 13. Call put ratio 3.1 calls to 1 put.

PNC Financial (PNC) July weekly call option implied volatility is at 34, July is at 26, August is at 23; compared to its 52-week range of 17 to 33 into the expected release of Q2 results before the open on July 13. Call put ratio 4.2 calls to 1 put.

Wells Fargo (WFC) July weekly call option implied volatility is at 34, July is at 25, August is at 21; compared to its 52-week range of 15 to 30 into the expected release of Q2 results before the open on July 13. Call put ratio 1.6 calls to 1 put.

Increasing unusual call option volume: CMCSA T XOM LPLA FISV DNKN KN NGG FAST XLRN FAST
Increasing unusual put option volume: FAST AXL FXB FAST DQ SFIX UNIT PEP CENX BPY P PG AXTA
Options with decreasing option implied volatility: FOXA PEP JWN QCOM PEP XLP PYPL UVXY PEP XLP BABA CRM CHK SNAP DLTR
Active options: AAPL BAC MU TWTR TSLA BABA NFLX FB NVDA AMZN PEP AMD GE MSFT T XOM C CHK CMCSA