Mid-session IV Report July 11, 2018

Mid-session IV Report July 11, 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: MDLZ PZZA VXX BP RH TUR KORS UVXY VOD SPY DAL SKX WFC

Popular stocks with increasing unusual option volume: DIS CPB AAL PBR MNST IBM DNKN PZZA YUMC STM CRM

Delta Airlines (DAL) July weekly call option implied volatility is at 66, July is at 38, August is at 30; compared to its 52-week range of 22 to 44 into the expected release of Q2 results today. Call put ratio 2.3 calls to 1 put.

Nexstar Broadcasting (NXST) call put ratio 21 calls to 1 put with focus on July and August 80 calls after Reuters reported Apollo Global has approached Nexstar about possible acquisition.

Papa John’s (PZZA) call put ratio 1 call to 1.5 puts as shares trade near 26-month low

Aero-space & aviation stock option implied volatility into Farnborough Air Show

General Electric (GE) July call option implied volatility is at 39, August is at 30; compared to its 52-week range of 15 to 46 into Farnborough Air Show.
Honeywell (HON) July call option implied volatility is at 23, August is at 18; compared to its 52-week range of 11 to 28 into Farnborough Air Show.
Huntington Ingalls (HRS) July call option implied volatility is at 22, August is at 27; compared to its 52-week range of 18 to 38 into Farnborough Air Show.
Harris (HRS) July call option implied volatility is at 20, August is at 23; compared to its 52-week range of 14 to 37 into Farnborough Air Show.
L-3 Communications (LLL) July call option implied volatility is at 22, August is at 23; compared to its 52-week range of 16 to 30 into Farnborough Air Show.
Lockheed Martin (LMT) July call option implied volatility is at 18, August is at 21; compared to its 52-week range of 12 to 28 into Farnborough Air Show.
Northrop Grumman (NOC) July call option implied volatility is at 20, August is at 23; compared to its 52-week range of 14 to 30 into Farnborough Air Show.
Raytheon (RTN) July call option implied volatility is at 18, August is at 22; compared to its 52-week range of 13 to 39 into Farnborough Air Show.

Increasing unusual call option volume: MYGN FAST BBD PAH OLLI DNKN CDK SALT KORS MNST
Increasing unusual put option volume: UAL CHKP BRZU CONN PZZA FAST COG DHR YUMC RUN
Options with decreasing option implied volatility: FAST NXPI SNAP FOXA PG ARRY NXPI XLU IQ PEP
Active options: BAC MU AAPL BABA NFLX FB TWTR GE AMD AMZN NVDA TSLA T AAL PBR C MSFT DIS JD