Mid-session IV Report July 13, 2018

Mid-session IV Report July 13, 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: S WWE MCD RHT FCX LMT TTD WTW KORS MNST AVGO BKNG

Popular stocks with increasing unusual option volume: T SQ CMCSA FOXA

Straddle prices for stocks expected to report results the week of July 16

U.S. Bancorp (USB) July 51.50 straddle priced for move of 2.3% into the expected release of EPS before the open on July 18

United Rentals (URI) July 155 straddle priced for move of 5.8% into the expected release of EPS after the close on July 18

Alliance Data Systems (ADS) July 242.50 straddle priced for move of 6% into the expected release of EPS before the open on July 19

Bank of New York Mellon (BK) July 53 straddle priced for move of 3.3 % into the expected release of EPS before the open on July 19

Capital One Financial (COF) July 94 straddle priced for move of 4% into the expected release of EPS after the close on July 19

Danaher (DHR) July 100 straddle priced for move of 3% into the expected release of EPS before the open on July 19

Domino’s Pizza (DPZ) July 280 straddle priced for move of 6.3% into the expected release of EPS before the open on July 19

E*Trade (ETFC) July 60 straddle priced for move of 4.5% into the expected release of EPS after the close on July 19

Intuitive Surgical (ISRG) July 530 straddle priced for move of 5% into the expected release of EPS after the close on July 19

KeyCorp (KEY) July 19.50 straddle priced for move of 3.3% into the expected release of EPS before the open on July 19

Microsoft (MSFT) July 105 straddle priced for move of 3.4% into the expected release of EPS after the close on July 19

Nucor (NUE) July 64 straddle priced for move of 3.4% into the expected release of EPS before the open on July 19

Philip Morris (PM) July 83 straddle priced for move of 4.2% into the expected release of EPS before the open on July 19

PPG Industries (PPG) July 104 straddle priced for move of 4.5% into the expected release of EPS before the open on July 19

Skechers (SKX) July 31 straddle priced for move of 13% into the expected release of EPS after the close on July 19

Sonoco (SON) July 55 straddle priced for move of 3% into the expected release of EPS before the open on July 19

Tile Shop (TTS) July 7.50 straddle priced for move of 15% into the expected release of EPS before the open on July 19

Travelers (TRV) July 125 straddle priced for move of 3.2% into the expected release of EPS before the open on July 19

Baker Hughes (BHGE) July 33 straddle priced for move of 4.8% into the expected release of EPS before the open on July 20

Cleveland Cliffs (CLF) July 8.5 straddle priced for move of 7.8% into the expected release of EPS before the open on July 20

General Electric (GE) July 14 straddle priced for move of 4.2% into the expected release of EPS before the open on July 20

Honeywell (HON) July 148 straddle priced for move of 2.7% into the expected release of EPS before the open on July 20

Kansas City Southern (KSU) July 106 straddle priced for move of 3.8% into the expected release of EPS before the open on July 20

Schlumberger (SLB) July 68 straddle priced for move of 3.1% into the expected release of EPS before the open on July 20

Stanley Black & Decker (SWK) July 135 straddle priced for move of 3.8% into the expected release of EPS before the open on July 20

Increasing unusual call option volume: BTU JBHT AR RF FOXA JAG SNE ZGNX PAGS CMCSA FTI PAGS

Increasing unusual put option volume: GRPN DLR SNBR GD SWK TUP ON BCS

Options with decreasing option implied volatility: INFY WFC C PNC JPM XLF PZZA ZGNX AMC INFY CA AXTA FOXA HSY

Active options: BAC NFLX AMZN T FB JPM C AAPL MU FOXA WFC CMCSA SQ TSLA MSFT AMD TWTR BABA NVDA