Mid-session IV Report July 17, 2018

Mid-session IV Report July 17, 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: UAL AMD NRG EBAY LUV PAGS SDS AG IBM SLV BOX DAL MO IBM AAL SIRI DBX BOX

Popular stocks with increasing unusual option volume: FCAU VZ MSFT

Facebook (FB) July call option implied volatility is at 22, July weekly is at 42, August is at 30; compared to its 52-week range of into House Judiciary Committee to hold a hearing entitled, “Examining the Content Filtering Practices of Social Media Giants” with Head of Global Policy Management, Monica Bickert at Facebook, Senior Strategist-Public Policy, Nick Pickles at Twitter and Global Head of Public Policy, Juniper Downs at YouTube, on July 17. FB is expected to report Q2 result son July 25.

Twitter (TWTR) July call option implied volatility is at 41, July weekly is at 88, August is at 62; compared to its 52-week range of 38 to 77 into testifying at House Judiciary Committee hearing on July 17 and the expected report of EPS on July 27.

Alphabet (GOOG) July call option implied volatility is at 24, July weekly is at 37, August is at 27; compared to its 52-week range of 14 to 38 into testifying at House Judiciary Committee hearing on July 17 and the expected EPS release on July 23.

Netflix (NFLX) July call option implied volatility is at 53, August is at 37; compared to its 52-week range of 23 to 63 after reporting less than expected growth. Call put ratio 1.21 calls to 1 put on active July 365 calls and puts.

Box (BOX) call put ratio 8.2 calls to 1 put with focus on July 26, 27 & 28 calls on renewed M&A chatter. July call option implied volatility is at 54, August is at 48; compared to its 52-week range of 29 to 62.

CSX (CSX) July call option implied volatility is at 57, August is at 28; compared to its 52-week range of into the expected release of 20 to 39 EPS today after the close. Call put ratio 1.42 calls to 1 put.

T-Mobile (TMUS) July call option implied volatility is at 25, August is at 27; compared to its 52-week range of 19 to 37 into the expected release today of EPS after the close. Call put ratio 2.2 calls to 1 put.

United Continental (UAL) July call option implied volatility is at 66, August is at 32; compared to its 52-week range of 25 to 42 into the expected release of EPS after the close on July 17. Call put ratio 1.1 calls to 1 put with focus on August 72.50 calls and puts.

Kinder Morgan (KMI) July call option implied volatility is at 39, August is at 22: compared to its 52-week range of 17 to 34 into the expected release of EPS results today after the market close. Call put ratio 2.2 calls to 1 put.

Abbot Laboratories (ABT) July call option implied volatility is at 37, August is at 20; compared to its 52-week range of 14 to 28 into the expected release of EPS before the market open on July 18.

Canadian Pacific (CP) July call option implied volatility is at 40, August is at 23; compared to its 52-week range of 16 to 30 into the expected release of EPS before the market open on July 18. Call put ratio 3.3 calls to 1 put.

Morgan Stanley (MS) July call option implied volatility is at 37, August is at 25; compared to its 52-week range of 19 to 35 into the expected release of EPS before the market open on July 18. July 50 calls and August 47 puts active.

Textron (TXT) July call option implied volatility is at 54, August is at 33; compared to its 52-week range of 19 to 37 into the expected release of EPS before the market open on July 18.

U.S. Bancorp (USB) July call option implied volatility is at 28, August is at 20; compared to its 52-week range of 14 to 26 into the expected release of EPS before the market open on July 18. Call put ratio 13 calls to 1 put with focus on July 52.50 calls.

Increasing unusual call option volume: ZION LUV SYF SRE GPK OMC WPZ ADTN NEE BC SNA ALNY HFC PAGS GOGO WYNN PAGS OMC

Increasing unusual put option volume: SYF RES BTU AXL BKS FCAU CMC CMA JWN ADS FDC

Options with decreasing option implied volatility: NFLX OMC UNH CMA JNJ UNH NFLX SCHW AMZN

Active options: NFLX BAC MSFT AMZN AAPL FB NXPI MU GE BABA JNJ T FCAU GS TSLA AMD JPM NVDA VZ