Mid-session IV Report July 18, 2018

Mid-session IV Report July 18, 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: CI UNIT BRK.B UNIT CI FOXA CARA ESRX GGP FTI A SWK TAP TWTR ESRX SKX CREE CSCO TPR SYY

Popular stocks with increasing unusual option volume: CHK CX AAL HLT MS UAL TXT DPZ ABT BUD

Alcoa (AA) July call option implied volatility is at 79, August is at 39; compared to its 52-week range of 30 to 47 into the expected release of EPS today after the close.

American Express (AXP) July call option implied volatility is at 56, August is at 23; compared to its 52-week range of 12 to 36 into the expected release of EPS today after the close.

EBay (EBAY) July call option implied volatility is at 97, August is at 33; compared to its 52-week range of 17 to 39 into the expected release of EPS today after the close.

International Business Machines (IBM) July call option implied volatility is at 71, August is at 23; compared to its 52-week range of 12 to 32 into the expected release of EPS today after the close. International Business Machines (IBM) call put ratio 1.93 calls to 1 put with focus on July 145 calls into EPS

United Rentals (URI) July call option implied volatility is at 84, August is at 39; compared to its 52-week range of 26 to 46 into the expected release of EPS today after the close.

Alliance Data Systems (ADS) July call option implied volatility is at 87, August is at 33; compared to its 52-week range of 21 to 40 into the expected release of EPS before the market open on July 19.

Bank of New York Mellon (BK) July call option implied volatility is at 49, August is at 23; compared to its 52-week range of 15 to 32 into the expected release of EPS before the market open on July 19.

Capital One Financial (COF) July call option implied volatility is at 54, August is at 23; compared to its 52-week range of 18 to 34 into the expected release of EPS after the close on July 19.

Danaher (DHR) July call option implied volatility is at 43, August is at 20; compared to its 52-week range of 13 to 28 into the expected release of EPS before the market open on July 19. Call put ratio 7.9 calls to 1 put.

Domino’s Pizza (DPZ) July call option implied volatility is at 98, August is at 34; compared to its 52-week range of 20 to 44 into the expected release of EPS before the market open on July 18. Call put ratio 1.7 calls to 1 put.

E*TRADE (ETFC) July call option implied volatility is at 58, August is at 29; compared to its 52-week range of 21 to 42 into the expected release of EPS after the close on July 19. Call put ratio 5.8 calls to 1 put with focus on August 65 calls.

Intuitive Surgical (ISRG) July call option implied volatility is at 79, August is at 32; compared to its 52-week range of 17 to 41 into the expected release of EPS after the close on July 19.

KeyCorp (KEY) July call option implied volatility is at 51, August is at 27; compared to its 52-week range of 20 to 37 into the expected release of EPS before the market open on July 19. Call put ratio 2 calls to 1 put.

Microsoft (MSFT) July call option implied volatility is at 59, August is at 24; compared to its 52-week range of 14 to 28 into the expected release of EPS after the close on July 19. Call put ratio 1 call to 1.7 puts with focus on July 105 puts.

Nucor (NUE) July call option implied volatility is at 44, August is at 27; compared to its 52-week range of 22 to 41 into the expected release of EPS before the market open on July 19.

Philip Morris (PM) July call option implied volatility is at 74, August is at 27; compared to its 52-week range of 14 to 27 into the expected release of EPS before the market open on July 19. Call put ratio 1 call to 1.7 puts.

PPG Industries (PPG) July call option implied volatility is at 54, August is at 24; compared to its 52-week range of 15 to 33 into the expected release of EPS before the market open on July 19. Call put ratio 3 calls to 1 put.

Skechers (SKX) July call option implied volatility is at 240, August is at 72; compared to its 52-week range of 29 to 72 into the expected release of EPS after the close on July 19. Call put ratio 2.7 calls to 1 put.

Sonoco (SON) July call option implied volatility is at 53, August is at 22; compared to its 52-week range of 13 to 44 into the expected release of EPS before the market open on July 19.

Tile Shop (TTS) July call option implied volatility is at 220, August is at 71; compared to its 52-week range of 33 to 98 into the expected release of EPS before the market open on July 19. Call put ratio 5.5 calls to 1 put.

Travelers (TRV) July call option implied volatility is at 49, August is at 20; compared to its 52-week range of 11 to 27 into the expected release of EPS before the market open on July 19. Call put ratio 15 calls to 1 put with focus on August 135 calls.

Increasing unusual call option volume: CBIO HLT VRAY SNA GLPI ADTN ITB MT TXT MLCO TRV SBUX

Increasing unusual put option volume: CTB TXT RY PAGP EXAS CBIO MT WAIR CLX TAP AAL

Options with decreasing option implied volatility: NVS CSX GWW ABT TXT IBKR UAL MTG MS UAL AAL GS AKRX I NFLX UAL DAL PF

Active options: BAC NFLX AAPL MU MSFT FB AMZN TWTR JD AAL BABA AMD TSLA NVDA UAL CHK MS GM CSX