Mid-session IV Report July 19, 2018

Mid-session IV Report July 19, 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: ABBV AIG FCX SLV HYG SQ MO NXPI EPD MO MSFT KRE SLV

Popular stocks with increasing unusual option volume: CMSCA DIS NXPI ABBV FCX

Comcast (CMCSA) July call option implied volatility is at 28, August is at 27; compared to its 52-week range of 18 to 38 after says does not intend to further pursue 21st Century Fox (FOXA) acquisition., intends to focus on Sky. Call put ratio 12.7 calls to 1 put with focus on July 35 and August 37.50 calls.

AbbVie (ABBV) July call option implied volatility is at 50, August is at 31; compared to its 52-week range of 14 to 39 after Citron puts $60 price target on shares. Call put ratio 1 call to 1.78 puts.

Microsoft (MSFT) July call option implied volatility is at 77, August is at 25; compared to its 52-week range of 14 to 37 into the expected release of EPS today after the close. Call put ratio 3 call to 1 put. Call put ratio 2.13 call to 1 put.

Skechers (SKX) July call option implied volatility is at 332, August is at 72; compared to its 52-week range of 29 to 72 into the expected release of EPS today after the close. Call put ratio 1.6 calls to 1 put. Call put ratio 3.2 calls to 1 put.

Baker Hughes (BHGE) July call option implied volatility is at 74, August is at 34; compared to its 52-week range of 25 to 48 into the expected release of EPS before the market open on July 20. Call put ratio 6 calls to 1 put.

General Electric (GE) July call option implied volatility is at 87, August is at 31; compared to its 52-week range of 15 to 46 into the expected release of EPS before the market open on July 20. Call put ratio 2.7 calls to 1 put.

Honeywell (HON) July call option implied volatility is at 51, August is at 18; compared to its 52-week range of 11 to 28 into the expected release of EPS before the market open on July 20. Call put ratio 2.5 calls to 1 put.

Kansas City Southern (KSU) July call option implied volatility is at 65, August is at 27; compared to its 52-week range of 19 to 36 into the expected release of EPS before the market open on July 20.

Schlumberger (SLB) July call option implied volatility is at 56, August is at 26 compared to its 52-week range of 18 to 36 into the expected release of EPS before the market open on July 20. Call put ratio 2 calls to 1 put.

Stanley Black & Decker (SWK) July call option implied volatility is at 96, August is at 27; compared to its 52-week range of 15 to 30 into the expected release of EPS before the market open on July 20. Call put ratio 4.7 calls to 1 put.

Aerojet Rocketdyne (AJRD) July and August 30 puts active on short report.

Increasing unusual call option volume: NVS DM DISCA IGV DPZ AVB FTI PDCO

Increasing unusual put option volume: ABBV DISCA EAT DRI DHR EBAY AJRD DRI

Options with decreasing option implied volatility: IBM EBAY PM AXP URI BK IQ KMI EBAY FOXA SAP CMCSA

Active options: BAC AAPL NFLX MSFT IBM EBAY MU CMCSA BABA AMZN TSLA DIS GE FB NXPI ABBV SQ FCX AMD