Mid-session IV Report July 20, 2018

Mid-session IV Report July 20, 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: LITE AMJ HPQ VKTX TLT NXPI

Popular stocks with increasing unusual option volume: SKX SVU HSY NYCB HON NXPI SW QCOM

NXP Semiconductors (NXPI) July weekly call option implied volatility is at 127, August is at 74; compared to its 52-week range of 8 to 71 into Qualcomm’s (QCOM) $44B acquisition of July 25 deal termination date.

Alphabet (GOOGL) July weekly call option implied volatility is at 42, August is at 27; compared to its 52-week range of 14 to 40 into the expected release of Q2 after the market close on July 23. Call put ratio 3.1 calls to 1 put.

3M (MMM) July weekly call option implied volatility is at 24, August is at 23; compared to its 52-week range of 12 to 31 into the expected release of Q2 before the market open on July 24.

Ameriprise (AMP) August call option implied volatility is at 28, September is at 25; compared to its 52-week range of 18 to 33 into the expected release of Q2 after the market close on July 24.

AT&T (T) July weekly call option implied volatility is at 29, August is at 20; compared to its 52-week range of 14 to 31 into the expected release of Q2 after the market close on July 24.

BankUnited (BKU) August call option implied volatility is at 43, November is at 25; compared to its 52-week range of 19 to 37 into the expected release of Q2 before the market open on July 24.

Biogen (BIIB) July weekly call option implied volatility is at 75, August is at 43; compared to its 52-week range of 21 to 44 into the expected release of Q2 before the market open on July 24. Call put ratio 2 calls to 1 put.

Canadian National Railway (CNI) August call option implied volatility is at 21, October is at 19; compared to its 52-week range of 14 to 26 into the expected release of Q2 before the market open on July 24. Call put ratio 4 calls to 1 put into EPS

Harley Davidson (HOG) July weekly call option implied volatility is at 55, August is at 35; compared to its 52-week range of 22 to 49 into the expected release of Q2 before the market open on July 24.

iRobot (IRBT) July weekly call option implied volatility is at 108, August is at 64; compared to its 52-week range of 31 to 77 into the expected release of Q2 after the market close on July 24.

JetBlue (JBLU) August call option implied volatility is at 29, July is at 26; compared to its 52-week range of 24 to 40 into the expected release of Q2 before the market open on July 24.

Ford (F) July weekly call option implied volatility is at37, August is at 25; compared to its 52-week range of 16 to 33 into the expected release of Q2 before the market open on July 25. Call put ratio 2.4 calls to 1 put with focus on July weekly 11 calls.

Wynn Resorts (WYNN) July weekly call option implied volatility is at 28, August is at 37; compared to its 52-week range of 22 to 48 into the expected release of Q2 before the market open on August 1.

Increasing unusual call option volume: PAH DAN GLPI BTI AGI SKX CE GGP CIT

Increasing unusual put option volume: SHY CFG NYCB SKX RAD

Options with decreasing option implied volatility: SKX MSFT COF SWKS CLF GE

Active options: MSFT GE NFLX FB BAC AMZN AAPL TSLA MU BABA CLF SKX PBR NXPI AMD SQ T JPM QCOM