Mid-session IV Report July 24, 2018

Mid-session IV Report July 24, 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: NXPI CRUS URBN VMW CA AMZN BA KR T

Popular stocks with increasing unusual option volume: C T GE NXPI

Allergan (AGN) July weekly call option implied volatility is at 49, August is at 29; compared to its 52-week range of 16 to 42 into the expected release of Q2 before the market open on July 26.

Amazon (AMZN) July weekly call option implied volatility is at 66, August is at 33; compared to its 52-week range of 17 to 52 into the expected release of Q2 after the market close on July 26.

American Airlines (AAL) July weekly call option implied volatility is at 62, August is at 37; compared to its 52-week range of 25 to 33 into the expected release of Q2 before the market open on July 26.

Anheuser Busch InBev (BUD) July weekly call option implied volatility is at 45, August is at 22; compared to its 52-week range of 14 to 33 into the expected release of Q2 before the market open on July 26.

Amgen (AMGN) July weekly call option implied volatility is at 42, August is at 22; compared to its 52-week range of 16 to 31 into the expected release of Q2 after the market close on July 26.

Boston Beer (SAM) August call option implied volatility is at 47, September is at 38; compared to its 52-week range of 24 to 46 into the expected release of Q2 after the market close on July 26.

Bristol-Meyers (BMY) July weekly call option implied volatility is at 41, August is at 23; compared to its 52-week range of 18 to 49 into the expected release of Q2 before the market open on July 26.

Celgene (CLEG) July weekly call option implied volatility is at 55, August is at 29; compared to its 52-week range of 20 to 38 into the expected release of Q2 before the market open on July 26.

CME Group (CME) July weekly call option implied volatility is at 34, August is at 21; compared to its 52-week range of 14 to 31 into the expected release of Q2 before the market open on July 25.

Chipotle (CMG) July weekly call option implied volatility is at 88, August is at 40; compared to its 52-week range of 24 to 48 into the expected release of Q2 before the market open on July 26.

Comcast (CMCSA) July weekly call option implied volatility is at 49, August is at 27; compared to its 52-week range of 19 to 36 into the expected release of Q2 before the market open on July 26.

Columbia (COLM) August call option implied volatility is at 38, September is at 30; compared to its 52-week range of 21 to 45 into the expected release of Q2 before the market open on July 26.

Dunkin Brands (DNKN) August call option implied volatility is at 28, September is at 26; compared to its 52-week range of 18 to 38 into the expected release of Q2 before the market open on July 26.

Expedia (EXPE) July weekly call option implied volatility is at 39, August is at 92; compared to its 52-week range of 21 to 48 into the expected release of Q2 after the market close on July 26.

Hershey (HSY) July weekly call option implied volatility is at 45, August is at 23; compared to its 52-week range of 14 to 37 into the expected release of Q2 before the market open on July 26.

Intel (INTC) July weekly call option implied volatility is at 56, August is at 30; compared to its 52-week range of 15 to 43 into the expected release of Q2 after the market close on July 26.

Lear (LEA) August call option implied volatility is at 31, September is at 25; compared to its 52-week range of 19 to 36 into the expected release of Q2 before the market open on July 26.

Marathon Petroleum (MRO) July weekly call option implied volatility is at 41, August is at 41; compared to its 52-week range of 31 to 56 into the expected release of Q2 before the market open on July 26.

MasterCard (MA) July weekly call option implied volatility is at 37, August is at 22; compared to its 52-week range of 14 to 32 into the expected release of Q2 before the market open on July 26.

McDonalds (MCD) July weekly call option implied volatility is at 46, August is at 21; compared to its 52-week range of 12 to 29 into the expected release of Q2 before the market open on July 26.

Newmont (NEM) July weekly call option implied volatility is at 45, August 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 26.

Southwest (LUV) July weekly call option implied volatility is at 60, August is at 30; compared to its 52-week range of 21 to 43 into the expected release of Q2 before the market open on July 26.

Spotify (SPOT) July weekly call option implied volatility is at 105, August is at 49; compared to its 52-week range of 32 to 58 into the expected release of Q2 before the market open on July 26.

Starbucks (SBUX) July weekly call option implied volatility is at 51, August is at 26; compared to its 52-week range of 14 to 29 into the expected release of Q3 after the market close on July 26.

SUPERVALU (SVU) August call option implied volatility is at 66, September is at 59; compared to its 52-week range of 44 to 77 into the expected release of Q1 after the market close on July 26.

Under Armor (UA) July weekly call option implied volatility is at 164, August is at 66; compared to its 52-week range of 33 to 90 into the expected release of Q2 before the market open on July 26.

Xerox (XRX) August call option implied volatility is at 34, September is at 33; compared to its 52-week range of 17 to 51 into the expected release of Q2 before the market open on July 26.

Increasing unusual call option volume: BHP GGP CROX SIX INFN LIVN DECK CSTM OI NVCR PZZA

Increasing unusual put option volume: SODA WEN KNX CROX MAT TBT ING CBS

Options with decreasing option implied volatility: GOOG GOOGL HOG MMM LLY WHR KMB VZ

Active options: FB BAC AAPL BABA MU INTC NFLX TSLA GOOGL AMD T MSFT GE GGP WFC NVDA NXPI C JPM