Mid-session IV Report July 25, 2018

Mid-session IV Report July 25, 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: AMD QCOM NXPI FB AMZN URBN KSS HPQ LOW VMW TLT ALB TLT HOG SPOT M CL

Popular stocks with increasing unusual option volume: KO INTC NXPI GE FCX GLW AMD F GM

NXP Semiconductors (NXPI) July weekly call option implied volatility is at 178, August is at 77; compared to its 52-week range of 8 to 74 on uncertainty of Qualcomm’s (QCOM) completing its $44B acquisition. Call put ratio 3.5 calls to 1 put.

Advanced Micro Devices (AMD) July weekly call option implied volatility is at 156, August is at 64; compared to its 52-week range of 37 to 100 into the expected release of EPS today the market close. Call put ratio 1.6 calls to 1 put.

Facebook (FB) July weekly call option implied volatility is at 91, August is at 35; compared to its 52-week range of 16 to 44 into the expected release of Q2 today the market close. Call put ratio 2.1 calls to 1 put.

Gilead (GILD) July weekly call option implied volatility is at 68, August is at 31; compared to its 52-week range of 17 to 37 into the expected release of Q2 today the market close. Call put ratio 1.6 calls to 1 put.

Las Vegas Sands (LVS) July weekly call option implied volatility is at 59, August is at 29; compared to its 52-week range of 19 to 37 into the expected release of Q2 today after the market close. Call put ratio 1.1 calls to 1 put.

PayPal (PYPL) July weekly call option implied volatility is at 84, August is at 33; compared to its 52-week range of 20 to 43 into the expected release of Q2 after the market close on July 25.

Allergan (AGN) July weekly call option implied volatility is at 55, August is at 34; 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 77, August is at 34; compared to its 52-week range of 17 to 52 into the expected release of Q2 after the market close on July 26.

Amgen (AMGN) July weekly call option implied volatility is at 49, August is at 28; compared to its 52-week range of 16 to 31 into the expected release of Q2 after the market close on July 26.

McDonalds (MCD) July weekly call option implied volatility is at 55, August is at 29; compared to its 52-week range of 12 to 29 into the expected release of Q2 before the market open on July 26. Call put ratio 2.2 calls to 1 put.

Under Armor (UA) July weekly call option implied volatility is at 195, August is at 100; compared to its 52-week range of 33 to 90 into the expected release of Q2 before the market open on July 26. Call put ratio 2.8 calls to 1 put.

AbbVie (ABBV) July weekly call option implied volatility is at 61, August is at 30; compared to its 52-week range of 14 to 40 into the expected release of Q2 before the market open on July 27.

Aon (AON) August call option implied volatility is at 19, September is at 17; compared to its 52-week range of 13 to 25 into the expected release of Q2 before the market open on July 27.

Chevron (CVX) July weekly call option implied volatility is at 41, August is at 21; compared to its 52-week range of 12 to 30 into the expected release of Q2 before the market open on July 27. Call put ratio 3.1 calls to 1 put.

Colgate (CL) July weekly call option implied volatility is at 52, August is at 22; compared to its 52-week range of into the expected release of Q2 before the market open on July 27. Cal put ratio 3.1 calls to 1 put.

Exxon (XOM) July weekly call option implied volatility is at 35, August is at 19; compared to its 52-week range of 10 to 28 into the expected release of Q2 before the market open on July 27.

Merck (MRK) July weekly call option implied volatility is at 35, August is at 18; compared to its 52-week range of 14 to 30 into the expected release of Q2 before the market open on July 27. Call put ratio 4.7 calls to 1 put.

Phillips 66 (PSX) July weekly call option implied volatility is at 47, August is at 25; compared to its 52-week range of 15 to 34 into the expected release of Q2 before the market open on July 27. Call put ratio 3.9 calls to 1 put.

Twitter (TWTR) July weekly call option implied volatility is at 171, August is at 68; compared to its 52-week range of 33 to 84 into the expected release of Q2 before the market open on July 27. Call put ratio 1.71 calls to 1 put.

Apple (AAPL) July weekly call option implied volatility is at 16, August weekly is at 32, August is at 23, September is at 20; compared to its 52-week range of 16 to 33 into the expected release of Q3 after the market close on July 31. Call put ratio 2.1 calls to 1 put.

Increasing unusual call option volume: VRAY RACE CCK TSS DAN FNV IRBT TUP ETFC BMS HA CLD AGI GLW
Increasing unusual put option volume: NOK LEA GLW ARWR ROK TUP ITB FCAU KBH IRDM GRUB
Options with decreasing option implied volatility: SKX BILI GRUB KEM WIX BSX IRBT EBAY IBM IPG DPZ ISRG GOOG GOOGL HOG MMM LLY WHR KMB VZ LMT
Active options: T FB AMD BAC MU BABA GM AAPL MSFT F TSLA BA NXPI NFLX GE FCX GLW KO INTC