Mid-session IV Report July 26, 2018

Mid-session IV Report July 26, 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: AMZN FB HYG QQQ BABA CRM PFE TSLA XOM

Popular stocks with increasing unusual option volume: YELP V T F GILD GM NXPI TGT YUMC

Amazon (AMZN) July weekly call option implied volatility is at 117, August is at 37; compared to its 52-week range of 18 to 52 into the expected release of Q2 today after the close. Call put ratio 1 to 1.

Intel (INTC) July weekly call option implied volatility is at 84, August is at 32; compared to its 52-week range of 15 to 43 into the expected release of Q2 today after the close. Call put ratio 2.2 calls than 1 put.

Starbucks (SBUX) July weekly call option implied volatility is at 88, August is at 22; compared to its 52-week range of 14 to 29 into the expected release of Q3 today after the market close.

AbbVie (ABBV) July weekly call option implied volatility is at 81, 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. Call put ratio 2.4 calls to 1 put.

Chevron (CVX) July weekly call option implied volatility is at 41, August is at 3; 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 1 calls to 1 put.

Colgate (CL) July weekly call option implied volatility is at 76, 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 45, August is at 23; compared to its 52-week range of 10 to 28 into the expected release of Q2 before the market open on July 27. Call put ratio 1.7 calls to 1 put.

Merck (MRK) July weekly call option implied volatility is at 48, August is at 23; 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 55, August is at 28; 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 3.2 calls to 1 put.

Twitter (TWTR) July weekly call option implied volatility is at 258, August is at 78; 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 1.41 calls to 1 put.

Yum China (YUMC) August call option implied volatility is at 48, September is at 37; compared to its 52-week range of 23 to 42 into Chinese media buyout reports and EPS on August 1. Call put ratio 1 call to 1.69 puts as shares rally 16%.

Apple (AAPL) July weekly call option implied volatility is at 16, August weekly is at 33, 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 1.6 calls to 1 put.

NXP Semiconductors (NXPI) July weekly call option implied volatility is at 51 compared to a level of 171 from July 25, August is at 31; compared to its 52-week range of 8 to 74 after Qualcomm’s (QCOM) canceled its $44B acquisition. Call put ratio 1 call to 1.39 put.

Facebook (FB) July weekly call option implied volatility is at 81, 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.

Increasing unusual call option volume: GRA KBE SVU OCN TPR BEAT YUMC PCRX TSCO ALLY ARNC

Increasing unusual put option volume: TPR NLSN OCN NOK EXAS YUMC MTZ NYCB CY BAX PTC FNV

Options with decreasing option implied volatility: IRBT GRUB UPS KO ANTM T CHKP TXN SIRI GM UPS KO

Active options: FB AMD AAPL BAC NXPI BABA MSFT GE AMZN GILD GM NFLX MU V T QCOM TSLA F TWTR