Mid-session IV Report July 3, 2018

Mid-session IV Report July 3, 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: FB BWP ADP GD ROKU ASHR AABA ADP
Popular stocks with increasing unusual option volume: OSTK BX PBR AMD AABA SCHW ABX ADP

Overstock.com (OSTK) July call option implied volatility is at 77, August is at 83; compared to its 52-week range of 48 to 127. Call put ratio 2.99 calls to 1 put with focus on August 45 calls as shares rally 9%.

Campbell Soup (CPB) July weekly call option implied volatility is at 46, July is at 37, August is at 38; compared to its 52-week range of 18 to 42 after the New York Post reported that Dan Loeb’s Third Point is talking with Campbell family members and independent investors about supporting a plan that would result in hiring a bank to explore a possible sale of the company. Call put ratio 1 call to 3 puts as shares rally 2.8%.

Harley-Davidson (HOG) July call option implied volatility is at 28, August is at 32; compared to its 52-week range of 22 to 49; compared to its 52-week range of 22 to 50. Call put ratio 1 call to 1.87 puts as shares at low end of 30-month range

Increasing unusual call option volume: AYI GPRE FTI AABA APO ACXM
Increasing unusual put option volume: BAX WPX CRTO AABA ITB ASHR
Options with decreasing option implied volatility: NXPI EWW GE VMW F GM EWZ UVXY M
Active options: AABA TSLA FB MU AAPL BAC BABA NFLX T PBR AMD TWTR MSFT GE JPM GE JPM BX NVDA C