Mid-session IV Report July 30, 2018

Mid-session IV Report July 30, 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 AMZN FB TWTR IBM VALE QQQ TGT T VOD

Popular stocks with increasing unusual option volume: T VOD MSFT AABA SNAP

Apple (AAPL) August weekly call option implied volatility is at 48, August is at 28, September is at 23; compared to its 52-week range of 16 to 34 into the expected release of Q3 and future product outlook after the market close on July 31. Call put ratio 1.19 calls to put.

Akamai Technology (AKAM) August weekly call option implied volatility is at 111, August is at 51, September is at 36; compared to its 52-week range of 19 to 55 into the expected release of EPS after the market close on July 31. Call put ratio 1 call to 2.3 put.

Tesla (TSLA) August weekly call option implied volatility is at 104, August is at 69, September is at 60; compared to its 52-week range of 32 to 71 into expected release of EPS and outlook on August 1.

CBS Corp. (CBS) August weekly call option implied volatility is at 55, August is at 39, September is at 32; compared to its 52-week range of 22 to 42 into board meeting.

Increasing unusual call option volume: CL UNFI BLDR FLXN AMID VIAB DNKN GT FIS NTRI SAVE NLSN

Increasing unusual put option volume: ADNT PEGI KWEB XME MLM VTL EXAS TDOC W

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

Active options: FB AMD TWTR AAPL BAC NFLX MSFT T BABA INTC MU AMZN TSLA NVDA SNAP CAT JPM GE AABA