Mid-session IV Report July 31, 2018

Mid-session IV Report July 31, 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: CMG CA A AZN AGO RIOT QCOM GGP MRO WLL CY IEF CBOE FIT CMG P CHKP CHK TIVO HBI

Popular stocks with increasing unusual option volume: QCOM AABA FE PAGS AKS T BABA

Apple (AAPL) August weekly call option implied volatility is at 58, August is at 31, 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 call to 1 put.

Akamai Technology (AKAM) August weekly call option implied volatility is at 101, 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 1.8 put.

Proshares Ultra Short 20 Year Treasury ETF (TBT) August weekly call option implied volatility is at 24, August is at 18; compared to its 52-week range of 17 to 30 into FOMC decision and outlook. Call put ratio 1.88 calls to 1 put.

iShares 20+ Year Treasury Bond Fund (TLT) August weekly call option implied volatility is at 12, August is at 9; compared to its 52-week range of 9 to 16 into FOMC decision.

Tesla (TSLA) August weekly call option implied volatility is at 112, August is at 70; compared to its 52-week range of 32 to 71 into the expected release of EPS after the market close on August 1.

Square (SQ) August weekly call option implied volatility is at 116, August is at 64; compared to its 52-week range of 32 to 75 into the expected release of EPS on July 31.

August weekly IV elevated into EPS and outlook

Activision (ATVI) August weekly call option implied volatility is at 74, August is at 40; compared to its 52-week range of 23 to 51 into the expected release of EPS after the market close on August 2.

Callaway (ELY) August call option implied volatility is at 45, September is at 42; compared to its 52-week range of 19 to 48 into the expected release EPS on August 2.

CBS (CBS) August weekly call option implied volatility is at 51, August is at 34; compared to its 52-week range of 22 to 41 into the expected release of EPS after the market close on August 2.

Cigna (CI) August weekly call option implied volatility is at 40, August is at 25; compared to its 52-week range of 15 to 32 into the expected release EPS on August 2.

Clorox (CLX) August weekly call option implied volatility is at 56, August is at 31; compared to its 52-week range of 14 to 28 into the expected release of before the market open on August 2.

EL Pollo (LOCO) August weekly call option implied volatility is at 50, August is at 35; compared to its 52-week range of 24 to 59 into the expected release EPS on August 2.

Flour (FLR) August weekly call option implied volatility is at 85, August is at 42; compared to its 52-week range of 18 to 42 into the expected release of EPS after the market close on August 2.

Go Daddy (GDDY) August call option implied volatility is at 45, September is at 34; compared to its 52-week range of 22 to 44 into the expected release of EPS after the market close on August 2. Call put ratio 5.2 calls to 1 put.

GoPro (GPRO) August weekly call option implied volatility is at 88, August is at 65; compared to its 52-week range of 42 to 110 into the expected release of EPS after the market close on August 2.

Kellogg (K) August call option implied volatility is at 30, September is at 23; compared to its 52-week range of 15 to 38 into the expected release of before the market open on August 2. Call put ratio 4.5 calls to 1 put.

MGM Resorts (MGM) August weekly call option implied volatility is at 69, August is at 37; compared to its 52-week range of 21 to 50 into the expected release of before the market open on August 2.

Noble (NE) August weekly call option implied volatility is at 88, August is at 60; compared to its 52-week range of 47 to 81 into the expected release of EPS after the market close on August 2.

Pinnacle Foods (PF) August call option implied volatility is at 17, September is at 16; compared to its 52-week range of 12 to 58 into the expected release EPS on August 2.

Shake Shack (SHAK) August weekly call option implied volatility is at 144, August is at 69; compared to its 52-week range of 25 to 57 into the expected release EPS on August 2. Call put ratio 3.5 calls to 1 put.

Teva (TEVA) August weekly call option implied volatility is at 100, August is at 55; compared to its 52-week range of 31 to 76 into the expected release EPS on August 2.

YRCW World (YRCW) August call option implied volatility is at 88, September is at 62; compared to its 52-week range of 41 to 93 into the expected release EPS on August 2.

YUM! Brands (YUM) August weekly call option implied volatility is at 61, August is at 31; compared to its 52-week range of 14 to 30 into the expected release of before the market open on August 2.

Increasing unusual call option volume: WETF MG MRNS PGNX TDC HBI LIVN GDS ILMN

Increasing unusual put option volume: CRTO IWF NDAQ TRGP GDS TIVO LL SKT GRMN SHOP AKS

Options with decreasing option implied volatility: NTRI LL ADM ILMN CMI RL SHOP BP SPWR AMT PFE

Active options: AMD AAPL FB BAC NFLX TWTR BABA QCOM AABA GE AMZN INTC MSFT MU PFE JPM PAGS AKS T