Mid-session IV Report July 9, 2018

Mid-session IV Report July 9, 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 implied volatility: DPS TGTX ESPR W SNAP W GPRO TTD WTW ANET TRIP YELP YPF RL ILMN FOXA

Stocks with increasing unusual option volume: GRPN RF ENDP BABA C BAC LC NLSN HOS PETS XES SFLY TSCO CATM DBC

Twitter (TWTR) July weekly call option implied volatility is at 69 July is at 54, August is at 62; compared to its 52-week range of 33 to 84 into suspended over 70M accounts in May and June, Washington Post says.

Groupon (GRPN) July weekly and July call option implied volatility is at 67, July is at 50, August is at 65; compared to its 52-week range of 34 to 107 after Groupon executives have contacted several public companies in the past month to try to drum up interest in acquiring the company, according to Recode.. Call put ratio 9.5 calls to 1 put with focus on July weekly and July 5 calls.

Esperion Therapeutics (ESPR) July call option implied volatility is at 103, August is at 85; compared to its 52-week range of into a company hosted investor meeting on July 10.

Nordstrom (JWN) July call option implied volatility is at 56, August is at 42; compared to its 52-week range of 29 to 62 into a company hosted investor meeting on July 10. Call put ratio 7 calls to 1 put with focus on July 55 calls.

Bank of Ozarks (OZRK) July call option implied volatility is at 40, August is at 28; compared to its 52-week range of 22 to 37 into the expected release of Q2 results before the open on July 10.

PepsiCo (PEP) July weekly call option implied volatility is at 29, July is at 20, August is at 18; compared to its 52-week range of 11 to 26 into the expected release of Q2 results before the open on July 10.

WD-40 Co. (WDFC) July call option implied volatility is at 39, August is at 30; compared to its 52-week range of 15 to 38 into the expected release of Q3 EPS results after the market close on July 10.

Delta Airlines (DAL) July weekly call option implied volatility is at 46, July is at 32, August is at 30; compared to its 52-week range of 22 to 44 into the expected release of Q2 results before the open on July 11.

Fastenal (FAST) July call option implied volatility is at 42, August is at 30; compared to its 52-week range of 21 to 43 into the expected release of Q2 results before the open on July 11.

L Brands (LB) July weekly call option implied volatility is at 58, July is at 44, August is at 39; compared to its 52-week range of 31 to 51 into June 2018 sales report webcast on July 12.

JPMorgan (JPM) call put ratio 1.8 calls to 1 put with focus on July weekly 107, 108 and 109 calls into Q2

Citigroup (C) call put ratio 3 calls to 1 put with focus on July weekly 70 calls into Q2.

U.S. Bancorp (USB) call put ratio 5.6 calls to 1 put into Q2.

Kulicke & Soffa Industries (KLIC) July call option implied volatility is at 40, August is at 41; compared to its 52-week range of 28 to 52 into a company hosted investor meeting on July 10. Call put ratio 8.6 calls to 1 put.

Increasing unusual call option volume: DBC ENDP CATM PAH XES ATUS SFLY RF IGT GOGO AMGN GRPN LPX
Increasing unusual put option volume: LC NLSN PETS TSCO SFLY APO ATUS AVEO SFIX UPRO D AMTD
Options with decreasing implied volatility: DVMT VMW SPXS SPXL UPRO
Active options: AAPL TWTR BAC FB NFLX AMD MU GE BABA TSLA JPM AMZN C QCOM T NVDA BIDU WFC