Mid-Session IV Report June 19, 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: DWDP EFA SRNE SOGO EFA XLB EFA F CTRP CAT XLI GM MU ORCL BB FDX

Popular options with increasing volume: SRPT IQ FCX MU FDX ORCL BB AXP GE

Sarepta Therapeutics (SRPT) option implied volatility spikes with shares price on positive early study of muscular dystrophy treatment

Sarepta Therapeutics (SRPT) June weekly call option implied volatility is at 153, July is at 77; compared to its 52-week range of 40 to 85. Call put ratio 6.4 calls to 1 put on positive early study of muscular dystrophy treatment.

FedEx (FDX) June weekly call option implied volatility is at 58, July is at 28; compared to its 52-week range of 16 to 34 into the expected release of Q4 results today after the market close.

Oracle (ORCL) June weekly call option implied volatility is at 73, July is at 30, August is at 23; compared to its 52-week range of 13 to 31 into the expected release of Q4 results today after the market close.

Micron (MU) June weekly call option implied volatility is at 111, July is at 54; compared to its 52-week range of 35 to 77 into the expected release of Q3 results after the market close on June 20. Call put ratio 1.9 calls to 1 put with focus on June weekly 58 calls.

Blackberry (BB) June weekly call option implied volatility is at 106, July is at 47; compared to its 52-week range of 28 to 59 into the expected release of Q1 results on June 22.

Deere (DE) June weekly call option implied volatility is at 39, July is at 30; compared to its 52-week range of 15 to 41 as U.S. and China trade tensions increase. Call put ratio 1 call to 1.85 puts.

Boeing (BA) June weekly call option implied volatility is at 35, July is at 27; compared to its 52-week range of 15 to 43 as U.S. and China trade tensions increase.

Caterpillar (CAT) June weekly call option implied volatility is at 37, July is at 27; compared to its 52-week range of 15 to 41 as U.S. and China trade tensions increase.

Increasing unusual call option volume: NEPT MIK WING PDCO ASHR ALLY SRNE FRAN SOGO ARNC BMS IPI
Increasing unusual put option volume: ILF SRNE AR AMLP DVA BHGE SRPT AG XEC A SOGO EMN CI AKS
Options with decreasing option implied volatility: SRPT RENN NXPI FIT GOOS AR T EWZ VRX BPL XLV GME BOX DB
Active options: AAPL AMD GE TSLA BABA FB BAC SNAP NFLX JD TWTR MU MSFT NVDA T INTC AMZN IQ FCX