Mid-Session IV Report June 21, 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: IMMU ETSY SIRI AMZN EBAY GOOGL PG EEM PG INTC LUV RHT BB KMX

Popular stocks with increasing unusual option volume: SBUX PBR AFL IQ NVDA GE WYNN LUV INTC

Blackberry (BB) June weekly call option implied volatility is at 159, July is at 48; compared to its 52-week range of 28 to 59 into the expected release of Q1 results on June 22. Call put ratio 3.7 calls to 1 put with focus on June weekly 12 calls.

Retailer option implied volatility into Supreme Court rules states can require internet tax collection

Wayfair (W) June weekly call option implied volatility is at 82, July is at 52; compared to its 52-week range of 35 to 81 after Supreme Court rules states can require internet tax collection. Call put ratio 1 call to 2.3 puts.

Amazon (AMZN) June weekly call option implied volatility is at 29, July is at 23; compared to its 52-week range of 18 to 52.

Etsy (ETSY) July call option implied volatility is at 48, August is at 55; compared to its 52-week range of 31 to 69.

eBay (EBAY) June weekly call option implied volatility is at 41, July is at 29; compared to its 52-week range of 17 to 39. Call put ratio 1 call to 2.9 puts.

Costco (COST) June weekly call option implied volatility is at 20, July is at 17; compared to its 52-week range of 15 to 33. Call put ratio 2 calls to 1 put as shares rally 1.3%.

Target (TGT) June weekly call option implied volatility is at 33, July is at 24; compared to its 52-week range of 20 to 43. Call put ratio 3.6 calls to 1 put as shares rally 2%.

Walmart (WMT) June weekly call option implied volatility is at 24, July is at 17; compared to its 52-week range of 14 to 38. Call put ratio 4.2 calls to 1 put.

Southwest Airlines (LUV) June weekly call option implied volatility is at 44, July is at 25: compared to its 52-week range of 21 to 43 on renewed private equity chatter. Call put ratio 10 calls to 1 put with focus on June weekly 52.50 and 53 calls.

Intel (INTC) June weekly call option implied volatility is at 39, July is at 25: compared to its 52-week range of 15 to 43 into CEO Brian Krzanich resigns, board names Bob Swan as interim CEO. Call put ratio 1.52 calls to 1 put with focus on June weekly 53.50 calls.

Wynn Resorts Ltd (WYNN) call put ratio 6.8 calls to 1 put with focus on June weekly 175 and 177.50 calls

Increasing unusual call option volume: KLAC FOXA KR DRI ALKS MDLZ MLNX SBUX RAD WYNN LUV
Increasing unusual put option volume: PDCO SYNA SBUX COG RRGB SOGO DSW ETSY PSA
Options with decreasing option implied volatility: GOOS BLUE FOX AFSI KR MU AOBC BKS YPF BOX
Active options: MU AAPL NFLX AMD FB BAC GE TSLA FOXA AMZN INTC TWTR BABA KR T SBUX PBR NVDA IQ