Mid-Session IV Report June 22, 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: FLEX SKT REGN CLF MU ABBV ESRX BLL BLUE ABBV CLF DOCU URBN C

Popular stocks with increasing unusual option volume: SBUX INTC RHT GE IQ

Auto part and vehicle manufacturer’s option implied volatility after Trump says 20% tariffs may be placed on all imported European cars

Ford Motor (F) June weekly call option implied volatility is at 25, July is at 21; compared to its 52-week range of 15 to 33.

General Motors (GM) June 29 weekly call option implied volatility is at 26, July is at 24; compared to its 52-week range of 17 to 40.

Tesla (TSLA) June 29 weekly call option implied volatility is at 56, July is at 55; compared to its 52-week range of 32 to 71.

Autoliv (ALV) July call option implied volatility is at 23, August is at 27; compared to its 52-week range of 18 to 34.

BorgWarner (BWA) July call option implied volatility is at 25, August is at 29; compared to its 52-week range of 21 to 37.

Dana (DAN) July call option implied volatility is at 28, August is at 29; compared to its 52-week range of 23 to 45.

Delphi Technologies (DLPH) July call option implied volatility is at 25, August is at 29; compared to its 52-week range of 20 to 52.

American Axle (AXL) July call option implied volatility is at 34, August is at 39; compared to its 52-week range of 31 to 61.

Lear (LEA) July call option implied volatility is at 24, August is at 25; compared to its 52-week range of 20 to 37.

Visteon (VC) July call option implied volatility is at 22, August is at 25; compared to its 52-week range of 20 to 37.

Magna (MGA) July call option implied volatility is at 23, August is at 24; compared to its 52-week range of 20 to 38.

Gentex (GNTX) July call option implied volatility is at 27, August is at 26; compared to its 52-week range of 19 to 44 after Trump says 20% tariffs may be placed on all imported European cars.

Genuine Parts (GPC) June 29 weekly call option implied volatility is at 18, July is at 21; compared to its 52-week range of 15 to 37.

Increasing unusual call option volume: TAHO MTZ INFI KMX CSOD SKT RHT SFM BLL HAIN JKS
Increasing unusual put option volume: MTZ CORT ALRM HOLX RHT WPX BMRN SOGO TNDM PAGS ARNC
Options with decreasing option implied volatility: BB KMX RHT XLR XOP CVX XOM USO NUGT BP OIH
Active options: MU TSLA BAC FB AAPL AMD AMZN NFLX GE NVDA T MSFT IQ BABA SBUX NXPI INTC TWTR RHT