Mid-Session IV Report June 27, 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: KEY JNPR CHK ASHR BIDU SNAP DPS SC FXI BABA COF

Popular stocks with increasing unusual option volume: GE CHK WMT KKR PBR

Tesla (TSLA) June weekly call option implied volatility is at 57, July is at 61; compared to its 52-week range of 31 to 71. Call put ratio 1.9 calls to 1 put with as shares have $11 intra-day range.

S&P Dep Receipts (SPY) June weekly and July call option implied volatility is at 13; compared to its 52-week range of 7 to 34. Call put ratio 1 call to 1.4 puts with focus on June weekly 272 and July 273 puts.

PowerShares QQQ Trust (QQQ) June weekly call option implied volatility is at 20, July is at 17; compared to its 52-week range of 11 to 31. June weekly 173 puts most active strike.

Constellation Brands (STZ) June weekly call option implied volatility is at 64, July is at 25; compared to its 52-week range of 15 to 37 into the expected release of Q1 results before the market open on June 29.

H.B. Fuller (FUL) July call option implied volatility is at 38, August is at 29; compared to its 52-week range of 18 to 47 into the expected release of Q2 results after the market close on June 29.

Lear Corp. (LEA) July call option implied volatility is at 25, August is at 26; compared to its 52-week range of 19 to 37 into a company hosted investor meeting.

Hertz Global (HTZ) July call option implied volatility is at 61, August is at 73; compared to its 52-week range of 45 to 109 as shares trend lower.

Increasing unusual call option volume: PTEN WWE CARA GBT MPLX ASHR AWAV BHF SONC LEG EGY
Increasing unusual put option volume: CAG RMP SONC CARA LEG MJ ASHR GBT XHB KIM
Options with decreasing option implied volatility: PF GBT CARA GIS PAYX GIS C CRM T
Active options: GE AAPL BABA BAC NFLX MU CHK FB TSLA TWTR WMT AMD T C F AMZN INTC NVDA FCX