Mid-Session IV Report June 29, 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: DXJ FLEX TWTR IRBT OSTK AMLP WATT TSLA PAAS

Popular stocks with increasing unusual option volume:  NKE STZ GE AMD

 Tesla (TSLA) weekly option implied volatility elevated into Q2 delivery numbers

Tesla (TSLA) July weekly call option implied volatility is at 66, July is at 67; compared to its 52-week range of 32 to 71 into Q2 delivery numbers expected to be released by July 3. Call put ratio 1.8 calls to 1 put. Call put ratio 2.3 calls to 1 put.

 Ishares Msci Mexico Capped Etf (EWW) option implied volatility elevated into presidential and congressional elections

 Ishares Msci Mexico Capped Etf (EWW) July weekly call option implied volatility is at 37, July is at 29; compared to its 52-week range of 15 to 31 into presidential and congressional elections on July 1. Call put ratio 1 call to 1.45 puts into presidential and congressional elections on July 1.

 America Movil (AMX) July call option implied volatility is at 33, August is at 28; compared to its 52-week range of 20 to 34 into presidential and congressional elections on July 1. Call put ratio 31 calls to 1 put with focus on July and August 18 calls.

 Kansas City Southern (KSU) July weekly call option implied volatility is at 29, July is at 31; compared to its 52-week range of 18 to 37 into Mexico presidential and congressional elections on July 1.

 Increasing unusual call option volume:  BC STZ AMX NKE IBN RMBS VRTX ASHR ZOES ERJ
Increasing unusual put option volume:  PEZ DERM SKT NKE ATI IBN GT TSRO XLRN
Options with decreasing option implied volatility: GBT STZ NKE DERM KBH WFC C GS
Active options: BAC BABA AAPL AMZN NKE T TSLA C MU NFLX WFC STZ GE AMD JPM FB TWTR NVDA MSFT