Mid-session IV Report October 10, 2018

Mid-session IV Report October 10, 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: CA TAP BX SQ EL TPR TIF ADSK KDP NKE CRM TWTR

Options with increasing volume: PFE CCK CA FB NFLX AMD GOOG GOOGL AAPL AMZN MU FB

AMD (AMD) 30 days IV calls 86 +4%, puts 86 +4% +15 strikes +1K contracts

Apple (AAPL) 30 days IV call 31 +2%, puts 32 +2% +20 strikes +1K contracts

S&P Dep Receipts (SPY), PowerShares QQQ Trust (QQQ) and Ishares Russell 2000 Etf (IWM) option implied volatility

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 21, October is at 18, November is at 14; compared to its 52-week range of 7 to 34.

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 30, October is at 25, November is at 21; compared to its 52-week range of 11 to 31.

Ishares Russell 2000 Etf (IWM) October weekly call option implied volatility is at 26, October is at 21, November is at 18; compared to its 52-week range of 12 to 25.

iPath S&P 500 VIX ST Futures ETN (VXX) October weekly call option implied volatility is at 123, October is at 104, November is at 96; compared to its 52-week range of 51 to 154.

CA Technologies (CA) call put ratio 1 call to 1.6 put with focus on October and November 43 puts after Axios reported that Rand Paul called for national security review its merger with Broadcom (AVGO).

Increasing unusual option volume: PFE NIO CCK GE IMPV ACRX ITT FAST ACHC EWH ESPR NIO
Increasing unusual call option volume: CCK ESPR ACRX FAST NIO PYX LKQ EVRI ACHC RP
Increasing unusual put option volume: VUZI CPE SOXX CA VGK KKR MCHI PRC FAST SRNE CVE ABEO
Options with decreasing option implied volatility: FAST IMPV AMRN PYX T GLD GPRO
Active options: BABA AAPL GE BAC PBR AMD FB AMZN MU NFLX NVDA TSLA MSFT SQ SNAP INTC CCK NIO TWTR PFE