Mid-session IV Report October 11, 2018

Mid-session IV Report October 11, 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: ARNC AMZN HEAR SDS SQ AIG LLY BMY AMZN AFL KR LVS CIEN PFE

Options with increasing volume: CHK DF PBR HON AAL PYPL

Option implied volatility stays bid

Apple (AAPL) October weekly call option implied volatility is at 55, October is at 39, November is at 36; compared to its 52-week range of 16 to 41. EPS are expected on November 1. Call put ratio 1.5 calls to 1 put with focus on October weekly and October weekly 220 calls and October 210 puts.

Citigroup (C) October weekly call option implied volatility is at 71, October is at 40, November is at 29; compared to its 52-week range of 16 to 32 into the expected release of Q3 EPS before the market open on October 12.

JP Morgan (JPM) October weekly call option implied volatility is at 65, October is at 36, November is at 27; compared to its 52-week range of 15 to 34 into the expected release of Q3 EPS before the market open on October 12.

PNC Financial (PNC) October weekly call option implied volatility is at 55, October is at 31, November is at 24; compared to its 52-week range of 16 to 33 into the expected release of Q3 EPS before the market open on October 12. Call put ratio 1.4 calls to 1 put.

Wells Fargo (WFC) October weekly call option implied volatility is at 77, October is at 40, November is at 28; compared to its 52-week range of 15 to 33 into the expected release of Q3 EPS before the market open on October 12. Call put ratio 1.1 calls to 1 put with focus on November 57.50 calls and October weekly 51 puts.

Increasing unusual option volume: TXT IWF HOME REN DG HDS PGR EQIX
Increasing unusual call option volume: AXDX HOME PGR EWT ALLY MUR SH SUN NAT
Increasing unusual put option volume: TXT EWA HDS IWF EQIX ACRX DLPH DF AON
Options with decreasing option implied volatility: EBAY WBA EBAY LB DAL F FAST DAL LB CZR TBT TLT PBR AMD
Active options: AAPL BAC PBR AMD FB AMZN BABA SQ SNAP MSFT GE NVDA NFLX JD MU JPM TSLA CHK INTC TWTR