Mid-session IV Report October 12, 2018

Mid-session IV Report October 12, 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: MRNS XOG INFN AMRN AZN

Options with increasing volume: JPM SNAP C BAC V T GE

Bank of America (BAC) October call option implied volatility is at 39, November is at 28; compared to its 52-week range of 16 to 36 into the expected release of EPS before the open on October 15. Call put ratio 4.3 calls to 1 put with focus on October 29 calls.

J.B.Hunt Transport Services (JBHT) October call option implied volatility is at 44, November is at 32; compared to its 52-week range of 20 to 37 into the expected release of EPS before the open on October 15.

Charles Schwab (SCHW) October call option implied volatility is at 49, November is at 34; compared to its 52-week range of 22 to 37 into the expected release of EPS before the open on October 15. Call put ratio 1 call to 2.7 puts.

Marvell (MRVL) October call option implied volatility is at 53, November is at 40; compared to its 52-week range of 24 to 54 into a company hosted investor day on October 16. October 18.50 calls are active.

Adobe Systems (ADBE) October call option implied volatility is at 45, November is at 34; compared to its 52-week range of 19 to 43 into a company hosted analyst meeting on October 15. Call put ratio 2 calls to 1 put into analyst meeting on October 15.

General Electric (GE) October call option implied volatility is at 45, November is at 40; compared to its 52-week range of 19 to 46 into the expected release of Q3 results on October 30. Call put ratio 1.8 call to 1 put.

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 37, October is at 21, November is at 17; compared to its 52-week range of 7 to 34.

Apple (AAPL) October weekly call option implied volatility is at 51, October is at 31, November is at 33; compared to its 52-week range of 16 to 41. EPS are expected on November 1. Call put ratio 1.3 calls to 1 put.

Increasing unusual option volume: ETM REN CRMD KEY IOVA JOE SSRM MAN RENN EEM
Increasing unusual call option volume: ETM KEY CRMD REN TMO XLC MAN WPRT
Increasing unusual put option volume: LNC JOE MAN ROK EXC CS
Popular stocks with increasing unusual: JD JPM NFLX CRM
Options with decreasing option implied volatility: CORT PBR SVU JNUG JPM C WFC XLE XLF PNC JPM C SPY
Active options: AAPL BAC GE AMZN BABA AMD MSFT FB NFLX MU SNAP TSLA NVDA SQ JPM C JD V T TWTR