Mid-session IV Report October 17, 2018

Mid-session IV Report October 17, 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: TWLO AKRX CRON MDXG ENDP CRON IGT SKX PYPL CZR

Options with increasing volume: ISRG AAL HD PYPL EBAY CZR

Index & ETF option implied volatility and volume increases into FOMC minutes release

Ishares Russell 2000 Etf (IWM) October call option implied volatility is at 25, November is at 18; compared to its 52-week range of 12 to 25. Call put ratio 1 call to 1.94 puts.

S&P Dep Receipts (SPY) October call option implied volatility is at 21, November is at 15; compared to its 52-week range of 7 to 35.

PowerShares QQQ Trust (QQQ) October call option implied volatility is at 29, November is at 23; compared to its 52-week range of 11 to 31.

Financial Select Sector SPDR ETF (XLF) October call option implied volatility is at 26, November is at 18; compared to its 52-week range of 13 to 30. Call put ratio 1 call to 2.7 puts.

Caesars Entertainment (CZR) October call option implied volatility is at 134, November is at 77; compared to its 52-week range of 27 to 55 after Reuters reported Tilman Fertitta has approached Caesars Entertainment about a possible merger. Call put ratio 20 calls to 1 put with focus on October 10 and November 11 calls.

Alliance Data (ADS) October call option implied volatility is at 92, November is at 33; compared to its 52-week range of 21 to 44 into the expected release of EPS before the open on October 18.

American Express (AXP) October call option implied volatility is at 55, November is at 22; compared to its 52-week range of 14 to 36 into the expected release of EPS before the open on October 18. Call put ratio 4.6 calls to 1 put with focus on October 102 calls.

Bank of OZK (OZK) October call option implied volatility is at 70, November is at 40; compared to its 52-week range of 14 to 36 into the expected release of EPS before the open on October 18.

BB&T (BBT) October call option implied volatility is at 41, November is at 23; compared to its 52-week range of 17 to 29 into the expected release of EPS before the open on October 18. Call put ratio 2 calls to 1 put into EPS

Blackstone (BX) October call option implied volatility is at 45, November is at 27; compared to its 52-week range of 15 to 40 into the expected release of EPS before the open on October 18. Call put ratio 3.9 calls to 1 put.

Canadian Pacific Railway (CP) October call option implied volatility is at 56, November is at 29; compared to its 52-week range of 16 to 34 into the expected release of EPS before the open on October 18.

Danaher (DHR) October call option implied volatility is at 51, November is at 22; compared to its 52-week range of 13 to 29 into the expected release of EPS before the open on October 18. Call put ratio 4.8 calls to 1 put with focus on October 105 calls.

E*TRADE (ETFC) October call option implied volatility is at 88, November is at 45; compared to its 52-week range of 13 to 29 into the expected release of EPS on October 18.

Intuitive Surgical (ISRG) October call option implied volatility is at 98, November is at 37; compared to its 52-week range of 18 to 42 into the expected release of EPS after the market close on October 18.

KeyCorp (KEY) October call option implied volatility is at 44, November is at 27; compared to its 52-week range of 19 to 38 into the expected release of EPS before the open on October 18.

Nucor (NUE) October call option implied volatility is at 47, November is at 29; compared to its 52-week range of 22 to 41 into the expected release of EPS before the open on October 18.

PayPal (PYPL) October call option implied volatility is at 72, November is at 36; compared to its 52-week range of 20 to 44 into the expected release of EPS before the open on October 18.

Skechers (SKX) October call option implied volatility is at 224, November is at 68; compared to its 52-week range of 28 to 72 into the expected release of EPS after the market close on October 18.

Snap-On (SNA) October call option implied volatility is at 71, November is at 32; compared to its 52-week range of 16 to 40 into the expected release of EPS before the open on October 18. Call put ratio 1 call to 2.7 puts.

Textron (TXT) October call option implied volatility is at 71, November is at 29; compared to its 52-week range of 18 to 37 into the expected release of EPS before the open on October 18. Call put ratio 1 call to 3.3 puts with focus on October 65 puts.

eBay (EBAY) call put ratio 1 call to 10.8 puts with focus on October and November 32 puts

Increasing unusual option volume: CSTM BLNK WGO MU FIVN XHB EGAN ADTN
Increasing unusual call option volume: CSTM BVN FIVN WGO XHB SAVE IRWD ITB SJM CZR
Increasing unusual put option volume: GOGO SOHU HOME WGO MJ SYF SNA EBAY
Popular stocks with increasing unusual: ISRG AAL HD PYPL
Options with decreasing option implied volatility: OMX DPZ UNH GWW WMT PGR ADBE JNJ
Active options: NFLX GE AAPL AMD BAC TSLA FB AMZN IBM BABA SNAP NVDA CGC SQ MU MSFT AAL TWTR HD PYPL