Mid-session IV Report October 18, 2018

Mid-session IV Report October 18, 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: CZR NOK PX AZO PYPL ISRG HD SHOP GPC

Options with increasing volume: NOK AA CCK UNG CZR

American Express (AXP) October call option implied volatility is at 71, November is at 23; compared to its 52-week range of 14 to 36 into the expected release of EPS today before the open. Call put ratio 1.61 calls to 1 put.

Intuitive Surgical (ISRG) October call option implied volatility is at 116, 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.

Skechers (SKX) October call option implied volatility is at 313, November is at 71; compared to its 52-week range of 28 to 72 into the expected release of EPS after the market close on October 18. Call put ratio 1 call to 1 put.

PayPal (PYPL) October call option implied volatility is at 126, November is at 38; compared to its 52-week range of 20 to 44 into the expected release of EPS. Call put ratio 4 calls to 1 put with focus on October 80 calls.

Honeywell (HON) October call option implied volatility is at 63, November is at 24; compared to its 52-week range of 11 to 28 into the expected release of EPS before the open on October 19. Call put ratio 1 call to 1.4 puts.

Kansas City Southern (KSU) October call option implied volatility is at 77, November is at 28; compared to its 52-week range of 19 to 36 into the expected release of EPS before the open on October 19.

Proctor and Gamble (PG) October call option implied volatility is at 59, November is at 20; compared to its 52-week range of 11 to 24 into the expected release of EPS before the open on October 19. Call put ratio 1 call to 1 put.

State Street (STT) October call option implied volatility is at 105, November is at 33; compared to its 52-week range of 17 to 36 into the expected release of EPS before the open on October 19. Call put ratio 1.3 calls to 1 put.

Synchrony (SYF) October call option implied volatility is at 103, November is at 36; compared to its 52-week range of 22 to 41 into the expected release of EPS before the open on October 19. Call put ratio 4.1 calls to 1 put.

Schlumberger Ltd. (SLB) October call option implied volatility is at 64, November is at 28; compared to its 52-week range of 18 to 36 into the expected release of EPS before the open on October 19.

Bank of OZK (OZK) October call option implied volatility is at 90, 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 19.

Crown Holdings (CCK) call put ratio 16 calls to 1 put with focus on November 52.50 calls

United States Natural Gas (UNG) call put ratio 1 call to 2.2 puts with focus on October weekly 27 puts after inventory report.

Caesars Entertainment (CZR) call put ratio 55 calls to 1 put with focus on December 10 calls after recent buyout reports

Nokia (NOK) call put ratio 30 calls to 1 put with focus on November 6 calls

Increasing unusual option volume: CCK ECYT SRCI LLNW ENR NGL MEET PTC ERIC ITB
Increasing unusual call option volume: NOK CZR CCK SRCI PTC WERN ADS SNA TXT LKQ
Increasing unusual put option volume: UNG GE MEET CRI PTE GE SRCI PTC TXT ADS SNA
Popular stocks with increasing unusual: GM PYPL ATVI GE
Options with decreasing option implied volatility: CSX NFLX CREE UAL IBM LRCX UAL USB
Active options: AAPL GE NFLX FB BAV MU AMD BABA PBR NVDA CZR TSLA TWTR ATVI AMZN MSFT BMY PYPL GM JD