Mid-session IV Report October 19, 2018

Mid-session IV Report October 19, 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: ARRY VLO EBAY GME PSX NBL CSX

Options with increasing volume: PG F CGC GME OZK PHG PTI SKX PX BMY HLT PYPL F

Straddle prices for stocks expected to report results next week

Advanced Micro Devices (AMD) October weekly 26.50 straddle priced for move of 14% into the expected release of EPS after the close on October 24
AT&T (T) October weekly 33 straddle priced for move of 3.3% into the expected release of EPS on before the open on October 24
Boeing (BA) October weekly 357 straddle priced for move of 4.4% into the expected release of EPS on before the open on October 24
Ford (F) October weekly 8.50 straddle priced for move of 5% into the expected release of EPS on before the open on October 24
Wynn Resorts (WYNN) October weekly 116 straddle priced for move of 6% into the expected release of EPS after the close on October 26
Alphabet (GOOG) October weekly 1105 straddle priced for move of 5.8% into the expected release of EPS after the close on October 25
Chipotle (CMG) October weekly 435 straddle priced for move of 8% into the expected release of EPS after the close on October 25
Comcast (CMCSA) October weekly 36.50 straddle priced for move of 4.2% into the expected release of EPS on before the open on October 25
Intel (INTC) October weekly 45 straddle priced for move of 4% into the expected release of EPS after the close on October 25
Twitter (TWTR) October weekly 29.50 straddle priced for move of 12% into the expected release of EPS after the close on October 25

Increasing unusual option volume: ECHO OZK BTG PHG PTI STWD CNI
Increasing unusual call option volume: BTG PRI ERIC SKX MCHI IRWD CFG
Increasing unusual put option volume: ACRX PTI KRE MPLX BMY MOH
Popular stocks with increasing unusual: GE AMZN BMY PF SQ NVDA F
Options with decreasing option implied volatility: SKX PYPL AXP ISRG PG PYPL CLF SLB AXP
Active options: AAPL BAC PYPL FB NFLX GE AMZN AMD BABA MU TSLA BMY MSFT CLF EBAY PG F PBR SQ NVDA