Mid-session IV Report October 2, 2018

Mid-session IV Report October 2, 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: X FTV INTC BIDU CREE SINA FB CTRP BIDU DOCU NBEV GPRO WTW LL TEVA

Options with increasing volume: X PEP PBR SFIX HLT GE AMD

Tesla (TSLA) October weekly call option implied volatility comes in after production #’s

Tesla (TSLA) October weekly call option implied volatility is at 59, October is at 54, November is at 64; compared to its 52-week range of 32 to 71. Call put ratio 1.3 calls to 1 put with focus on October weekly 310 and 312.50 calls.

Constellation Brands (STZ) October weekly call option implied volatility is at 57, October is at 30, November is at 24; compared to its 52-week range of 15 to 37 into the expected release of Q2 results on October 4. Call put ratio 2.4 calls to 1 put with focus on October weekly 215 calls.

Costco (COST) October weekly call option implied volatility is at 37, October is at 22, November is at 18; compared to its 52-week range of 15 to 33 into the expected release of Q4 results on October 4.

Bausch Health Co. Inc. (BHC) October weekly call option implied volatility is at 53, October is at 42, November is at 53; compared to its 52-week range of 34 to 87 into expected Bryhali PDUFA date on October 5. Call put ratio 3.1 calls to 1 put with focus on October weekly 27.50 and 28 calls.

General Electric (GE) call put ratio 1.2 calls to 1 put with focus on October weekly 12 calls and puts. October weekly call option implied volatility is at 44, October is at 34; compared to its 52-week range of 19 to 46.

Morgan Stanley (MS) October weekly call option implied volatility is at 25, October is at 27, November is at 25; compared to its 52-week range of 18 to 34. Call put ratio 4.5 calls to 1 put as shares trade near 52-week low

Increasing unusual option volume: THS SCG DTEA RPM TRVN HLT INO DO LW EPAY SFIX RCL WFC AKAM UAL VALE MYL
Increasing unusual call option volume: DTEA HLT INO CRBP EAF EPAY TRI BIG
Increasing unusual put option volume: VGK DO SFIX SRPT TRI PHM SIX SU OMER NBEV KBH
Options with decreasing option implied volatility: PEP SFIX PAYX TSLA GOOG AMRN AMAT FCX SBUX
Active options: GE AMD AAPL FB TSLA BABA INTC BAC NVDA MU AMZN NFLX HLT PBR SQ SFIX SNAPX MSFT PEP