Mid-session IV Report October 22, 2018

Mid-session IV Report October 22, 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: VLO EBAY GME PSX MRVL MPC UNM NBL YNM CZR

Options with increasing volume: PBR SNAP HOG FCEL MAT MCD FCAU F

Oracle (ORCL) October weekly call option implied volatility is at 25, November is at 20; compared to its 52-week range of 13 to 35 into Oracle OpenWorld Conference 2018 in San Francisco on October 22-25. Call put ratio 1.6 calls to 1 put.

Harley Davidson (HOG) October weekly call option implied volatility is at 81, November is at 44; compared to its 52-week range of 22 to 50 into the expected release of EPS on October 23. Call put ratio 1 call to 3.5 puts.

McDonalds (MCD) October weekly call option implied volatility is at 44, November is at 24; compared to its 52-week range of 13 to 29 into the expected release of EPS before the market open on October 23. Call put ratio 1 call to 1.7 put with focus on October 165 puts.

Amazon (AMZN) October weekly call option implied volatility is at 83, November is at 47; compared to its 52-week range of 18 to 52 into the expected release of EPS after the market close on October 25. Call put ratio 1.3 calls to 1 put.

Ford (F) October weekly call option implied volatility is at 54, November is at 35; compared to its 52-week range of 15 to 39 into the expected release of EPS before the market open on October 24. Call put ratio 1 calls to 1.77 puts with focus on March 8 and 9 puts.

Cybersecurity stocks are on watch Monday on reports from The Information over the weekend that Facebook (FB) has approached several security firms about an acquisition to boost its cybersecurity efforts.

FireEye (FEYE) October weekly call option implied volatility is at 58, November is at 66; compared to its 52-week range of 29 to 67. Call put ratio 8 calls to 1 put with focus on November 17 and 17.50.

CyberArk Software (CYBR) October weekly call option implied volatility is at 76, November is at 65; compared to its 52-week range of 23 to 60.

Proofpoint (PFPT) November call option implied volatility is at 49, December is at 45; compared to its 52-week range of 27 to 51.

Symantec (SYMC) October weekly call option implied volatility is at 45, November weekly is at 62, November is at 49; compared to its 52-week range of 22 to 65.

Tenable Holdings, Inc. (TENB) November call option implied volatility is at 81, December is at 66; compared to its 52-week range of 54 to 76.

Splunk (SPLK) October weekly call option implied volatility is at 60, November is at 51; compared to its 52-week range of 26 to 55.

SailPoint Technologies Holdings, Inc. (SAIL) November call option implied volatility is at 72, December is at 60; compared to its 52-week range of 41 to 82.

Check Point Software Technology (CHKP) November call option implied volatility is at 39, December is at 28; compared to its 52-week range of 17 to 40.

Fortinet (FTNT) November call option implied volatility is at 54, December is at 43; compared to its 52-week range of 22 to 52 into EPS on November 1. Call put ratio 3.2 calls to 1 put.

Direxion Daily Ftse China Bull 3x Shares (YINN) call put ratio 1.6 calls to 1 put with focus on November 21 calls

Direxion Daily Ftse China Bear 3x Shares (YANG) call put ratio 1.03 calls to 1 put as shares sell off 7%

Micron Technology (MU) call put ratio 1.6 calls to 1 put with focus on October 40 weekly calls as shares sell off 2.5%

Increasing unusual option volume: PYPL CAT PSX YNDX F
Increasing unusual call option volume: ADAP DAR ELNK AFL LQD ENT CBPO MLCO EXPR EWG
Increasing unusual put option volume: HOG MRTX CFG CP FTI JNPR EWG FOX PX WP HAS BCS
Popular stocks with increasing unusual: CAT CPB MLCO ENT AFL F HPQ HPO HAL
Options with decreasing option implied volatility: SKX PYPL AXP ISRG PG CLF SLB PBYI HAL
Active options: BAC AAPL MU AMD NFLX F BABA NVDA FB TSLA GE MSFT PBR SQ CGC AMZN TWTR CAT SNAP T