Mid-session IV Report October 23, 2018

Mid-session IV Report October 23, 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: AMZN MSFT GOOGL GOOG TWTR

Options with increasing volume: VZ JD X IQ TLRY NBEV CGC CAT

Option implied volatility spikes as stocks pullback

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 28, November is at 20; compared to its 52-week range of 7 to 34. Call put ratio 1 call to 2.1 puts.

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 40, November is at 28; compared to its 52-week range of 11 to 30. Call put ratio 1 call to 1.22 puts.

Ishares Russell 2000 Etf (IWM) October weekly call option implied is at 34, November is at 25; compared to its 52-week range of 11 to 25. Call put ratio 1 call to 2.88 puts.

Apple (AAPL) is recently down $4 to $216.58. Call put ratio 1.5 calls to 1 put with focus on October weekly 217.50, 220 and 222.50 calls. October weekly and November 215 puts are active. October weekly call option implied volatility is at 38, November is at 36; compared to its 52-week range of 16 to 41. AAPL is expected to report EPS on October 31.

Microsoft (MSFT) is recently down $3 to 107.70. Call put ratio 1.8 calls to 1 put with focus on October weekly 108 and 109 calls. October weekly call option implied volatility is at 71, November is at 36; compared to its 52-week range of 14 to 37 into the expected release of EPS after the market close on October 24. October weekly 107 straddle priced for a move of 5%.

Twitter (TWTR) is recently down 33c to $28.88. Call put ratio 4.5 calls to 1 put with focus on October weekly 28.50 and 30 calls. October weekly call option implied volatility is at 172, November is at 8; compared to its 52-week range of 33 to 84 into the expected release of EPS after the market close on October 25. October weekly 29 straddle priced for a move of 13%.

Amazon (AMZN) is recently down $54 to $1733. Call put ratio 2 calls to 1 put with focus on October 1740 and December 1750 calls. October weekly call option implied volatility is at 98, November is at 49; compared to its 52-week range of 18 to 52 into the expected release of EPS after the market close on October 25. October weekly 1740 straddle priced for a move of 7.44%.

Increasing unusual option volume: PXLW TLRY NBEV CGC DB
Increasing unusual call option volume: LOGI PXLW DB
Increasing unusual put option volume: FITB HOG OMC HBAN
Popular stocks with increasing unusual: NVDA TLRY JD X IQ AMD CGC
Options with decreasing option implied volatility: HAS PX KMB HAL DDD PDD
Active options: AAPL BAC MSFT AMD TSLA CGC MU NVDA FB C CAT NFLX VZ BABA MA AMZN TLRY JD X IQ