Mid-session IV Report October 24, 2018

Mid-session IV Report October 24, 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 TSLA MSFT GOOGL GOOG TWTR ARRY DXC YNDX LB ATHN DXC NVDA CZR

Options with increasing volume: RMD DXC SCHN OZK NDLS CAG ING TXN BBVA LAS SIX

Microsoft (MSFT) October weekly call option implied volatility is at 88, November is at 37; compared to its 52-week range of 14 to 37 into the expected release of EPS today after the market close. October weekly 107 straddle priced for a move of 5.2%. Call put ratio 1.02 calls to 1 put with focus on October weekly 108 and 109 calls.

Twitter (TWTR) October weekly call option implied volatility is at 212, November is at 89; 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%. Call put ratio 2 calls to 1 put with focus on October weekly and November 30 calls.

Amazon (AMZN) October weekly call option implied volatility is at 108, 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 1755 straddle priced for a move of 7.1% . Call put ratio 1.6 calls to 1 put with focus on October weekly 1755 and 1760 calls into EPS.

Tesla (TSLA) October weekly call option implied volatility is at 184, November is at 65; compared to its 52-week range of 32 to 86 in the expected release of EPS today after the market close. Call put ratio 1.7 calls to 1 put with focus on October weekly 290 calls.

Apple (AAPL) October weekly call option implied volatility is at 40, November is at 37; compared to its 52-week range of 16 to 41 into the expected release of EPS on October 31. Call put ratio 2.35 calls to 1 put with focus on October weekly 222.50 and 225 calls.

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 26, November is at 20; compared to its 52-week range of 7 to 34. Call put ratio 1 call to 1.3 puts.

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 40, November is at 27; compared to its 52-week range of 11 to 30. Call put ratio 1 call to 1.1 puts.

Ishares Russell 2000 Etf (IWM) October weekly call option implied is at 32, November is at 24; compared to its 52-week range of 11 to 25. Call put ratio 1 call to 2.6 puts with focus on November 150 puts.

AT&T (T) call put ratio 1.1 calls to 1 put with focus on December 35 calls and October weekly 31 puts as shares sell off 6%.

Increasing unusual option volume: SCHN NDLS T ING BBVA RMD
Increasing unusual call option volume: BCS LQD CAG DXC
Increasing unusual put option volume: ENPH ING BBVA DXC OZK TER
Popular stocks with increasing unusual: AMD PG DB T

Options with decreasing option implied volatility: MRNS SKX CORT CLVS ERIC CRBP HAS IRBT TEAM EW JNPR IRBT SIRI
Active options: BAC AAPL TSLA T MSFT MU FCX AMD BA NVDA NFLX GE DB TXN X FB AMZN INTC SQ PG