Mid-session IV Report October 26, 2018

Mid-session IV Report October 26, 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: TSRO LABU SPXS FLEX GLUU TRN TAP EXAS GE GG SPY SPX QQQ IWM RUT VIX VXX AAPL NFLX NVDA

Options with increasing volume: WDC STX RCL T BAC JNJ CSX BBVA NDLS

Tesla (TSLA) ATM weekly calls and puts active as shares up 1%

Tesla (TSLA) October weekly call option implied volatility is at 105, November is at 65; compared to its 52-week range of 32 to 71 after Oracle (ORCL) CEO Larry Ellison said it is his second-largest investment. Call put ratio 1.2 call to 1 put with focus on October weekly 310 and 320 calls. On the put side October weekly 310, and 315 puts are active.

S&P 500 Falls 10% from All-Time High

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 57, November is at 25; compared to its 52-week range of 8 to 35. Call put ratio 1 call to 1.8 puts with focus on November 265 puts.

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 69, November is at 33; compared to its 52-week range of 11 to 31. Call put ratio 1 calls to 1.9 puts with focus on November 165 puts.

Ishares Russell 2000 Etf (IWM) October weekly call option implied volatility is at 62, November is at 30; compared to its 52-week range of 12 to 25. Call put ratio 1 calls to 1.1 puts with focus on November 145 puts.

Apple (AAPL) October weekly call option implied volatility is at 69, November is at 43; compared to its 52-week range of 16 to 41 as shares sell off 4%. AAPL is expected to report EPS on October 31. Call put ratio 1.1 call to 1 put with focus on October weekly 215 puts.

Bank of America (BAC) call put ratio 28 calls to 1 put with focus on January 30 calls

Amazon (AMZN) call put ratio 1.3 calls to 1 put with focus on November weekly 1950 calls

Advanced Micro Devices (AMD) call put ratio 1 call to 1.3 puts with focus on October weekly 18 and 18.50 puts

Increasing unusual option volume: IWF MLNX VSH RSG QSR SNBR MCHI
Increasing unusual call option volume: QSR MLNX MCHI SRCI GLUU XXII PFPT
Increasing unusual put option volume: BPR VSH MAT IWF MLNX BDX SNBR
Popular stocks with increasing unusual: INTC GE AKS BABA C WFC