Mid-session IV Report October 29, 2018

Mid-session IV Report October 29, 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: AABA IBM CGC EXAS NFLX

Options with increasing volume: GNW FDC VSH HAIN

8X8 Inc (EGHT) November and call option implied volatility is at 68, December is at 54; compared to its 52-week range of 26 to 61 into expected release of quarterly EPS after the market close on October 29. Call put ratio 1 call to 14 puts with focus on November 17.50 puts.

Continental Resource (CLR) November weekly call option implied volatility is at 88, November is at 61; compared to its 52-week range of 29 to 53 into expected release of quarterly EPS after the market close. Call put ratio 3.88 calls to 1 put.

3D Systems (DDD) November weekly call option implied volatility is at 238, November is at 133; compared to its 52-week range of 42 to 110 into expected release of quarterly EPS on October 30.

Aetna (AET) November weekly call option implied volatility is at 27, November is at 21; compared to its 52-week range of 11 to 35 into expected release of quarterly EPS on October 30. Call put ratio 7.4 calls to 1 put with focus on December weekly 200 calls.

Allergan (AGN) November weekly call option implied volatility is at 58, November is at 40; compared to its 52-week range of 19 to 42 into expected release of quarterly EPS before the open on October 30.

American Tower (AMT) November call option implied volatility is at 34, December is at 25; compared to its 52-week range of 14 to 30 into expected release of quarterly EPS on October 30.

Amgen (AMGN) November weekly call option implied volatility is at 58, November is at 39; compared to its 52-week range of 16 to 36 into expected release of quarterly EPS after the close on October 30. Call put ratio 3 calls to 1 put with focus on November 192.50 calls.

AutoNation (AN) November call option implied volatility is at 44, December is at 36; compared to its 52-week range of 26 to 44 into expected release of quarterly EPS before the open on October 30.

Baidu (BIDU) November weekly call option implied volatility is at 91, November is at 58; compared to its 52-week range of 24 to 52 into expected release of quarterly EPS after the close on October 30.

Caesars (CZR) November weekly call option implied volatility is at 102, November is at 79; compared to its 52-week range of 28 to 74 into expected release of quarterly EPS after the close on October 30. Call put ratio 39 calls to 1 put with focus on November 9 calls.

Cheesecake Factory (CAKE) November call option implied volatility is at 51, December is at 40; compared to its 52-week range of 24 to 48 into expected release of quarterly EPS after the close on October 30. Call put ratio 5 calls to 1 put with focus on November 55 calls.

Clovis Oncology (CLVS) November call option implied volatility is at 112, December is at 98; compared to its 52-week range of 47 to 135 into expected release of quarterly EPS after the close on October 30.

Coca-Cola (KO) November weekly call option implied volatility is at 46, November is at 24; compared to its 52-week range of 10 to 28 into expected release of quarterly EPS before the open on October 30. Call put ratio 3.5 calls to 1 put.

Container Store (TCS) November weekly call option implied volatility is at 109, November is at 77; compared to its 52-week range of 44 to 138 into expected release of quarterly EPS after the close on October 30.

Cummins (CMI) November weekly call option implied volatility is at 64, November is at 44; compared to its 52-week range of 16 to 39 into expected release of quarterly EPS before the open on October 30.

Facebook (FB) November call option implied volatility is at 58, December is at 47; compared to its 52-week range of 16 to 40 into expected release of quarterly EPS after the close on October 30.

Fiat Chrysler (FCAU) November call option implied volatility is at 58, December is at 47; compared to its 52-week range of 26 to 55 into expected release of quarterly EPS on October 30.

FireEye (FEYE) November weekly call option implied volatility is at 137, November is at 78; compared to its 52-week range of 29 to 67 into expected release of quarterly EPS on October 30.

General Electric (GE) November weekly call option implied volatility is at 114, November is at 64; compared to its 52-week range of 20 to 59 into expected release of quarterly EPS before the open on October 30.

Herbalife (HLF) November weekly call option implied volatility is at 105, November is at 55; compared to its 52-week range of 21 to 56 into expected release of quarterly EPS after the close on October 30. Call put ratio 7.8 calls to 1 put with focus on November 60 and 62 calls.

HCA Health (HCA) November weekly call option implied volatility is at 68, November is at 41; compared to its 52-week range of 17 to 38 into expected release of quarterly EPS after the close on October 30.

Hyatt (H) November call option implied volatility is at 34, December is at 33; compared to its 52-week range of 17 to 36 into expected release of quarterly EPS after the close on October 30.

MGM Resorts (MGM) November weekly call option implied volatility is at 83, November is at 55; compared to its 52-week range of 21 to 50 into expected release of quarterly EPS after the close on October 30.

SunPower (SPWR) November weekly call option implied volatility is at 159, November is at 105; compared to its 52-week range of 44 to 126 into expected release of quarterly EPS on October 30.

Tapestry (TPR) November weekly call option implied volatility is at 101, November is at 58; compared to its 52-week range of 19 to 48 into expected release of quarterly EPS before the open on October 30.

Under Armour (UA) November weekly call option implied volatility is at 77, November is at 64; compared to its 52-week range of 36 to 90 into expected release of quarterly EPS on October 30.

WellCare Health (WCG) November weekly call option implied volatility is at 51, November is at 39; compared to its 52-week range of 19 to 50 into expected release of quarterly EPS before the open on October 30.

Yelp (YELP) November weekly call option implied volatility is at 59, November is at 43; compared to its 52-week range of 23 to 53 into expected release of quarterly EPS after the close on October 30. Call put ratio 21 calls to 1 put with focus on November 35 calls.

Yum China Holdings (YUMC) November call option implied volatility is at 58, December is at ; compared to its 52-week range of 29 to 89 into expected release of quarterly EPS after the close on October 30.

General Motors (GM) November weekly call option implied volatility is at 77, November is at 49; compared to its 52-week range of 20 to 44 into expected release of quarterly EPS before the open on October 31.

Apple (AAPL) call put ratio 1.5 calls to 1 put with focus on November 215 and 215.50 calls. November weekly call option implied volatility is at 60, November is at 42; compared to its 52-week range of 16 to 41. AAPL is expected to report EPS on November 1. Apple is expected to unveil a iPad Pro overhaul at special event on October 30, Bloomberg reports.

Newell Brands (NWL) November call option implied volatility is at 103, December is at 80; compared to its 52-week range of 26 to 88 into expected release of quarterly EPS after the market close on November 2. Call put ratio 1 call to 1.7 puts.

Increasing unusual option volume: PG ST EAT F GOGO AMZA
Increasing unusual call option volume: NAT EXEL RHT GNW GNC STAA
Increasing unusual put option volume: GNW BGS NAT EXEL AMED ASHR OLN ESPR HIMX
Popular stocks with increasing unusual: IBM PG F
Options with decreasing option implied volatility: RHT YNDX COST CMCSA
Active options: AAPL BAC F GE PBR AMD TSLA FB AMZN NFLX T MSFT BABA FDC MU INTC NXPI IBM PG TWTR