Mid-session IV Report October 30, 2018

Mid-session IV Report October 30, 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: IEF AMLP COG EXEL VKTX RIG PBR Z AMRN TLRY AMC NVDA ATHN DKS EWW ASR

Options with increasing volume: TAP BUD BAX UA WFT CROX UAA GLW SFLY CAKE

Apple (AAPL) November weekly call option implied volatility is at 74, November is at 47; compared to its 52-week range of 16 to 41. AAPL is expected to report EPS on after the closing bell on November 1. Call put ratio 1.3 calls to 1 put with focus on November weekly 215 calls.

Facebook (FB) November weekly call option implied volatility is at 125, November is at 65; compared to its 52-week range of 16 to 41 into expected release of EPS today after the closing bell. Call put ratio 1 call to 1.8 puts with focus on December 90 and January 75 puts.

Baidu (BIDU) November weekly call option implied volatility is at 117, November is at 68; compared to its 52-week range of 24 to 52 into expected release of EPS after the close on October 30.

Caesars (CZR) November weekly call option implied volatility is at 112, November is at 84; compared to its 52-week range of 28 to 74 into expected release of EPS today after the close. Call put ratio 6 calls to 1 put with focus on November 8.5 calls.

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 today after the close. Call put ratio 11.4 calls to 1 put with focus on November weekly 17.50 calls.

Herbalife (HLF) November weekly call option implied volatility is at 115, November is at 52; compared to its 52-week range of 21 to 56 into expected release of quarterly EPS today after the close.

MGM Resorts (MGM) November weekly call option implied volatility is at 99, November is at 60; compared to its 52-week range of 21 to 50 into expected release of quarterly EPS today after the close.

SunPower (SPWR) November weekly call option implied volatility is at 169, November is at 105; compared to its 52-week range of 44 to 126 into expected release of quarterly EPS today.

Yum China Holdings (YUMC) November call option implied volatility is at 62, December is at 48; compared to its 52-week range of 22 to 55 into expected release of EPS today after the close. January 35 puts active.

3D Systems (DDD) November weekly call option implied volatility is at 234, November is at 131; compared to its 52-week range of 42 to 110 into expected release of quarterly EPS today.

Amgen (AMGN) November weekly call option implied volatility is at 61, November is at 40; compared to its 52-week range of 16 to 36 into expected release of quarterly EPS today after the close. Call put ratio 1 call to 1 put.

Zynga (ZNGA) November weekly call option implied volatility is at 126, November is at 79; compared to its 52-week range of 29 to 75 into expected release of EPS after the market close on October 31. Call put ratio 5.8 calls to 1 put with focus on November 4 calls.

General Motors (GM) November weekly call option implied volatility is at 87, November is at 51; compared to its 52-week range of 20 to 44 into expected release of quarterly EPS before the open on October 31. Call put ratio 1 call to 2 puts.

Williams (WMB) November weekly call option implied volatility is at 51, November is at 44; compared to its 52-week range of 17 to 43 into expected release of EPS after the market close on October 31.

Yum Brands (YUM) November weekly call option implied volatility is at 57, November is at 33; compared to its 52-week range of 13 to 30 into expected release of EPS before the market open on October 31. Call put ratio 20 calls to 1 put with focus on November weekly 88 calls.

Melco Resorts (MLCO) November call option implied volatility is at 61, December is at 53; compared to its 52-week range of 29 to 58 into expected release of EPS before the market open on October 31.

Spirit Aerospace (SPR) November weekly call option implied volatility is at 53, November is at 38; compared to its 52-week range of 19 to 50 into expected release of EPS on October 31.

Suncor (SU) November weekly call option implied volatility is at 59, November is at 41; compared to its 52-week range of 17 to 39 into expected release of EPS on October 31.

American International (AIG) November weekly call option implied volatility is at 94, November is at 51; compared to its 52-week range of 15 to 58 into expected release of EPS after the market close on October 31. Call put ratio 1.95 calls to 1 put.

Apache (APA) November weekly call option implied volatility is at 84, November is at 58; compared to its 52-week range of 29 to 54 into expected release of EPS after the market close on October 31. Call put ratio 2 calls to 1 put.

Apollo (APO) November weekly call option implied volatility is at 67, November is at 46; compared to its 52-week range of 21 to 47 into expected release of EPS before the market open on October 31. Call put ratio 1.3 calls to 1 put.

Baxter (BAX) November weekly call option implied volatility is at 49, November is at 33; compared to its 52-week range of 14 to 30 into expected release of EPS before the market open on October 31. Call put ratio 8 calls to 1 put.

Blue Apron (APRN) November weekly call option implied volatility is at 300, November is at 270; compared to its 52-week range of 66 to 114 into expected release of EPS before the market open on October 31.

CDW (CDW) November call option implied volatility is at 39, December is at 33; compared to its 52-week range of 16 to 39 into expected release of EPS before the market open on October 31.

Clorox (CLX) November weekly call option implied volatility is at 62, November is at 36; compared to its 52-week range of 16 to 30 into expected release of EPS before the market open on October 31.

Garmin (GRMN) November weekly call option implied volatility is at 69, November is at 39; compared to its 52-week range of 15 to 40 into expected release of EPS before the market open on October 31.

Hess (HES) November weekly call option implied volatility is at 77, November is at 54; compared to its 52-week range of 28 to 49 into expected release of EPS after the market close on October 31.

Intercontinental Exchange (ICE) November call option implied volatility is at 31, December is at 25; compared to its 52-week range of 14 to 34 into expected release of EPS before the market open on October 31.

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 2.8 calls to 1 put with focus on November 18 calls.

General Electric (GE) November weekly call option implied volatility is at 82, November is at 55; compared to its 52-week range of 20 to 59 after cuts dividend. Call put ratio 1 call to 3 puts with focus on November weekly 11 puts.
Ishares Msci Mexico Capped Etf (EWW) November call option implied volatility is at 34, December is at 30; compared to its 52-week range of 16 to 33.

Increasing unusual option volume: CDW KEY UA AKAM AMAT GE OZK
Increasing unusual call option volume: KEY ESIO SSP AKAM EQT EXEL NBLX
Increasing unusual put option volume: PAH BZH WPG IMMU UA
Popular stocks with increasing unusual: PG F VZ T CHK
Options with decreasing option implied volatility: LL AKAM UAA SNE MDLZ TPR MA KO ESPR TWTR SNAP ARRY
Active options: GE AAPL FB NFLX AMZN CHK AMD INTC BAC MSFT BABA TSLA NVDA PBR MU PG F VZ SNAP T