Mid-session IV Report September 10, 2018

Mid-session IV Report September 10, 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: CMCSA BKS ATUS S CRTO ALNY BUD EBAY SONO TIVO

Active options with increasing volume: HD KR SNAP

Geron Corp (GERN) option implied volatility above 300 into Johnson & Johnson’s (JNJ) subsidiary Janssen making continuation decision

Geron Corp (GERN) September call option implied volatility is at 343, October is at 285; compared to its 52-week range of 62 to 305 into Johnson & Johnson’s (JNJ) subsidiary Janssen making a continuation decision under its 2014 collaboration agreement with Geron. Call put ratio 1.74 calls to 1 put.

Amarin Corp. (AMRN) September weekly call option implied volatility is at 283, September is at 310, October is at 305; compared to its 52-week range of 35 to 428 into an expected release of an 8,000 patient study started in 2011 for their omega3 pill Vascepa.

Snap Inc (SNAP) September weekly call option implied volatility is at 59, September is at 52, October is at 49; compared to its 52-week range of 36 to 97 following news Chief Strategy Officer Imran Khan will depart to pursue other opportunities.

Oracle (ORCL) September weekly call option implied volatility is at 22, September is at 40, October is at 28; compared to its 52-week range of 13 to 31 into the expected release of Q1 EPS after the market close on September 17.

CBS Corp. (CBS) September weekly call option implied volatility is at 43, September is at 25; compared to its 52-week range of 22 to 42 after announces resolution of governance disputes, Leslie Moonves stepping down.

Francescas (FRAN) September call option implied volatility is at 114, October is at 71; compared to its 52-week range of 42 to 100 into the expected release of EPS on September 11.

Increasing unusual call option volume: ATUS FRED OC UPL SFLY NRZ XYL ATHN VFC
Increasing unusual put option volume: ALL TRV INDA PGR CB MTZ TRI HTHT AVEO
Popular stocks with increasing unusual option volume: KR FRED MSFT ALL JD TWTR HD ORCL PGR
Options with decreasing option implied volatility: GE FOLD TSLA VXX CRON MU V PBR
Active options: AAPL AMD BABA PBR MU TSLA BAC AMZN FB GE NFLX KR NVDA INTC SNAP MSFT JD TWTR HD ORCL