Mid-session IV Report September 17, 2018

Mid-session IV Report September 17, 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: GERN ICPT WMB RACE MGM GBT TGTX NXPI RCII ETSY AIGM FDX ORCL RHT MU VMW PPD

Active options with increasing volume: KHC TEVA COTY DNB BBBY SNE GNC TRV

FedEx (FDX) September call option implied volatility is at 38, October is at 22; compared to its 52-week range of 15 to 34 into the expected release of Q1 results today after the market close. Call put ratio 2 calls to 1 put.

Oracle (ORCL) September call option implied volatility is at 64, October is at 29; compared to its 52-week range of 34 to 64 into the expected release of Q1 results today after the market close. Call put ratio 1 call to 1.3 puts.

BorgWarner (BWA) September call option implied volatility is at 35, October is at 27; compared to its 52-week range of 21 to 37 into a company hosted investor meeting on September 18.

Dell Technologies Inc. (DVMT) September call option implied volatility is at 24, October is at 25; compared to its 52-week range of 16 to 57 into a company hosted investor meeting on September 18.

Danaher (DHR) September call option implied volatility is at 22, October is at 17; compared to its 52-week range of 13 to 28 into a company hosted investor meeting on September 18. Call put ratio 1 call to 6 puts with focus on September 105 puts.

tronc (TRNC) September call option implied volatility is at 60, October is at 45; compared to its 52-week range of 27 to 64 into Newspaper chain McClatchy (MNI) is in “early stage” discussions to potentially acquire the Los Angeles Times reports, citing a source familiar with the negotiations.

Coty (COTY) call put ratio 28 calls to 1 put with focus on September 12 and October 13 calls

Increasing unusual call option volume: GOV KHC NBL PGNX SAN TDC AR DNB CI MHLD EVHC TK TNDM FRAN
Increasing unusual put option volume: PGNX ALL INSM ODFL TRV FAZ CHL QID TTWO SWKS BX IONS ICE
Popular stocks with increasing unusual option volume: KHC TEVA COTY DNB BBBY SNE GNC TRV
Options with decreasing option implied volatility: PLAY ADBE UUP PVTL TLRD ADBE FDC FIT MSFT XRT CCI
Active options: AMD AAPL AMZN BAC BABA FB TWTR JD PBR F NFLX MU GE TEVA TSLA SNAP INTC MSFT ORCL KHC