Mid-session IV Report September 24, 2018

Mid-session IV Report September 24, 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: TLRY XON GWPH IRBT SHY ABT CSIQ ADT ESRX ATHN RESI ACAD

Active options with increasing volume: GE BABA JD AMRN TSLA SNAP TLRY

United States Oil Fund (USO) September weekly call option implied volatility is at 32, October is at 27; compared to its 52-week range of 17 to 28 as WTI crude trades near four-year highs. Call put ratio 2.9 calls to 1 put with focus on October 15 and 16 calls.

General Electric (GE) September weekly call option implied volatility is at 37, October is at 29; compared to its 52-week range of 19 to 46 as shares sell off 4%. Call put ratio 2.7 calls to 1 put with focus on September weekly and October 12 calls.

Nike (NKE) September weekly call option implied volatility is at 64, October is at 31; compared to its 52-week range of 17 to 35 into the expected release of Q1 on September 25. Call put ratio 2.7 calls to 1 put with focus on September 84.50 and 85 calls.

Kors (KORS) September weekly call option implied volatility is at 40, October is at 31; compared to its 52-week range of 22 to 62 after reports of potential Versace bid. Call put ratio 2.6 calls to 1 put as shares sell off 9%.

Cintas (CTAS) October call option implied volatility is at 26, November is at 22; compared to its 52-week range of 14 to 33 into the expected release of Q1 on September 25. Call put ratio 2.6 calls to 1 put.

Jabil (JBL) September weekly call option implied volatility is at 70, October is 33; compared to its 52-week range of 20 to 42 into the expected release of Q4 on September 25.

KB Home (KBH) October call option implied volatility is at 45, November is at 37; compared to its 52-week range of 25 to 49 into the expected release of Q3 on September 25. Call put ratio 4.1 calls to 1 put with focus on October 27 calls.

Rite Aid (RAD) October call option implied volatility is at 101, November is at 88; compared to its 52-week range of 47 to 108 into the expected release of Q2 on September 25.

Increasing unusual call option volume: GE MAD P TRU HPR ANAB XON ZG P ATI
Increasing unusual put option volume: HPR AMRN FXB KMX ICE NBEV LKQ DVA P RAD
Popular stocks with increasing unusual option volume: C SNAP BABA XON JBL GME
Options with decreasing option implied volatility: MU GERN CRON FOXA PCG P
Active options: GE AAPL AMD BAC MU FB NFLX P AMZN MSFT FTV BABA CMCSA JD AMRN TSLA C T SNAP TLRY