Mid-session IV Report September 27, 2018

Mid-session IV Report September 27, 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: ALLY GWPH HYG EMB RCL HCLP LULU AZN FOXA IRBT XON GRPO TWTR SIRI

Options with increasing volume: BBBY HLT CCJ EYPT FHN AMD TMF CHGG RCL ARAY CCL UNM TRVN

BlackBerry (BB) September weekly call option implied volatility is at 170, October is at 55; compared to its 52-week range of 28 to 59 into the expected release of Q2 on September 28. Call put ratio 1 to 1.

Advanced Micro Devices (AMD) September weekly call option implied volatility is at 61, October is at 60; v compared to its 52-week range of 37 to 100. Call put ratio 1.7 calls to 1 put with focus on September weekly 32 and 32.50 calls on wide share price movement.

FANG stock option implied volatility is flat to low as shares at upper end of range: FB AMZN NFLX GOOG

Facebook (FB) September weekly call option implied volatility is at 29, October is at 25; compared to its 52-week range of 16 to 44. Call put ratio 2.9 calls to 1 put with focus on September 170 calls.

Amazon.com (AMZN) September weekly call option implied volatility is at 26, October is at 26; compared to its 52-week range of 18 to 52. Call put ratio 1.5 calls to 1 put with focus on September weekly 2000 calls and puts.

Netflix (NFLX) September weekly call option implied volatility is at 40, October is at 51; compared to its 52-week range of 23 to 64. Call put ratio 2.3 calls to 1 put with focus on September weekly 380 calls and puts.

Alphabet (GOOG) September weekly call option implied volatility is at 22, October is at 19; compared to its 52-week range of 16 to 33. Call put ratio 1.5 calls to 1 put with focus on September weekly 1197.50 calls.

Increasing unusual option volume: ARAY BBBY HLT EYPT TMF CHGG UBS RCL TRP
Increasing unusual call option volume: HLT CHGG TRP VIRT BBBY AUPH RCL BLDR SD KBE UNM
Increasing unusual put option volume: BBBY UBS CCL FHN BLDR GERN NCLH MPC UPRO HBAN
Popular stocks with increasing unusual volume: GE SNAP BP NFLX
Options with decreasing option implied volatility: KMX NKE SAN GERN KBX STX
Active options: AAPL BAC AMD FB AMZN BBBY SQ NFLX GERN GE MU PBR TSLA JPM FCX BABA TLRY RCL SNAP BP