Mid-session IV Report September 4, 2018

Mid-session IV Report September 4, 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: TECK CZR AAPL TLRY BKS HYG UNIT DNR

Options with increasing volume: JD BABA F PBR ADNT FTV NKE PCG GM CSCO

Amazon (AMZN) option implied volatility ticks up as shares trade above $1 Trillion

Amazon (AMZN) September weekly call option implied volatility is at 24, September is at 23, October is at 25; compared to its 52-week range of 18 to 51 as shares at intra-day record high. Call put ratio 1.3 calls to 1 put with focus on September weekly 2040 and September 2050 calls.

Cannibas names Canopy Growth (CGC) and Cronus Corporation (CRON) active

Canopy Growth (CGC) September weekly call option implied volatility is at 108, September is at 88, October is at 82; compared to its 52-week range of 57 to 97 amid large share price movement in cannibas names. September weekly 48 and 50 calls active.

Cronus Corporation (CRON) September weekly call option implied volatility is at 198, September is at 141, October is at 138; compared to its 52-week range of 71 to 154 amid large share price movement in cannibas names.

RH (RH) September weekly call option implied volatility is at 218, September is at 101, October is at 70; compared to its 52-week range of 44 to 98 into the expected release of Q2 results today after the market close. Call put ratio 1.2 calls to 1 put.

Workday (WDAY) September weekly call option implied volatility is at 74, September is at 44, October is at 37; compared to its 52-week range of 26 to 53 into the expected release of Q2 results today on after the market close.

Dave & Busters (PLAY) September call option implied volatility is at 56, October is at 44; compared to its 52-week range of 27 to 65 into the expected release of Q2 results.

iShares MSCI Turkey ETF (TUR) August call option implied volatility is at 57, September is at 54; compared to its 52-week range of 19 to 79. Call put ratio 1.6 calls to 1 put as shares sell off on economic instability.

Turkcell Iletisim Hizmetleri A.s. (TKC) September call option implied volatility is at 166, October is at 116; compared to its 52-week range of 15 to 148 as shares trend lower on economic instability.

Increasing unusual option volume: EWC ADNT EMLC OMER FTV WMGI LH VNTR BLDP

Increasing unusual call option volume: OMER FTV DBD DY TAHO TECK AOBV AMRN

Increasing unusual put option volume: EWC ADNT IDTI NVS FTV BBVA STM RAD CBL

Popular stocks with increasing unusual option volume: PCG NKE FTC PBR F

Options with decreasing option implied volatility: LULU ULTA AOBC BIG ZUO ULTA NTNX PPD

Active options: AMD AAPL FB AMZN JD BABA BAC MU NVDA TSLA NFLX MSFT F PBR ADNT FTV NKE PCG GM CSCO