Mid-session IV Report September 5, 2018

Mid-session IV Report September 5, 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: V AVGO GME JD MA ADBE TWTR FB MSFT GME

Active options with increasing volume: SNAP CRON TRLY CGS FB TWTR GME GRUB

Facebook (FB) September weekly call option implied volatility is at 33, September is at 29; compared to its 52-week range of 16 to 44 as COO Sheryl Sandberg testifies before Congress.

Twitter (TWTR) September weekly call option implied volatility is at 73, September is at 51; compared to its 52-week range of 33 to 84 into co-founder and CEO Jack Dorsey testifies before Congress. Call put ratio 1.88 calls to 1 put with focus on September weekly 34 calls.

Ctrip (CTRP) September weekly call option implied volatility is at 88, September is at 49, October is at 34; compared to its 52-week range of 21 to 47 into the expected release of Q2 results today after the market close.

Guidewire Software (GWRE) September call option implied volatility is at 47, October is at 35; compared to its 52-week range of 23 to 45 into the expected release of Q4 results today after the market close.

Barnes & Noble (BKS) September call option implied volatility is at 87, October is at 59; compared to its 52-week range of 43 to 81 into the expected release of Q1 results on September 6.

Broadcom (AVGO) September weekly call option implied volatility is at 89, September is at 41, October is at 33; compared to its 52-week range of 21 to 41 into the expected release of EPS results after the market close on September 6.

Five Below (FIVE) September weekly call option implied volatility is at 148, September is at 62, October is at 45; compared to its 52-week range of 27 to 61 into the expected release of Q2 results on after the market close on September 6.

GameStop (GME) September weekly call option implied volatility is at 191, September is at 87, October is at 61; compared to its 52-week range of 28 to 54 into the expected release of Q2 results on after the market close on September 6.

Marvell Technology (MRVL) September weekly call option implied volatility is at 104, September is at 51; compared to its 52-week range of 24 to 53 into the expected release of Q2 results on after the market close on September 6.

Navistar (NAV) September weekly call option implied volatility is at 122, September is at 53; compared to its 52-week range of 32 to 65 into the expected release of Q2 results on September 6.

Palo Alto Networks (PANW) September call option implied volatility is at 120, October is at 38; compared to its 52-week range of 22 to 53 into the expected release of Q4 results on after the market close on September 6.

Broadcom (AVGO) September weekly call option implied volatility is at 88, September weekly is at 41; compared to its 52-week range of 22 to 41 into the expected release of Q2 results after the market close on September 6. Call put ratio 3.4 calls to 1 put with focus on September weekly 225 calls.

Increasing unusual call option volume: UPL TLYS TS NRG
Increasing unusual put option volume: HDS EMES HIBB EXPR DO
Popular stocks with increasing unusual option volume: CRON SNAP CGC
Options with decreasing option implied volatility: RH WDAY DAL F EWZ
Active options: AMD AAPL JD MU FB BABA NFLX AMZN TSLA MSFT TWTR BAC GE NVDA SQ NRG CRON SNAP CSCO CGC