Mid-session IV Report September 6, 2018

Mid-session IV Report September 6, 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: ARWR MU KLAC IGT VRTX WYNN LRCX MLCO UNG FOX T LRCX

Active options with increasing volume: RJF GIII WIN CLDR TLYS BPT MLCO CBS MU RIG

Semi’s option volume and implied volatility increases as shares sell

Micron (MU) September weekly call option implied volatility is at 99, September is at 70, October is at 71; compared to its 52-week range of 37 to 100. Call put ratio is 2.3 calls to 1 put. Micron (MU) call put ratio 2.3 calls to 1 put with focus on September 47 and 48 calls.

AMD (AMD) September weekly call option implied volatility is at 94, September is at 75, October is at 54; compared to its 52-week range of 34 to 63. Call put ratio is 1.9 calls to 1 put.

Broadcom (AVGO) September weekly call option implied volatility is at 116, September is at 41, October is at 32; compared to its 52-week range of 21 to 41 into the expected release of EPS results after the market close on September 6. Call put ratio 2.5 calls to 1 put.

Intel (INTC) September weekly call option implied volatility is at 31, September is at 25, October is at 24; compared to its 52-week range of 15 to 43. Call put ratio 1.5 calls to 1 put.

Applied Materials (AMAT) September weekly call option implied volatility is at 45, September is at 31, October is at 31; compared to its 52-week range of 25 to 57. Call put ratio 1.1 calls to 1 put.

Marvell Technology (MRVL) September weekly call option implied volatility is at 147, September is at 53; compared to its 52-week range of 24 to 53 into the expected release of Q2 results today after the market close.

NVIDIA (NVDA) September weekly call option implied volatility is at 42, September is at 34, October is at 31; compared to its 52-week range of 25 to 60. Call put ratio 1 call to 1.2 put.

GameStop (GME) September weekly call option implied volatility is at 185, September is at 92, October is at 62; compared to its 52-week range of 28 to 54 into the expected release of Q2 results today after the market close. Call put ratio 1 call to 1 put.

Palo Alto Networks (PANW) September weekly call option implied volatility is at 120, September is at 49, October is at 38; compared to its 52-week range of 22 to 53 into the expected release of Q4 results today on after the market close.

Increasing unusual call option volume: GIII CLDR BPR AIMC VRNT HRL GWRE LE GWRE
Increasing unusual put option volume: WIN IDTI SSO BCS AIMC CC TRI CLDR
Popular stocks with increasing unusual option volume: GE AMAT INTC AMZN MU WYNN RIG PBR
Options with decreasing option implied volatility: CLDR SPPI ZS CTRP MDB DOCU
Active options: AAPL MU FB AMD BABA AMZN NFLX JD TWTR TSLA BAC MSFT NVDA WYNN RIG SQ PBR SNAP GE AMAT