Daily IV Report
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 […]
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 MLCO FOX UNG T
Active options with increasing volume: MTW TSLA SONC TRP ANAB ING SM FIVE BUD BKE CDE
Tesla (TSLA) near term option implied volatility elevated on wide price movement
Tesla (TSLA) September weekly call option implied volatility is at 97, September is at 63, October is at 63; compared to its 52-week range of 32 to 71. September weekly 260 straddle priced for move of 2.7%. Call put ratio. Call put ratio 1 call to 1 put.
UPS (UPS) September weekly call option implied volatility is at 18, September is at 19, October is at 18; compared to its 52-week range of 12 to 31 into upcoming “Transformation Conference” analyst day on September 13. Call put ratio 1.5 calls to 1 put.
Geron Corp (GERN) September call option implied volatility is at 326, October is at 275; compared to its 52-week range of 62 to 292 into Johnson & Johnson’s (JNJ) subsidiary Janssen making a continuation decision under its 2014 collaboration agreement with Geron. Call put ratio 1 call to 2 puts.
AB InBev SA (BUD) September weekly call option implied volatility is at 40, September is at 22, October is at 21; compared to its 52-week range of 14 to 33. Call put ratio is 7.4 calls to 1 put with focus on September weekly 90 calls as shares near five-year low on unconfirmed chatter.
Increasing unusual call option volume: ANAB MTW SONC GDEN FIVE BUD BKE USAT DOMO BHGE ENLK EAT OKTA CBS
Increasing unusual put option volume: SM RENN SYK ING INFN BYD SONC EXTR DDS PVG OKTA WMG LNG
Popular stocks with increasing unusual option volume: SQ ROKU AMAT PBR
Options with decreasing option implied volatility: CLDR SPPI ZS CTRP OLLI MDB DOCU CLDR TLRY BPY CGC
Active options: TSLA AAPL BAC FB AMD MU AMZN BABA NFLX TWTR PBR NVDA AVGO MSFT SNAP JD GE SQ ROKU AMAT