Mid-Session IV Report August 29, 2017

Mid Session Iv Report

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 implied volatility: LULU JUNO SFM CPN BBRY RHT ACN BBRY

Options with increasing volume: ABX FCX NEM NKE TEVA AU COT BBY OIL JUNO

SPDR Gold Trust (GLD) option implied volatility steady as gold near 11-month high

SPDR Gold Trust (GLD) September weekly call option implied volatility is at 16, September and October is at 13; compared to its 52-week range of 10 to 19. Call put ratio 1.2 calls to 1 put as gold near 10-month high. 90 day call put ratio is 1.6 calls to 1 put.

Akamai Technologies (AKAM) September weekly 45 and 46 calls are active on total call volume of 9,600 contracts (480 puts) on renewed M&A chatter. September weekly call option implied volatility is at 27, September is at 22; compared to its 52-week range of 19 to 52.

Rockwell Collins (COL) September 125 calls and 120 puts are active on total call volume of 8,800 contracts (5,800 puts) after WSJ reported United Technologies (UTX) could announce a deal to acquire Rockwell Collins as soon as this weekend. September call option implied volatility is at 23, October is at 19; compared to its 52-week range of 15 to 38.

H & R Block (HRB) September call option implied volatility is at 49, October is at 34; compared to its 52-week range of 21 to 52 into the expected release of Q1 on August 29.

Analog Devices (ADI) September call option implied volatility is at 31, October is at 24 compared to its 52-week range of 18 to 36 into the expected release of Q3 on August 30. Call put ratio 3 calls to 1 put. September 80 and 82.50 calls active.

Five Below (FIVE) September call option implied volatility is at 51, October is at 31; compared to its 52-week range of 30 to 55 into the expected release of Q2 on August 30.

Box (BOX) September call option implied volatility is at 51, October is at 39; compared to its 52-week range of 27 to 62 into the expected release of Q2 on August 30. September 19 puts active on 3,800 contracts into Q2

Workday (WDAY) September weekly call option implied volatility is at 102, September is at 53; compared to its 52-week range of 24 to 48 into the expected release of Q2 on August 30.

Chico’s (CHS) September call option implied volatility is at 68, October is at 54; compared to its 52-week range of 30 to 66 into the expected release of Q2 on August 30.

Bob Evans (BOBE) September call option implied volatility is at 54, October is at 40; compared to its 52-week range of 22 to 46 into the expected release of Q1 on August 30.

Palo Alto Networks (PANW) September weekly call option implied volatility is at 115, September is at 57; compared to its 52-week range of 26 to 52 into the expected release of Q4 on August 31.

DISH Network (DISH) September weekly and September call option implied volatility is at 33; compared to its 52-week range of 27 to 48. December 62.50 calls and December 55 puts are active on total call volume of 3,700 contracts (3,800 puts).

Options with increasing unusual call volume: PAGP CL GME RIG AKAM PVH PAGP ADXS COT

Options with increasing unusual put volume: BOX AU COF OIL COL OMC CCJ TRV

Options with decreasing implied volatility: SHLD KITE EXPR GES AEO ANF SIG GME