Mid-Session IV Report August 28, 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: SFM BBRY RHT CPN BBY

Options with increasing volume: UFS LJPC EMB UFS KITE

Apple (AAPL) call put ratio 2.4 calls to 1 put on report of September 12 product event

Apple (AAPL) September weekly call option implied volatility is at 19, September is at 23; compared to its 52-week range of 13 to 28 into Apple to host product event on September 12, reports WSJ.

iShares Nasdaq Biotechnology (IBB) volatility stays low as shares rally on Gilead (GILD) acquiring Kite Pharma (KITE) for $11.9B

iShares Nasdaq Biotechnology (IBB) September weekly and September call option implied volatility is at 18; compared to its 52-week range of 16 to 35 Gilead (GILD) acquiring Kite Pharma (KITE) for $11.9B.

Expedia (EXPE) September weekly call option implied volatility is at is at 33 compared to a level of 19 from August 25, September is at 24; compared to its 52-week range of 18 to 45 on reports CEO to be offered Uber CEO job. Call put ratio is 1 call to 1.7 puts as shares down 3.5%.

Allstate (ALL) call put ratio is 1 call to 4.5 puts on Harvey Category 4 in southern Texas. September and October call option implied volatility is at 15; compared to its 52-week range of 12 to 24.

Lowe’s Cos. (LOW) call put ratio 2.3 calls to 1 put on Harvey Category 4 in southern Texas. September weekly and September call option implied volatility of 22 compares to its 52-week range of 16 to 32.

Home Depot (HD) call put ratio 2.8 calls to 1 put on Harvey Category 4 in southern Texas. September weekly and September call option implied volatility of 16 compares its 52-week range of 12 to 26.

Hain Celestial (HAIN) September weekly call option implied volatility is at 54, September is at 40; compared to its 52-week range of 29 to 66 into the expected release of Q1 on August 29. Call put ratio 2.2 calls to 1 put.

H & R Block (HRB) September weekly call option implied volatility is at 48, September is at 34; compared to its 52-week range of 21 to 52 into the expected release of Q1 on August 29. Call put ratio 2.3 calls to 1 put.

Options with increasing unusual call volume: WMB PAA USG SFM EL LQ BLDR LSTR

Options with increasing unusual put volume: HIG KWEB KITE PSTG EMB HPQ ABX

Options with decreasing implied volatility: KITE GES SHLD SIG ANF