Mid-Session IV Report August 30, 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: MDLZ GILD SFM JUNO FINL BBRY RHT NKE

Options with increasing volume: GILD MDLZ FSLR SFM USG INO TUP OIL FIVE EXP

Mondelez Int’l (MDLZ) September weekly option implied volatility spikes to 38, October 41 calls active on low option implied volatility of 20 after Buffett says Kraft Heinz will likely not buy Mondelez Int’l

Mondelez Int’l (MDLZ) September weekly call option implied volatility is at 38, September is at 20, October is at 19; compared to its 52-week range of 17 to 40 after Warren Buffett, while speaking on CNBC, when asked if Kraft Heinz (KHC) would buy Mondelez (MDLZ), said “I think the answer is no.” October 41 and December 43 calls are active on total call volume of 13K contracts (9K puts).

Gilead Sciences (GILD) September weekly volatility increases with share price after FDA approves Novartis CAR-T therapy

Gilead Sciences (GILD) September weekly call option implied volatility is at 38 compared to 33 from the open, September is at 23; compared to its 52-week range of 16 to 36 after FDA approves Novartis CAR-T therapy. GILD is recently up 5% TO $79.90. September weekly and September 80 calls are active on total call volume of 95K contracts (28K puts).

First Solar (FSLR) September weekly 49 and 49.50 puts active on renewed takeover chatter

First Solar (FSLR) September weekly 49 and 49.50 calls are active on total call volume of 5,600 contracts (1,500 puts) on renewed takeover chatter. September weekly call option implied volatility is at 36, September is at 32, October is at 44; compared to its 52-week range of 36 to 64 on renewed takeover chatter.

Sprouts Farmers Market (SFM) September calls active on renewed takeover chatter

Sprouts Farmers Market (NASDAQ: SFM) September 20 and 22.50 calls are active on total call volume of 14,529 contracts (1,200 puts) on renewed takeover chatter. September call option implied volatility is at 55, October is at 49; compared to its 52-week range of 27 to 68.

Apple (AAPL) call put ratio 2.7 calls to 1 put on flat IV into September 12 product event

Apple (AAPL) September weekly call option implied volatility is at 21, September and October is at 23; compared to its 52-week range of 13 to 28 into an Apple hosted product event on September 12.

Options with increasing unusual call volume: OLED FSLR MDLZ USG EEM MGM UNG

Options with increasing unusual put volume: AXON OTIC OIL BOX FIVE DY CIEN SPLS

Options with decreasing implied volatility: OTIC KITE GES SHLD SIG ANF