Mid-Session IV Report February 13, 2018 | Investitute

Mid-Session IV Report February 13, 2018

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: CSCO TSRO ABC NTAP

Stocks with increasing unusual option volume: PDCO ABC WBA HMNY FCX WBA ABC GRPN

Hotel stocks option implied volatility elevated into EPS

Hilton (HLT) February call option implied volatility is at 59, March is at 33; compared to its 52-week range of 17 to 44 into the expected release of Q4 results on February 14.

Hyatt (H) February call option implied volatility is at 60, March is at 30; compared to its 52-week range of 17 to 31 into the expected release of Q4 results on February 14.

Marriott (MAR) February call option implied volatility is at 58, March is at 31; compared to its 52-week range of 17 to 36 into the expected release of Q4 results on February 14. Call put ratio 4 calls to 1.

Wyndam Worldwide (WYN) February call option implied volatility is at 68, March is at 33; compared to its 52-week range of 17 to 40 into the expected release of Q4 results on February 14.

Yandex (YNDX) February call option implied volatility is at 84, March is at 44; compared to its 52-week range of 29 to 88 into the expected release of Q4 results on February 14.

Marathon (MRO) February call option implied volatility is at 71, March is at 45; compared to its 52-week range of 31 to 53 into the expected release of Q4 results on February 14. Call put ratio 4 calls to 1 put.

Molson Coors (TAP) February call option implied volatility is at 65, March is at 31, compared to its 52-week range of 15 to 31 into the expected release of Q4 results on February 14.

NetApp (NTAP) February call option implied volatility is at 103, March is at 48; compared to its 52-week range of 19 to 46 into the expected release of Q3 results on February 14.

Soda Stream (SODA) February call option implied volatility is at 110, March is at 49; compared to its 52-week range of 26 to 62 into the expected release of Q4 results on February 14.

SunPower (SPWR) February call option implied volatility is at 173, March is at 97; compared to its 52-week range of 45 to 101 into the expected release of Q4 results on February 14.

Newell Brands (NWL) February call option implied volatility is at 85, March is at 55; compared to its 52-week range of 11 to 24 into the expected release of Q4 results on February 16.

Newmont Mining (NEM) February weekly call option implied volatility is at 35, March is at 32; compared to its 52-week range of 19 to 38 into the expected release of Q4 results on February 22.

First Solar (FSLR) February call option implied volatility is at 51, March is at 55; compared to its 52-week range of 34 to 56 into the expected release of Q4 results on February 22.

Increasing unusual call option volume: SNAP BBL ATUS WP UA GNC UA GRPN UAA
Increasing unusual put option volume: EMB UBS JCI DIN ECL BK UA CHL NLNK
Options with decreasing implied volatility: APRN UAA UA YELP SKX GRUB FEYE ASH SNAP