Mid-Session IV Report November 14, 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: ROKU IRBT GE TGT GME ANF MAT CSCO SBH CBS CSCO ADM BBY LB

Options with increasing volume; ROKU IRBT SQ FCX CMCSA CBS HD ADM GE

Roku (ROKU) volatility increases on wide intra-day price movement

Roku (ROKU) November call option implied volatility is at 174, December is at 124; compared to its four week range of 76 to 117. Roku was downgraded to Underperform from Perform at Oppenheimer.

General Electric (GE) November volatility increases as shares sell off 6%

General Electric (GE) November call option implied volatility is at 55, December is at 32; compared to its 52-week range of 12 to 34 after releasing financial guidance and cutting dividend.

CBS Corp. (CBS) November call option implied volatility is at 37, December is at 28; compared to its 52-week range of 18 to 35.

iRobot Corp. (IRBT) November 71 and 72 calls are active on total call volume of 4,200 contracts (313 puts). November call option implied volatility is at 45, December is at 39; compared to its 52-week range of 24 to 74. Call put ratio 11 calls to 1 put.

NetApp (NTAP) November call option implied volatility is at 88, December is at 34; compared to its 52-week range of 20 to 46 into the expected release of Q2 results on November 15. Call put ratio 4.3 calls to 1 put.

Cisco (CSCO) November call option implied volatility is at 58, December is at 25; compared to its 52-week range of 12 to 24 into the expected release of Q1 results on November 15.

Target (TGT) November call option implied volatility is at 77, December is at 35; compared to its 52-week range of 16 to 35 into the expected release of Q3 results on November 15.

L Brands (LB) November call option implied volatility is at 78, December is at 43; compared to its 52-week range of 24 to 53 into the expected release of Q3 results on November 15.

Best Buy (BBY) November call option implied volatility is at 125, December is at 49; compared to its 52-week range of 23 to 51 into the expected release of Q3 results on November 16.

Wal-Mart (WMT) November call option implied volatility is at 45, December is at 22; compared to its 52-week range of 13 to 23 into the expected release of EPS results on November 16.

Tesla (TSLA) November call option implied volatility is at 43, December is at 38; compared to its 52-week range of 31 to 52 into details on its electric semi-truck on November 16.

Archer Daniels Midland (ADM) November call option implied volatility is at 21, December is at 20; compared to its 52-week range of 16 to 30 on renewed M&A chatter.

Increasing unusual call option volume: CBI JD IRBT ROKU ADM ANF PLCE AAP PZZA

Increasing unusual put option volume: ROKU DKS EXC CBS IGT ROKU NAK GE

Options with decreasing implied volatility: TJX FOSL HD DKS GGP SQ