Mid-Session IV Report October 12, 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: WTW VRX KORS VIAB COH TRIP KSS CVS RL AMR DIS HPQ GE MBI

Options with increasing volume: HOG MBI SNAP CMCSA AMEX GEL TSM VIAB DPZ WDR

HP, Inc. (HPQ) October volatility elevated into hosting analyst meeting

HP, Inc. (HPQ) October weekly call option implied volatility is at 65, October is at 36, November is at 26; compared to its 52-week range of 18 to 38 into hosting an analyst meeting in Palo Alto, CA today.

Harley-Davidson (HOG) October weekly 47 and 47.50 calls are active on total call volume of 4,490 contracts (643 puts). October weekly call option implied volatility is at 43, October is at 59, November is at 35; compared to its 52-week range of 22 to 49

MBIA (MBI) October weekly call option implied volatility is at 97, October is at 76, November is at 75; compared to its 52-week range of 32 to 75 as shares trend lower as shares near two-year low on Puerto Rico debt. January 6 and 7 puts are active on total put volume of 26K contracts (10K calls).

Nike (NKE) announced a 48-hour sale of as much as 40% on more than 200 items on its website, which the company also advertised through Groupon (GRPN) site

Nike (NKE) October weekly call option implied volatility is at 20, October is at 18, November is at 21; compared to its 52-week range of 16 to 31

Under Armour (UA) October weekly call option implied volatility is at 39, October is at 32, November is at 50; compared to its 52-week range of 31 to 62

lululemon athletica (LULU) October weekly call option implied volatility is at 31, October is at 27, November is at 26; compared to its 52-week range of 25 to 71

Skechers USA (SKX) October weekly call option implied volatility is at 40, October is at 75, November is at 52; compared to its 52-week range of 30 to 67

Foot Locker (FL) October call option implied volatility is at 38, November is at 51; compared to its 52-week range of 19 to 57

Finish Line (FINL) October call option implied volatility is at 61, November is at 55; compared to its 52-week range of 32 to 84

Dicks Sporting Goods (DKS) October call option implied volatility is at 36, November is at 46; compared to its 52-week range of 26 to 65

Increasing unusual call option volume: VIAB MOH MBI ACRX GLNG DPZ TERP UL AMAT NFLX HOG SNAP

Increasing unusual put option volume: GLUU TSM DBVT SFM ETH ACRX DPZ MBI HPQ GE MBI HCA QQQ

Options with decreasing implied volatility: FLXN MNKD EROS YUMC FAST DPZ