Mid-Session IV Report October 20, 2016

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: HAIN NTAP BBY T SKX

Options with increasing volume: IAC DLPH LFC SNA EBAY DNKN SAP AAP BK MAT HIMX STLD AXP WBA ABT UPS VZ NVDA SYF PYPL GE GPRO GWPH

Microsoft (MSFT) calls more active than puts into Q1

Microsoft (MSFT) October call option implied volatility is at 101, November is at 27; compared to its 52-week range of 14 to 39 into Q1 results today.

PayPal (PYPL) volatility increases on call put ratio is 5 calls to 1 put into Q3 and outlook

PayPal (PYPL) October option implied volatility is at 99, November is at 30; compared to its 52-week range of 20 to 53 into the expected release of Q3 results today.

Schlumberger (SLB) volatility increases into Q3 and outlook

Schlumberger (SLB) October option implied volatility is at 56, November is at 24; compared to its 52-week range of 20 to 44 into the expected release of Q3 results today.

Skechers (SKX) volatility increases on more puts than calls into Q3 and outlook

Skechers (SKX) October option implied volatility is at 210, November is at 56; compared to its 52-week range of 30 to 89 into the expected release of Q3 results today.

General Electric (GE) volatility increases on call put ratio of 8 calls to 1 put into Q3 and outlook

General Electric (GE) October option implied volatility is at 41, November is at 15; compared to its 52-week range of 14 to 33 into the expected release of Q3 results on October 20.October 29 and 30 puts are active.

Honeywell (HON) volatility increases into Q3 and outlook

Honeywell (HON) October option implied volatility is at 45, November is at 18; compared to its 52-week range of 13 to 30 into the expected release of Q3 results on October 20.

McDonalds (MCD) volatility elevated into Q3 and outlook

McDonalds (MCD) October option implied volatility is at 60, November is at 21; compared to its 52-week range of 12 to 29 into the expected release of Q3 results on October 20.

SAP SE (SAP) volatility increases into Q3 and outlook

SAP SE (SAP) October option implied volatility is at 61, November is at 22; compared to its 52-week range of 16 to 32 into the expected release of Q3 results on October 20.

Synchrony Financial (SYF) October put volume and volatility increase into Q3

Synchrony Financial (SYF) October option implied volatility is at 69, November is at 29; compared to its 52-week range of 22 to 64 into the expected release of Q3 results on October 20.

Actives: AAPL EBAY TSLA BAC FB AMZN NFLX AXP WBA WFC MSFT KMI T VZ AMD