Mid-Session IV Report September 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: AXON EFX ALNY ABBV ORCL CBRL UNFI

Options with increasing volume: KO MCD KR PFE AMTD

Apple (AAPL) September option implied volatility ticks up to 36 into iPhone event

Apple (AAPL) September call option implied volatility is at 36, October is at 23; compared to its 52-week range of 13 to 28. Call put ratio 1.51 calls to 1 put.

Phone component option implied volatility stay flat into Apple iPhone event

Analog Devices (ADI) 30 day option implied volatility of 22 compares to its 52-week range of 18 to 36

Cypress Semiconductor (CY) 30 day option implied volatility of 35 compares to its 52-week range of 30 to 53

Flextronics (FLEX) 30 day option implied volatility of 22 compares to its 52-week range of 19 to 32

Qualcomm (QCOM) 30 day option implied volatility of 21 compares to its 52-week range of 17 to 36

Nuance (NUAN) 30 day option implied volatility of 26 compares to its 52-week range of 22 to 48

Skyworks Solutions (SWKS) 30 day option implied volatility of 26 compares to its 52-week range of 22 to 52

Intel (INTC) 30 day option implied volatility of 16 compares to its 52-week range of 14 to 28

Sony (SNE) 30 day option implied volatility of 19 compares to its 52-week range of 18 to 36

NXP Semiconductors (NXPI) 30 day option implied volatility of 14 compares to its 52-week range of 7 to 46

TSMC (TSM) 30 day option implied volatility of 21 compares to its 52-week range of 16 to 30

Cirrus Logic Inc. (CRUS) 30 day option implied volatility of 30 compares to its 52-week range of 27 to 63

Jabil Circuit Inc. (JBL) 30 day option implied volatility of 34 compares to its 52-week range of 20 to 44

Broadcom Ltd. (AVGO) 30 day option implied volatility of 26 compares to its 52-week range of 21 to 40

STMicroelectronics (STM) 30 day option implied volatility of 27 compares to its 52-week range of 30 to 57

Qorvo (QRVO) 30 day option implied volatility of 31 compares to its 52-week range of 28 to 57

ON Semiconductor (ON) 30 day option implied volatility of 33 compares to its 52-week range of 30 to 46

Synaptics (SYNA) 30 day option implied volatility of 41 compares to its 52-week range of 30 to 69

TSMC (TSM) 30 day option implied volatility of 21 compares to its 52-week range of 16 to 30

Texas Instruments (TXN) 30 day option implied volatility of 17 compares to its 52-week range of 14 to 29

Nvidia (NVDA) 30 day option implied volatility of 30 compares to its 52-week range of 28 to 57

Taiwan Semiconductor Manufacturing Company (TSM) 30 day option implied volatility of 21 compares to its 52-week range of 16 to 30

Energous (WATT) 30 day option implied volatility of 118 compares to its 52-week range of 54 to 117

Corning (GLW) 30 day option implied volatility of 18 compares to its 52-week range of 16 to 28

Apple (AAPL) 30 day option implied volatility of 24 compares to its 52-week range of 13 to 29

Micron (MU) 30 day option implied volatility of 45 compares to its 52-week range of 31 to 71

Western Digital (WDC) 30 day option implied volatility of 35 compares to its 52-week range of 26 to 49

Options with increasing unusual call volume: WLK SNAP PFE AMTD

Options with increasing unusual put volume: IWM XRT EEM ESRX KR SHLD RES SPB FDC KR

Options with decreasing implied volatility: TLRD CAB SAGE RH