Fw: Mid-session IV Report October 29, 2019

Mid-session IV Report October 29, 2019

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 over looked information.​
​
Options with increasing option implied volatility: AXSM REAL ANGI NTNX SPCE EIX ACHN BBY DLTR AMRN MNK FTCH VKTX PCG JCP BOIL CLVS S YELP BIDU IQ GME CIEN ASHR HAS​
​
Popular stocks with increasing unusual volume: TWTR VALE GRUB GM SHOP​
​
The 2-day FOMC meeting is underway​
​
Amarin Corp. (AMRN) November weekly call option implied volatility is at 62, November is at 146, December is at 99; compared to its 52-week range of 55 to 200. Call put ratio 7.8 call to 1 put with focus on November weekly 17 calls and puts ahead of the November 14, 2019 FDA AdCom meeting to discuss the sNDA to expand the Vascepa label to include patients with elevated triglycerides on statin therapy who still have residual cardiovascular risk.​
​
AT&T (T) November weekly call option implied volatility is at 24, November is at 19; compared to its 52-week range of 15 to 40 into hosting Warner Media Day in Los Angeles today to discuss its upcoming video streaming service. Call put ratio 1.3 calls to 1 put with focus on November weekly 38.50 calls. ​
​
Beyond Meat (BYND) November weekly option implied volatility is a 189, November is at 10; compared to its 20-week range of 50 to 141 into down $20 in premarket.​
​
Boeing (BA) November weekly call option implied volatility is at 30, November is at 26; compared to its 52-week range of 23 to 46 into CEO testifying on 737 Max jet to Congress Panel. Call put ratio 1.6 calls to 1 put.​
​
PG&E Corp. (PCG) November weekly call option implied volatility is at 333, November is at 240; compared to its 52-week range of 28 to 253 on Northern California wild fires. Call put ratio 2.6 calls to 1 put. ​
​
Edison Int’l (EIX) November call option implied volatility is at 38, December is at 30; compared to its 52-week range of 21 to 74 on California wild fires. Call put ratio 1 call to 7 puts with focus on November 60 puts.​
​
Generac Holdings (GNRC) November call option implied volatility is at 56, December is at 39; compared to its 52-week range of 22 to 55 as PG&E (PCG) customer power shut down for safety continues. Call put ratio 1.3 calls to 1 put.​
​
GrubHub (GRUB) November weekly call option implied volatility is a 74, November is at 55; compared to its 52-week range of into the expected release of 38 to 79 after reporting less than expected results and outlook. Call put ratio 1 call to 1 put with focus on November 40 calls and November 35 puts​
​
3D System (DDD) November weekly call option implied volatility is at 144, November is at 70; compared to its 52-week range of 39 to 111 into the expected release of results after the bell on October 30.​
​
8×8 (EGHT) November call option implied volatility is a 59, December is at 44; compared to its 52-week range of 32 to 68 into the expected release of results after the bell on October 30.​
​
Adtran (ADTN) November option implied volatility is a 40, December is at 35; compared to its 52-week range of 28 to 78 into the expected release of results on October 30.​
​
Apache (APA) November weekly call option implied volatility is a 91, November is at 67; compared to its 52-week range of 32 to 65 into the expected release of results after the bell on October 30.​
​
Apple (AAPL) November weekly option implied volatility is at 55, November is a 30; compared to its 52-week range of 19 to 46 into the expected release of results after the bell on October 30.​
​
CME Group (CME) November weekly call option implied volatility is at 35, November is at 24; compared to its 52-week range of 17 to 34 into the expected release of results before the bell on October 30.​
​
Columbia (COLM) November option implied volatility is at 40, December is at 28; compared to its 52-week range of 21 to 41 into the expected release of results after the bell on October 30.​
​
Cirrus Logic (CRUS) November weekly call option implied volatility is at 94, November is at 47; compared to its 52-week range of 29 to 71 into the expected release of results after the bell on October 30. Call put ratio 1 call to 8 puts with focus on December 50 puts. ​
​
Crox (CROX) November call option implied volatility is at 64, December is at 49; compared to its 52-week range of 38 to 72 into the expected release of results before the bell on October 30.​
​
Cree (CREE) November weekly call option implied volatility is a 132, November is at 66; compared to its 52-week range of 30 to 60 into the expected release of results after the bell on October 30.​
​
Deutsche Bank (DB) November weekly call option implied volatility is a 49, November is at 36; compared to its 52-week range of 34 to 61 into the expected release of results before the bell on October 30.​
​
Etsy (ETSY) November weekly call option implied volatility is at 160, November is at 75; compared to its 52-week range of 40 to 95 into the expected release of results after the bell on October 30.​
​
Facebook (FB) November weekly call option implied volatility is at 85, November is at 43; compared to its 52-week range of 22 to 53 into the expected release of results after the bell on October 30. Call put ratio 4.6 calls to 1 put with focus on November weekly 190 and 195 calls.​
​
GlaxoSmithKline (GSK) November weekly call option implied volatility is at 25, November is at 19; compared to its 52-week range of 13 to 30 into the expected release of results on October 30. Call put ratio 8 calls to 1 put with focus on November weekly 46 calls.​
​
Hyatt (H) November option implied volatility is at 25, December is at 21; compared to its 52-week range of 20 to 38 into the expected release of results after the bell on October 30.​

KLA Corp (KLAC) November call option implied volatility is at 37, December is at 21; compared to its 52-week range of 26 to 57 into the expected release of results after the bell on October 30.​
​
Motorola Solutions (MSI) November call option implied volatility is at 34, December is at 27; compared to its 52-week range of 18 to 41 into the expected release of results after the bell on October 30.​
​
Pilgrims Price (PPC) November call option implied volatility is at 39, December is at 33; compared to its 52-week range of 29 to 51 into the expected release of results after the bell on October 30.​
​
Starbucks (SBUX) November weekly call option implied volatility is at 58, November is at 30, December 21; compared to its 52-week range of 15 to 39 into the expected release of results after the bell on October 30.​
​
SunPower (SPWR) November weekly call option implied volatility is a 160, November is at 86; compared to its 52-week range of 46 to 91 into the expected release of results on October 30. Call put ratio 8.1 calls to 1 put with focus on November weekly 10 calls. ​
​
Tupperware Brand (TUP) November weekly option implied volatility is at 88, November is at 61; compared to its 52-week range 32 to 81 of into the expected release of results on October 30.​
​
Vertex (VRTX) November weekly call option implied volatility is at 48, November is at 30; compared to its 52-week range of 26 to 48 into the expected release of results after the bell on October 30.​
​
Western Digital (WDC) November weekly call option implied volatility is at 91, November is at 50; compared to its 52-week range of 37 to 73 into the expected release of results after the bell on October 30.​
​
WellCare (WCG) November and December call option implied volatility is at 18; compared to its 52-week range of 19 to 50 into the expected release of results after the bell on October 30.​
​
Apple (AAPL) November weekly call option implied volatility is a 56, November is at 30; compared to its 52-week range of 19 to 46 into the expected release of 19 top 46 results after the bell on October 30. Call put ratio 2.1 calls to 1 put. ​
​
Williams Co (WMB) November weekly call option implied volatility is a 46, November is at 29; compared to its 52-week range of 19 to 58 into the expected release of results after the bell on October 30.​
​
Yum Brands (YUM) November option implied volatility is at 25, December is at 20; compared to its 52-week range of 14 to 30 into the expected release of results on October 30.​
​
Increasing unusual option volume: RRD TXRH ASN HXL QGEN VRSK SBGL MRTX AWI QGEN​
Increasing unusual call option volume: TXRH FIZZ MRTX SBGL QGEN AWI ENTG DVY WES GRUB​
Increasing unusual put option volume: XNET OI FTV R DLR BTI QSR XRX LSCC SONO AKAM XPO​
Options with decreasing option implied volatility: MRTX IRBT SNAP SMSI SKX ALGN GGAL YPF NOW KN T TWTR​
Active options October 29: TSLA AMD BYND FB AAPL PFE MSFT GE GM BAC ROKU GOOGL SHOP SNAP AMZN BABA TWTR NVDA VALE GRUB​
​