Mid-session IV Report August 1, 2019

Mid-session IV Report August 1, 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: KHC FLR GPRO EOG FSLR HLF XOM CVX NTNX ANF VKTX PLAY BBY OKTA AMBA DLTR ADSK TIF ULTA BURL DG

Popular stocks with increasing unusual volume: SCHW BYND SQ HAL SHOP

Kraft Heinz (KHC) August weekly call option implied volatility is at 25, August is at 58, September is at 33; compared to its 52-week range of 19 to 45. Call put ratio 5 calls to 1 put with focus on August 32.5 calls. Financial results are expected soon.

IWM, SPY & QQQ option implied volatility flat to low into July employment report

iShares Russell 2000 ETF (IWM) August weekly call option implied volatility is at 21, August is at 16; compared to its 52-week range of 12 to 34. Call put ratio 1.1 calls to 1 put with focus on ATM August weekly options.

S&P Dep Receipts (SPY) August weekly call option implied volatility is at 17, August is at 13; compared to its 52-week range of 9 to 32. Call put ratio 1 call to 1.9 puts.

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 22, August is at 13; compared to its 52-week range of 13 to 36. Call put ratio 1 call to 1.7 puts.

EOG Resources (EOG) August weekly call option implied volatility is at 68, September is at 39; compared to its 52-week range of 22 to 58 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 2 puts.

First Solar (FSLR) August weekly call option implied volatility is at 133, September is at 44; compared to its 52-week range of 30 to 56 into the expected release of quarterly results today after the bell. Call put ratio 3.8 calls to 1 put.

Flour (FLR) August call option implied volatility is at 177, September is at 68; compared to its 52-week range of 20 to 53 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 7.3 puts with focus on August 30 puts.

GoPro (GPRO) August call option implied volatility is at 244, September is at 81; compared to its 52-week range of 40 to 109 into the expected release of quarterly results today after the bell. Call put ratio 11 calls to 1 put with focus on August 6 calls.

Herbalife (HLF) August weekly call option implied volatility is at 157, September is at 49; compared to its 52-week range of 21 to 47 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 35 puts with focus on August weekly (9) 41 puts.

Motorola Solutions (MSI) August call option implied volatility is at 34, September is at 26; compared to its 52-week range of 17 to 45 into the expected release of quarterly results today after the bell. Call put ratio 11 calls to 1 put.

Redfin (RDFN) August call option implied volatility is at 68, September is at 50; compared to its 52-week range of 41 to 106 into the expected release of quarterly results today after the bell.

United States Steel (X) August call option implied volatility is at 166, September is at 49; compared to its 52-week range of 34 to 64 into the expected release of quarterly results today after the bell. Call put ratio 4.3 calls to 1 put.

XPO Logistics (XPO) August call option implied volatility is at 59, September is at 46; compared to its 52-week range of 37 to 94 into the expected release of quarterly results today after the bell. Call put ratio 2 calls to 1 put with focus on August 60 calls.

Exxon Mobil (XOM) August weekly call option implied volatility is at 53, August is at 22; compared to its 52-week range of 13 to 39 into the expected release of quarterly results before the open on August 2.

Cboe Global Markets (CBOE) August weekly call option implied volatility is at 54, August is at 24; compared to its 52-week range of 19 to 39 into the expected release of quarterly results before the open on August 2.

Chevron (CVX) August weekly call option implied volatility is at 45, August is at 23; compared to its 52-week range of 16 to 39 into the expected release of quarterly results before the open on August 2.

Ferrari (RACE) August weekly call option implied volatility is at 105, August is at 38; compared to its 52-week range of 21 to 44 into the expected release of quarterly results on August 2.

Newell Brands (NWL) August call option implied volatility is at 72, September is at 45; compared to its 52-week range of 27 to 95 into the expected release of quarterly results on August 2. Call put ratio 2.7 calls to 1 put.

Berkshire Hathaway (BRK/B) August weekly call option implied volatility is at 20, August is at 19; compared to its 52-week range of 13 to 35 into the expected release of quarterly results on August 2.

Qualcomm (QCOM) August weekly call option implied volatility is at 44, August is at 33, September is at 30; compared to its 52-week range of 19 to 45 after the release of quarter results. Call put ratio 1 call to 1 put.

YETI Holdings (YETI) August call option implied volatility is at 142, September is at 63; compared to its 52-week range of 48 to 97 after quarter results.

Options with decreasing option implied volatility: RTRX BYND FLEX LSCC ENPH MYL KEM ZBRA FEYE GRUB GM VZ
Increasing unusual option volume: SCHW NDAQ MEOH AAWW TWOU PAAS PS DIN MGNX RES RUBI TAN
Increasing unusual call option volume: SCHW TWOU PAAS NDAQ MGNX PENN SPWR PS BYD ABMD K
Increasing unusual put option volume: SCHW DIN ASHR ADNT SRCL FIT MMP JAG CRK TWOU CVA SEE LNC
Active options: AAPL SCHW BYND AMD MSFT FB QCOM TWTR BABA TSLA AMZN NFLX BAC PAAS MU SHOP TWLO SQ NVDA HAL