Mid-session IV Report August 11, 2020

Mid-session IV Report August 11, 2020

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: MESO TGTX EVOK CLVS AAL CORN BKLN LYFT EAT FOSL LMND M

Popular stocks with increasing unusual volume: XOM NIO AAL DAL V AFL DIS

Large cap tech % int S&P 500

Apple (AAPL) August weekly call option implied volatility is at 37, August is at 34; compared to its 52-week range of 18 to 90 amid comprising 6.4% of the S&P 500 total market value.

Facebook (FB) August weekly call option implied volatility is at 42, August is at 38; compared to its 52-week range of 20 to 81 amid comprising 2.6% of the S&P 500 total market value.

Amazon (AMZN) August weekly call option implied volatility is at 31, August is at 33; compared to its 52-week range of 16 to 68 amid comprising 5.4% of the S&P 500 total market value.

Alphabet (GOOGL) August weekly call option implied volatility is at 25, August is at 25; compared to its 52-week range of 14 to 75 amid comprising 3.4% of the S&P 500 total market value.

Microsoft (MSFT) August weekly call option implied volatility is at 32, August is at 31; compared to its 52-week range of 15 to 90 amid comprising 5.4% of the S&P 500 total market value.

Technology Select Sector Spdr Fund (XLK) July weekly call option implied volatility is at 27, August is at 26; compared to its 52-week range of 13 to 93 as shares at upper end of range. Call put ratio 1.4 calls to 1 put.

Brinker (EAT) August call option implied volatility is at 92, September is at 76; compared to its 52-week range of 29 to 329 into the expected release of quarter results before the bell on August 12.

Fossil (FOSL) August weekly call option implied volatility is at 212, August is at 138; compared to its 52-week range of 56 to 172 into the expected release of quarter results after the bell on August 12. Call put ratio 3.2 calls to 1 put with focus on August 5 calls.

Lyft (LYFT) August weekly call option implied volatility is at 149, August is at 98; compared to its 52-week range of 38 to 195 into the expected release of quarter results after the bell on August 12.

Lemonade (LMND) August call option implied volatility is at 143, September is at 106; compared to its 8-week range of 97 to 122 into the expected release of quarter results before the bell on August 12.

Macys (M) August weekly call option implied volatility is at 100, August is at 96; compared to its 52-week range of 39 to 164 into the expected release of quarter results before the bell on August 12. Call put ratio 2.5 calls to 1 put with focus on August weekly calls.

SmileDirectClub (SDC) August weekly call option implied volatility is at 177, August is at 137; compared to its 52-week range of 58 to 107 into the expected release of quarter results after the bell on August 12.

Vipshop Holdings (VIPS) August weekly call option implied volatility is at 62, August is at 84; compared to its 52-week range of 39 to 90 into the expected release of quarter results on August 12.

Uber (UBER) 30-day option implied volatility is at 50; compared to its 26-week range of 36 to 200, Call put ratio 1.3 calls to 1 put after California Judge orders to classify drivers as employees.

Lyft (LYFT) 30-day option implied volatility is at 77; compared to its 26-week range of 37 to 195. Call put ratio 1 call to 1.5 puts after California Judge orders to classify drivers as employees and into the expected release of quarter results on August 12.

Increasing unusual option volume: IFF AFL CORN QRTEA JCI OMER MARA MLCO
Increasing unusual call option volume: AFL CORN JCI RF OMER MLCO AXTA MARA
Increasing unusual put option volume: AFL MLCO CNP CLVS FITB FHN ERIC GFI ALLY IAU
Options with decreasing option implied volatility: MRCB ITCI TLRY NVAX UPWK CGC AMRN
Active options: BAC AAPL NIO BA AAL JPM FB MSFT WFC XOM AMD GE INO C TSLA DAL V F DIS AFL