Mid-session IV Report August 12, 2019

Mid-session IV Report August 12, 2019
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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.​
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Options with increasing option implied volatility: JD BABA CSCO LK WMT GGAL YPF FTCH MELI EWH ROKU EWZ BG NKTR BBAR​

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Popular stocks with increasing unusual volume: UBER GOLD ROKU AMGN UBER UNP JD ​

Gold option volume, option implied volatility and price trends higher​
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Market Vectors Gold Miners ETF (GDX) August call option implied volatility is at 39, September is at 35; compared to its 52-week range of 18 to 35. Call put ratio 4.8 calls to 1 put with focus on February 35 calls after steep slide in U.S. government-bond yields last week left has investors pondering the unthinkable: negative interest rates in the U.S. Globally, more than $15 trillion in government debt has a negative yield, meaning those bond holders essentially pay to store their money. Fears of a currency war, the trade dispute, slowing global growth and financial-market turmoil have sparked discussion about the forces that have dragged yields below zero elsewhere.​. ​
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JPMorgan (JPM) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 40. Call put ratio 1 call to 1.7 puts with focus on August 106 puts. ​

Bank of America (BAC) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 47. Call put ratio 1.9 calls to 1 put with focus on August 28 calls.​

Citi (C) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 55. Call put ratio 1.4 calls to 1 put ​

Goldman Sachs (GS) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 50. Call put ratio 1.6 calls to 1 put with focus on August and October 200 calls.

Wells Fargo (WFC) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 44. Call put ratio 1 call to 1.5 puts with focus on August 43 and 45 puts.​
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Apple (AAPL) August call option implied volatility is at 34, September is at 30; compared to its 52-week range of 16 to 46. Call put ratio 1 call to 1 put.​

​Roku (ROKU) August call option implied volatility is at 77, September is at 60; compared to its 52-week range of 45 to 102 as shares rally 7%. Call put ratio 1.5 calls to 1 put with focus on August 132 and 135 calls.​

IV up into quarterly results

​JD.com (JD) August call option implied volatility is at 95, September is at 51; compared to its 52-week range of 30 to 68 into the expected release of quarterly results on August 13.​
​Riot Blockchain (RIOT) August put option implied volatility is at 97, September is at 122; compared to its 52-week range of 97 to 257 into the expected release of quarterly results after the bell on August 13.​
​58.com (WUBA) August call option implied volatility is at 52, September is at 49; compared to its 52-week range of 35 to 68 into the expected release of quarterly results after the bell on August 14. September 50 puts are active.​
Advance Auto Parts (AAP) August call option implied volatility is at 92, September is at 41; compared to its 52-week range of 22 to 54 into the expected release of quarterly results before the bell on August 13.​
Avaya (AVYA) August put option implied volatility is at 193, September is at 85; compared to its 52-week range of 33 to 110 into the expected release of quarterly results on August 13.​
Cisco (CSCO) August call option implied volatility is at 61, September is at 33; compared to its 52-week range of 15 to 41 into the expected release of quarterly results after the bell on August 14. Call put ratio 2.3 calls to 1 put with focus on August 52.50 calls. ​
Luckin Coffee (LK) August call option implied volatility is at 171, September is at 92; compared to its 52-week range of 69 to 120 into the expected release of quarterly results before the bell on August 15. Call put ratio 1.1 calls to 1 put with focus on August 25 calls. ​
Macys (M) August call option implied volatility is at 104, September is at 54; compared to its 52-week range of 30 to 60 into the expected release of quarterly results before the bell on August 15.​
Canadian Goose (GOOS) August call option implied volatility is at , September is at ; compared to its 52-week range of 37 to 84 into the expected release of quarterly results on August 14. Call put ratio 1 call to 3.7 puts with focus on September 35 puts.​
​Agilent (A) August call option implied volatility is at 145, September is at 67; compared to its 52-week range of 17 to 41 into the expected release of quarterly results after the bell on August 14. Call put ratio 1 call to 5.4 puts with focus on August 42 and 42.50 puts. ​
Canopy Growth (CGC) August call option implied volatility is at 110, September is at 64; compared to its 52-week range of 41 to 110 into the expected release of quarterly results on August 14.​
Dillards (DDS) August call option implied volatility is at 90, September is at 53; compared to its 52-week range of 35 to 73 into the expected release of quarterly results before the bell on August 15.​
NetApp (NTAP) August call option implied volatility is at 77, September is at 44; compared to its 52-week range of 22 to 63 into the expected release of quarterly results after the bell on August 14.​
Walmart (WMT) August call option implied volatility is at 55, September is at 27; compared to its 52-week range of 14 to 30 into the expected release of quarterly results before the bell on August 15.​
Alibaba (BABA) August call option implied volatility is at 64, September is at 38; compared to its 52-week range of 24 to 58 into the expected release of quarterly results before the bell on August 15.​
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NVIDIA (NVDA) August call option implied volatility is at 96, September is at 49; compared to its 52-week range of 26 to 86 into the expected release of quarterly results after the bell on August 15.​

Marriott (MAR) August call option implied volatility is at 28, September is at 25; compared to its 52-week range of 19 to 40 as Hong Kong protesters shut down the Hong Kong airport after a night of clashes with police. Chinese authorities condemned weekend demonstrations as “the first signs of terrorism” in the semiautonomous city and vowed a merciless crackdown.​

Hilton (HLT) August call option implied volatility is at 25, September is at 25; compared to its 52-week range of 17 to 39. September 100 calls are active.​
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​Increasing unusual option volume: EXEL EWA LTHM PBCT SONO ATHM SNCR SONO RRR DXC​
Increasing unusual call option volume: EXEL DXC PBCT EWH HOLX L BMA WAB SONO MAT EWU​
Increasing unusual put option volume: LTHM ATHM SYY PAAS APPN DXC EWA PVTL ADVM FIS TSG​
Options with decreasing option implied volatility: SYY CLDR VIAB TMUS SYMC STMP COMM MAXR RVLV GSKY RTRX HIIQ APRN TEN​
Active options: AMD AAPL DXC ROKU BABA BAC NFL GE TSLA EXEL MSFT JD FB AMGN GOLD UBER AMZN SNAP NVDA C​
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