Mid-session IV Report August 12, 2020

Mid-session IV Report August 12, 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: CSCO NVAX INO PTON TSLA TMUS COUP SHY

Popular stocks with increasing unusual volume: QCOM ROKU AMD TSLA

Apple (AAPL) August weekly call option implied volatility is at 39, August is at 35; compared to its 52-week range of 18 to 90. Call put ratio 2.3 calls to 1 put.

Facebook (FB) August weekly call option implied volatility is at 43, August is at 37; compared to its 52-week range of 20 to 81. Call put ratio 3.3 calls to 1 put with focus on August weekly 265 calls as shares rally 2.4%.

Option implied volatility increases into quarter results and outlook

Cisco (CSCO) August weekly call option implied volatility is at 90, August is at 48, September is at 34; compared to its 52-week range of 17 to 87 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put with focus on September calls.

Fossil (FOSL) August weekly call option implied volatility is at 230, August is at 140; compared to its 52-week range of 56 to 172 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 put with focus on August 4.5 and 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.

SmileDirectClub (SDC) August weekly call option implied volatility is at 188, August is at 129; compared to its 52-week range of 58 to 107 into the expected release of quarter results after the bell on August 12. Call put ratio 10.3 calls to 1 put with focus on August weekly 9 calls.

Baidu (BIDU) August weekly call option implied volatility is at 113, August is at 66; compared to its 52-week range of 27 to 81 into the expected release of quarter results after the bell on August 13. Call put ratio 5.1 calls to 1 put.

Dillards (DDS) August call option implied volatility is at 113, September is at 82; compared to its 52-week range of 37 to 160 into the expected release of quarter results before the bell on August 13.

Farfetch (FTCH) August weekly call option implied volatility is at 130, August is at 86; compared to its 52-week range of 56 to 125 into the expected release of quarter results after the bell on August 13.

iQIYI (IQ) August weekly call option implied volatility is at 143, August is at 111; compared to its 52-week range of 39 to 133 into the expected release of quarter results after the bell on August 13. Call put ratio 30 calls to 1 put with focus on January 25 calls.

Netease (NTES) August weekly call option implied volatility is at 53, August is at 42; compared to its 52-week range of 27 to 75 into the expected release of quarter results on August 13.

Tapestry (TPR) August weekly call option implied volatility is at 149, August is at 91; compared to its 52-week range of 30 to 182 into the expected release of quarter results after the bell on August 13.

DraftKings (DKNG) August weekly call option implied volatility is at 177, August is at 122; compared to its 52-week range of 54 to 142 into the expected release of quarter results after the bell on August 14. Call put ratio 1.6 calls to 1 put.

NVIDIA (NVDA) August weekly call option implied volatility is at 48, August is at 67; compared to its 52-week range of 28 to 110 into the expected release of quarter results on August 19.

Alibaba (BABA) August weekly call option implied volatility is at 48, August is at 59; compared to its 52-week range of 22 to 63 into the expected release of quarter results before the bell on August 20.

Increasing unusual option volume: JMIA CORN YPF VICI
Increasing unusual call option volume: CORN ABUS CS STM JNPR AN
Increasing unusual put option volume: YPF MLCO JMIA ANGI HST
Options with decreasing option implied volatility: MCRB ITCI TLRY NIO CGC APT CRON DDD
Active options: AAPL TSLA AMD MSFT FB BA BAC NIO SRNE ROKU UBER AAL JPM QCOM WFC MRNA DIS INO AMZN CSCO