Mid-session IV Report August 13, 2019​

Mid-session IV Report August 13, 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: KR BABA GLD GDX KGC DDS M NVDA WMT AMAT BABA CGC TLRY ​

Popular stocks with increasing unusual volume: JD KHC X UBER​
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Gold in focus: Price is higher. Volume is up. IV is up.
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Market Vectors Gold Miners ETF (GDX) August call option implied volatility is at 40, September is at 34; compared to its 52-week range of 21 to 36 as gold up 20% in 90 days.​

SPDR Gold Trust (GLD) August call option implied volatility is at 25, September is at 17; compared to its 52-week range of 8 to 18 as gold up 20% in 90 days.​

Newmont Mining (NEM) August call option implied volatility is at 36, July is at 29; compared to its 52-week range of 21 to 38 as gold up 20% in 90 days.​
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Kinross Gold (KGC) August call option implied volatility is at 57, September 50; compared to its 52-week range of 28 to 58 as gold up 20% in 90 days.​

Direxion Daily Gold Miners Bull 3x Shares (NUGT) August call option implied volatility is at 117, September is at 90; compared to its 52-week range of 51 to 107. ​
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Barrick Gold (GOLD) August call option implied volatility is at 47, September is at 38; compared to its 52-week range of 21 to 45. ​
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Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) August call option implied volatility is at 133, September is at 122; compared to its 52-week range of 63 to 131. ​​
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iShares Gold Trust (IAU) August call option implied volatility is at , September is at ; compared to its 52-week range of 9 to 20. ​
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Market Vector Junior Gold Miners Etf (GDXJ) August call option implied volatility is at , September is at 32; compared to its 52-week range of 22 to 43. ​
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Cisco (CSCO) August call option implied volatility is at 71, September is at 34; compared to its 52-week range of 15 to 41 into the expected release of quarterly results after the bell on August 14. ​

Canadian Goose (GOOS) August call option implied volatility is at 158, September is at 66; compared to its 52-week range of 37 to 84 into the expected release of quarterly results on August 14. ​

NetApp (NTAP) August call option implied volatility is at 83, September is at 34; compared to its 52-week range of 22 to 63 into the expected release of quarterly results after the bell on August 14.​

Agilent (A) August call option implied volatility is at 85, September is at 38; compared to its 52-week range of 17 to 41 into the expected release of quarterly results after the bell on August 14. ​

Canopy Growth (CGC) August call option implied volatility is at 124, September is at 65; compared to its 52-week range of 41 to 110 into the expected release of quarterly results on August 14. Call put ratio 3 calls to 1 put with focus on August 33.50 calls.​

Macys (M) August call option implied volatility is at 113, September is at 42; compared to its 52-week range of 30 to 60 into the expected release of quarterly results before the bell on August 15.​
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Walmart (WMT) August call option implied volatility is at 57, 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 53, September is at 37; compared to its 52-week range of to into the expected release of quarterly results before the bell on August 15.​
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Canadian Solar (CSIQ) August call option implied volatility is at , September is at ; compared to its 52-week range of 35 to 78 into the expected release of quarterly results before the bell on August 15.​

NVIDIA (NVDA) August call option implied volatility is at 100, 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.​

Tapestry (TPR) August call option implied volatility is at , September is at ; compared to its 52-week range of 19 to 59 into the expected release of quarterly results before the bell on August 15.​

Tilray (TLRY) August call option implied volatility is at 138, September is at 74; compared to its 52-week range of 48 to 314 into the expected release of quarterly results before the bell on August 15.​

Luckin Coffee (LK) August call option implied volatility is at 199, September is at 102; 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. ​
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Option implied volatility for U.S. freight haulers as stocks at low end of range on worries of moderating demand​

ArcBest (ARCB) 30 day option implied volatility is at 48; compared to its 52-week range of 35 to 74​
J.B. Hunt (JBHT) 30 day option implied volatility is at 32; compared to its 52-week range of 20 to 43​
Knight-Swift (KNX) 30 day option implied volatility is at 60; compared to its 52-week range of 31 to 67​
Old Dominion (ODFL) 30 day option implied volatility is at 34; compared to its 52-week range of 24 to 47​
Werner (WERN) 30 day option implied volatility is at 35; compared to its 52-week range of 25 to 60​
Schneider National (SNDR) 30 day option implied volatility is at 40; compared to its 52-week range of 30 to 50​
YRC Worldwide (YRCW) 30 day option implied volatility is at 97; compared to its 52-week range of 42 to 141​
UPS (UPS) 30 day option implied volatility is at 25; compared to its 52-week range of 15 to 42​
FedEx (FDX) 30 day option implied volatility is at 32; compared to its 52-week range of 17 to 42, shares near three-year low​
Increasing unusual option volume: PEGI WEC AMPE YANG CDK CM BE AAP TCO​
Increasing unusual call option volume: AAP DCPH TMV​
Increasing unusual put option volume: PEGI BE CDK CM HRB ARQL DCPH​
Options with decreasing option implied volatility: STMP COMM MAXR AMAG DDD ROKU YELP AAP WW ​
Active options: AAPL AMD JD GE BAC MSFT ROKU BABA MU FB TSLA AMZN NVDA NFLX KHC T UBER TWTR X CSCO​
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