Mid-session IV Report August 14, 2020

Mid-session IV Report August 14, 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: ZS KR LQD BDSI TGTX M DISH GOCO KR

Popular stocks with increasing unusual volume: VAIC BIDU WMT M IQ

Option implied volatility into retailer’s quarter results

Home Depot (HD) August call option implied volatility is at 37, September is at 31; compared to its 52-week range 15 to 114 into the expected release of quarter results before the bell on August 18. Call put ratio 2.7 calls to 1 put.

Kohls (KSS) August call option implied volatility is at 114, September is at 81; compared to its 52-week range 29 to 159 into the expected release of quarter results before the bell on August 18. Call put ratio 3.3 calls to 1 put.

Walmart (WMT) August call option implied volatility is at 43, September is at 28; compared to its 52-week range 13 to 68 into the expected release of quarter results on August 18. Call put ratio 2.2 calls to 1 put with focus on August 135 call options.

GSX Techedu Inc. (GSX) August call option implied volatility is at 118, September is at 112; compared to its 52-week range 61 to 167 into the expected release of quarter results before the bell on August 24. Call put ratio 3.1 calls to 1 put.

Macy (M) call put ratio 14.5 calls to 1 put with focus on August weekly and August 7.5 calls

Ishares Silver Trust (SLV) August weekly option implied volatility is at 89, August is at 72, September is at 68; compared to its 52-week range of 14 to 94 as shares sell off 1.7%. Call put ratio 2.8 calls to 1 put.

GSX Techedu Inc. (GSX) August call option implied volatility is at 165, September is at 133; compared to its 52-week range 61 to 167 into the expected release of quarter results before the bell on August 24. Call put ratio 1 call to 2.2 puts.

DraftKings (DKNG) August weekly call option implied volatility is at 140, August is at 83, September is at 87; compared to its 52-week range of 54 to 142 after quarter results. Call put ratio 2.4 calls to 1 put with focus on August weekly calls as shares sell off 6%.

Ford (F) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 195. Call put ratio 4 calls to 1 put with focus on August and September 7 calls.

General Motors (GM) August weekly call option implied volatility is at 43, September is at 40; compared to its 52-week range of 21 to 187. Call put ratio 8.9 calls to 1 put with focus on August 27.50 calls.

Cisco (CSCO) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 87 after shares sold off after earnings guidance missed analysts’ predictions.

Rocket Companies (RKT) 30-day option implied volatility at 82. Call put ratio 3 calls to 1 put.

Increasing unusual option volume: QRTEA ELAN PRPL GRWG SWN KTOS RRR
Increasing unusual call option volume: QRTEA KTOS PRPL GRWG ELAN PSTG AMAT
Increasing unusual put option volume: SWN PRPL RRR HST XPO AR WHR FTCH
Options with decreasing option implied volatility: MCRB JMIA CPE GRPN NIO
Active options: AAPL TSLA NIO M AMD BA AMAT AMZN NVDA FB DKNG CSCO MSFT IQ BAC AAL VIAC WMT BIDU