Mid-session IV Report August 15, 2019

Mid-session IV Report August 15, 2019

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: GE OSTK PCG BYND​ NVDA DE

Popular stocks with increasing unusual volume: GE BYND TEVA CGC M​
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General Electric (GE) August call option implied volatility is at 145, September is at 63; compared to its 52-week range of 22 to 72 after short report. Call put ratio 1 call to 2.4 put with focus on August 8.5 puts.​ Shares are down 13% to $7.85.
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Beyond Meat (BYND) August call option implied volatility is at 100, September is at 59; compared to its 10-week range of 72 to 140. Call put ratio 1 call to 1.3 puts August 150 and 152.50 puts active.​

Kellogg (K) August call option implied volatility is at 39, September is at 24; compared to its 52-week range of 18 to 34. Call put ratio 20 calls to 1 put with focus on August 62.50 and 65 calls. ​

Overstock.com (OSTK) August call option implied volatility is at 169, September is at 92; compared to its 52-week range of 66 to 138 as shares rally 11%. Call put ratio 5 calls to 1 put.​

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NVIDIA (NVDA) August call option implied volatility is at 154, September is at 50; compared to its 52-week range of 26 to 86 into the expected release of quarterly results today after the bell.​
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Applied Materials (AMAT) August call option implied volatility is at 107, September is at 43; compared to its 52-week range of 25 to 55 into the expected release of quarterly results today.​

Deere (DE) August call option implied volatility is at 96, September is at 38; compared to its 52-week range of 21 to 44 into the expected release of quarterly results before the bell on August 16. Call put ratio 1 call to 2.3 puts with focus on August 143 puts.​
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Retailer option implied volatility bid ​

Target (TGT) August call option implied volatility is at 43, September is at 37; compared to its 52-week range of 19 to 44 as shares trade higher in sympathy with Walmart (NYSE: WMT) after results.​

Macy (M) August call option implied volatility is at 73, September is at 45; compared to its 52-week range of 30 to 61.​

Kohls (KSS) August call option implied volatility is at 63, September is at 55; compared to its 52-week range of 26 to 64. ​
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Nordstrom (JWN) August call option implied volatility is at 61, September is at 62; compared to its 52-week range of 28 to 66. Call put ratio 1 call to 2 puts. ​

TJX (TJX) August call option implied volatility is at 34, September is at 33; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 7.4 puts with focus on August 52.50 and September 47.50 puts.​

Urban Outfitters (URBN) August call option implied volatility is at 44, September is at 55; compared to its 52-week range of 31 to 64. ​

Gap (GPS) August call option implied volatility is at 63, September is at 60; compared to its 52-week range of 32 to 69.​

Abercrombie & Fitch (ANF) August call option implied volatility is at 72, September is at 71; compared to its 52-week range of 37 to 90. ​

L Brands (LB) August call option implied volatility is at 53, September is at 59; compared to its 52-week range of 32 to 68.​

Lowe’s (LOW) August call option implied volatility is at 43, September is at 39; compared to its 52-week range of 17 to 42.​

Home Depot (HD) August call option implied volatility is at 37, September is at 30; compared to its 52-week range of 14 to 38.​

AutoZone (AZO) August call option implied volatility is at 26, September is at 25; compared to its 52-week range of 20 to 37.​
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Shopify (SHOP) August call option implied volatility is at 63, September is at 50; compared to its 52-week range of 36 to 73.​
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At Home Group (HOME) September call option implied volatility is at 130; compared to its 52-week range of 37 to 147.​
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Amazon (AMZN) August call option implied volatility is at 38, September is at 30; compared to its 52-week range of 20 to 55.​

Increasing unusual option volume: JE HSC PVTL MNK UNFI ORC NVAX​
Increasing unusual call option volume: MNK JE EWH PVTL RY RUSL​
Increasing unusual put option volume: HSC UNFI PVTL EQT NVAX AAPN AEM​
Options with decreasing option implied volatility: XON RVLV CLVS FTCH YELP WMT​
Active options: GE BAC CSCO AAPL BABA TSLA AMD BYND NFLX FB MSFT WMT MNK NVDA BBBY AMZN C TEVA CGC M ​
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