Mid-session IV Report August 16, 2019

Mid-session IV Report August 16, 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.​
​
Options with increasing option implied volatility: MDCO PCG EXEL NVAX​

Popular stocks with increasing unusual volume: TEVA GE BYND AMAT ROKU​

Option implied volatility ticking lower as markets experience an intra-day rally​ into Jackson Hole
​
General Electric (GE) August call option implied volatility is at 100, August weekly is at 69, September is at 49; compared to its 52-week range of 22 to 72 a day after a short report. Call put ratio 1.3 calls to 1 put with focus on ATM calls and puts​
​
Market Vectors Gold Miners ETF (GDX) August weekly, September and October call option implied volatility is at 34; compared to its 52-week range of 21 to 36 as gold trades down 1%. Call put ratio 5.3 calls to 1 put with focus on October 36 calls. ​
​
Baidu (BIDU) August weekly call option implied volatility is at 84, September is at 49; compared to its 52-week range of 26 to 58 into the expected release of quarter results after the bell on August 19.​

Estee Lauder (EL) September call option implied volatility is at 35, October is at 30; compared to its 52-week range of 18 to 41 into the expected release of quarter results on August 19. Call put ratio 2.2 calls to 1 put with focus on September 175 calls. ​

iQIYI (IQ) August weekly call option implied volatility is at 99, September is at 64; compared to its 52-week range of 46 to 79 into the expected release of quarter results after the bell on August 19. Call put ratio 7.8 calls to 1 put with focus on august weekly 18 calls.​

Regis (RGS) 30 day option implied volatility is at 45; compared to its 52-week range of 21 to 52 into the expected release of quarter results before the bell on August 19. ​
​
Beyond Meat (BYND) August weekly call option implied volatility is at 67, September is at 59; compared to its 10-week range of 72 to 140. Call put ratio 1 call to 1.6 puts with focus on August 148 puts.​

Kellogg (K) September call option implied volatility is at 23, December is at 22; compared to its 52-week range of 18 to 34. Call put ratio 7 calls to 1 put with focus on September and January 65 calls a day after unconfirmed & renewed M&A chatter. ​

Overstock.com (OSTK) August weekly call option implied volatility is at 109, September is at 117; compared to its 52-week range of 66 to 138 as shares continue to have wide price movements. Call put ratio 2.2 calls to 1 put.​
​
Increasing unusual option volume: SPIKE VIAV VGK INSP MIDD ORC​
Increasing unusual call option volume: LNC SPIKE RTRX INSP WAB VIAV EXEL​
Increasing unusual put option volume: VGK HIMX PVTL ELAN PLCE ORC GPS​
Options with decreasing option implied volatility: PVTL GOOS YY JD NVDA TPR AAP NTAP A SYY WMT​
Active options: GE AAPL AMD NVDA TSLA BAC BABA MSFT NFLX BYND JD FB AMZN AMAT MU C CSCO GPS ROKU TEVA​
​