Mid-session IV Report August 19, 2019

Mid-session IV Report August 19, 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: PCG TBT ARMK ZS DB ZYNE NVCR ​

Popular stocks with increasing unusual volume: BYND X IQ JD LYFT PCG​

Option implied volatility comes in as markets rally​
​​
PG&E Corp. (PCG) August weekly call option implied volatility is at 193, September is at 139; compared to its 52-week range of 28 to 201 following a downgrade to sell at Citi after Tubbs fire allowed to go to jury. Call put ratio 1 call to 1.7 puts with focus on August weekly 10 puts. ​
​
General Electric (GE) August weekly call option implied volatility is at 60, September is at 46; compared to its 52-week range of 22 to 72. Call put ratio 1 call to 1.2 puts with focus on August weekly 9 calls and 8 puts.​
​
Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 38, September and October is at 33; compared to its 52-week range of 21 to 36. Call put ratio 1.2 calls to 1 put with focus on September 28 calls. ​

iQIYI (IQ) August weekly call option implied volatility is at 119, September is at 63; compared to its 52-week range of 46 to 79 into the expected release of quarter results today after the bell. Call put ratio 3.3 calls to 1 put with focus on august weekly 19 calls.​

Home Depot (HD) August weekly call option implied volatility is at 48, September is at 25; compared to its 52-week range of 14 to 38 into the expected release of quarterly results before the bell on August 20. Call put ratio 1.6 calls to 1 put with focus on August 210 calls. ​

Kohls (KSS) August weekly call option implied volatility is at 108, September is at 48; compared to its 52-week range of 27 to 64 into the expected release of quarterly results before the bell on August 20.​

Madison Square Garden (MSG) September call option implied volatility is at 27, October is at 23; compared to its 52-week range of 21 to 41 into the expected release of quarterly results before the bell on August 20.​

Medtronic (MDT) September call option implied volatility is at 22, October is at 15; compared to its 52-week range of 13 to 38 into the expected release of quarterly results before the bell on August 20.​

TJX Companies (TJX) September call option implied volatility is at 29, October is at 25; compared to its 52-week range of 16 to 38 into the expected release of quarterly results after the bell on August 20. ​

Urban Outfitters (URBN) August weekly call option implied volatility is at 112, September is at 55; compared to its 52-week range of 31 to 61 into the expected release of quarterly results after the bell on August 20. Call put ratio 6.8 calls to 1 put with focus on September 22 calls. ​
​
Lyft (LYFT) August weekly call option implied volatility is at 77, August is at 55; is at compared to its 12-week range of 43 to 78 as insiders get their first chance to sell shares.​
​
Uber (UBER) August weekly call option implied volatility is at 59, September is at 43; compared to its 11- week range of 39 to 63.​
​
YPF S.A. (YPF) August weekly call option implied volatility is at 53, September is at 25; compared to its 52-week range of 33 to 79.​
​
Increasing unusual option volume: VRAY CWEN FRO SSW EAF TEF DRYS UYG EL UBS IONS ​
Increasing unusual call option volume: VRAY EL PCG BRFS NAT LPX UBS NAT LPX IGT URBN WTI​
Increasing unusual put option volume: VRAY TEF RPD PCG VRAY IOVA EL EVRI​
Options with decreasing option implied volatility: DCPH PVTL LK GOOS DUST GGAL YY WB SPY SINA EL TNA YPF ​
Active options: AAPL MSFT GE AMD NVDA BABA BAC FB AMZN LYFT TSLA NFLX MU T BIDU JD CSCO X BYND IQ ​
​
​