Mid-session IV Report August 2, 2019​

Mid-session IV Report August 2, 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: VHC CRZO UVXY MDCO VIX TZA ANF VIXY ADNT VXX OKTA BBY SPXS CLDR AABA NTAP VZ SPLK VMW​

Popular stocks with increasing unusual volume: BYND PINS BA X T PBR MNST ​

Large technology option implied volatility is flat as overall market pulls back

Facebook (FB) August weekly call option implied volatility is at 36, August is at 34; compared to its 52-week range of 23 to 53.​

Apple (AAPL) August weekly call option implied volatility is at 35, August is at 33, September is at 29; compared to its 52-week range of 16 to 46.​

Micron (MU) August weekly call option implied volatility is at 49, August is at 48, September is at 44; compared to its 52-week range of 34 to 64.​

AMD (AMD) August weekly call option implied volatility is at 56, August is at 53, September is at 48; compared to its 52-week range of 41 to 97.​

Cisco (CSCO) August weekly call option implied volatility is at 31, August is at 39; compared to its 52-week range of 15 to 42 into expected release of quarter results on August 14.​
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Intel (INTC) August weekly call option implied volatility is at 31, August is at 31; compared to its 52-week range of 18 to 44.​
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Avis Budget (CAR) August call option implied volatility is at 66, September is at 48; compared to its 52-week range of 36 to 83 into the expected release of quarterly results on August 5. Call put ratio 6 calls to 1 put with focus on August 40 and 41 calls. ​
Caesars (CZR) August weekly call option implied volatility is at 29, September is at 14; compared to its 52-week range of 12 to 83 into the expected release of quarterly results after the bell on August 5.​

Continental Resources (CLR) August weekly call option implied volatility is at 69, September is at 52; compared to its 52-week range of 29 to 69 into the expected release of quarterly results after the bell on August 5.​

Loews (L) August call option implied volatility is at 16, September is at 19; compared to its 52-week range of 14 to 35 into the expected release of quarterly results before the bell on August 5.​

Marriott (MAR) August call option implied volatility is at 34, September is at 28; compared to its 52-week range of 19 to 40 into the expected release of quarterly results on August 5.​

Shake Shack (SHAK) August call option implied volatility is at 74, September is at 60; compared to its 52-week range of 31 to 73 into the expected release of quarterly results after the bell on August 5.​

Take-Two Interactive (TTWO) August call option implied volatility is at 74, September is at 58; compared to its 52-week range of 28 to 72 into the expected release of quarter results on August 5.​

Tenet Healthcare (THC) August weekly call option implied volatility is at 84, September is at 58; compared to its 52-week range of 37 to 79 into the expected release of quarter results after the bell on August 5.​

Tyson (TSN) August weekly call option implied volatility is at 42, September is at 36; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on August 5.​

Walt Disney (DIS) August weekly call option implied volatility is at 37, September is at 24; compared to its 52-week range of 15 to 35 into the expected release of quarterly results after the bell on August 6.​

Canada Goose (GOOS) August call option implied volatility is at 55, August is at 84, September is at 54; compared to its 52-week range of 48 to 87 into the expected release of quarterly results on August 7.​
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Roku (ROKU) August weekly (9) call option implied volatility is at 154, August is at 120; compared to its 52-week range of 45 to 103 into the expected release of quarterly results after the bell on August 7.​

Teva (TEVA) August weekly call option implied volatility is at 120, September is at 104; compared to its 52-week range of 29 to 75 into the expected release of quarter results on August 7.​
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Lyft (LYFT) August call option implied volatility is at 95, August is at 77, September is at 60; compared to its 12-week range of 42 to 79 into the expected release of quarter results on August 7.​
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Uber (UBER) August weekly call option implied volatility is at 86, August is at 68, September is at 48; compared to its 10-week range of 39 to 58 into the expected release of quarter results on August 7.​
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Increasing unusual option volume: EWA QRTEA BRKR GLUU ALXN GOGL BL NTAP​
Increasing unusual call option volume: QRTEA VAL GLUU FTNT APHA PXD GTN ALXN​
Increasing unusual put option volume: EWA BRKR QRTEA ALXN IRGP ALL GLUU QSR NTAP ZTO​
Options with decreasing option implied volatility: BYND LSCC MYL ENPH NLSN UAA CHGG NWL FSLR FLR TNDM PINS RDFN ETSY​
Active options: AAPL SQ AMZN MSFT TSLA FB AMD BAC BABA NFLX PBR MU BYND NVDA PINS BA CSCO X TWTR T ​
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