Mid-session IV Report August 20, 2019

Mid-session IV Report August 20, 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: MDCO CONE GE EXEL PCG TBT ARMK ZS ZYNE​

Popular stocks with increasing unusual volume: TEVA T IQ DIS HD KSS​
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Teva Pharma (TEVA) August weekly call option implied volatility is at 87, September is at 75; compared to its 52-week range of 29 to 106 after Endo International plc (NASDAQ: ENDP) confirmed a settlement in principle to resolve opioid cases in Ohio. Call put ratio 1 call to 1.6 put with focus on January 7.5 puts as shares rally 8%. ​

Mallinckrodt (MNK) August weekly call option implied volatility is at 114, September is at 77; compared to its 52-week range of 42 to 147 after Endo International plc (NASDAQ: ENDP) confirmed a settlement in principle to resolve opioid cases in Ohio. Bid ask spreads are wide.​
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Endo International plc (ENDP) August weekly call option implied volatility is at 190, September is at 95; compared to its 52-week range of 47 to 141 after confirmed a settlement in principle to resolve opioid cases in Ohio. Bid ask spreads are wide. ​
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Urban Outfitters (URBN) August weekly call option implied volatility is at 130, September is at 59; compared to its 52-week range of 31 to 61 into the expected release of quarter financial results today after the bell. Call put ratio 8.1 calls to 1 put with focus on August weekly 23.50 and September weekly 21.50 calls. ​
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Analog Devices (ADI) August weekly call option implied volatility is at 60, September is at 34; compared to its 52-week range of 19 to 43 into the expected release of quarter financial results on August 21.​

L Brands (LB) August weekly call option implied volatility is at 122, September is at 58; compared to its 52-week range of 31 to 69 into the expected release of quarter financial results after the bell on August 21.​

Lowes (LOW) August weekly call option implied volatility is at 79, September is at 35; compared to its 52-week range of 17 to 42 into the expected release of quarter financial results before the bell on August 21.
Call put ratio 1 call to 2.3 puts with focus on August weekly puts.​

Nordstrom (JWN) August weekly call option implied volatility is at 120, September is at 60; compared to its 52-week range of 28 to 68 into the expected release of quarter financial results after the bell on August 21. Call put ratio 2.2 calls to 1 put with focus on August weekly calls. ​

Pinduoduo (PDD) September call option implied volatility is at 55, October is at 47; compared to its 52-week range of 38 to 125 into the expected release of quarter financial results before the bell on August 21. Call put ratio 2.8 calls to 1 put with focus on September 25 calls. ​

Splunk (SPLK) August weekly call option implied volatility is at 108, September is at 47; compared to its 52-week range of 19 to 44 into the expected release of quarter financial results after the bell on August 21. Call put ratio 3.7 calls to 1 put with focus on August weekly 125 calls.​

Target (TGT) August weekly call option implied volatility is at 79, September is at 35; compared to its 52-week range of into the expected release of quarter financial results before the open on August 21. Call put ratio 3 calls to 1 put with focus on August weekly 88 calls.​

Dicks Sporting Goods (DKS) August weekly call option implied volatility is at 118, September is at 52; compared to its 52-week range of 28 to 62 into the expected release of quarter financial results before the bell on August 22. Call put ratio 2.4 calls to 1 put with focus on September 34 calls. ​

Gap (GPS) August weekly call option implied volatility is at 135, September is at 59; compared to its 52-week range of 28 to 61 into the expected release of quarter financial results on August 22. Call put ratio 1 call to 2.5 puts. ​
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Hormel Foods (HRL) August weekly call option implied volatility is at 47, September is at 24; compared to its 52-week range of 17 to 38 into the expected release of quarter financial results before the bell on August 22.
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HP (HPQ) August weekly call option implied volatility is at 77, September is at 41; compared to its 52-week range of 17 to 44 into the expected release of quarter financial results after the bell on August 22.​

Intuit (INTU) August weekly call option implied volatility is at 67, September is at 31; compared to its 52-week range of 18 to 46 into the expected release of quarter financial results after the bell on August 22.​

Ross Stores (ROST) September call option implied volatility is at 33, October is at 30; compared to its 52-week range of 19 to 40 into the expected release of quarter financial results after the bell on August 22. Call put ratio 1 call to 6.5 puts.​

Salesforce (CRM) August weekly call option implied volatility is at 71, September is at 34; compared to its 52-week range of 22 to 56 into the expected release of quarter financial results after the bell on August 22. Call put ratio 3.5 calls to 1 put with focus on August weekly 145 and September 145 calls. ​

Toro (TTC) September call option implied volatility is at 23, October is at 24; compared to its 52-week range of 23 to 53 into the expected release of quarterly results before the bell on August 22.​

VMWare (VMW) August weekly call option implied volatility is at 74, September is at 40; compared to its 52-week range of into the expected release of quarter financial results after the bell on August 22. Call put ratio 2.7 calls to 1 put. ​​
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Increasing unusual option volume: WB BBL KEYS ORC CNHI DECK ADVM NBRV MAC POST MEIP CNHI BBL NBRV​
Increasing unusual call option volume: ADVM DECK CNHI NBRV KEYS SKY ELAN QIWI CNHI DECK NBRV​
Increasing unusual put option volume: BVN MAC PTEN PLAN DNR WB APO ELAN ZIXI​
Options with decreasing option implied volatility: WB SINA EL OLED APO GOOS LK PVTL AVYA DCPH VIPS M TPR IQ​
Active options: AAPL AMD BIDU HD BYND NVDA MSFT NFLX GE TEVA BAC FB BABA IQ DIS AMZN CCJ T TSLA MU​
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