Mid-session IV Report August 23, 2019

Mid-session IV Report August 23, 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: ​BBY ANF ADSK

Popular stocks with increasing unusual volume: CRM MRVL BA TGT GM CSCO ​
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Autodesk (ADSK) August weekly call option implied volatility is at 70, September is at 41; compared to its 52-week range of 23 to 69 into the expected release of quarter financial results after the bell on August 27.​

Hewlett Packard Enterprise (HPE) August weekly call option implied volatility is at 50, September is at 36; compared to its 52-week range of 21 to 41 into the expected release of quarter financial results after the bell on August 27.​
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Box (BOX) September call option implied volatility is at 48, October is at 40; compared to its 52-week range of 32 to 81 into the expected release of quarter financial results after the bell on August 28.​
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Tiffany (TIF) August weekly call option implied volatility is at 55, September is at 38; compared to its 52-week range of 21 to 51 into the expected release of quarter financial results before the bell on August 28.​
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Abercrombie & Fitch (ANF) August weekly call option implied volatility is at 120, September is at 73; compared to its 52-week range of 36 to 90 into the expected release of quarter financial results before the bell on August 29.​
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Ambarella (AMBA) August weekly call option implied volatility is at 72, September is at 45; compared to its 52-week range of 34 to 75 into the expected release of quarter financial results after the bell on August 29.​
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Best Buy (BBY) August weekly call option implied volatility is at 67, September is at 43; compared to its 52-week range of 23 to 57 into the expected release of quarter financial results before the bell on August 29.​

Burlington Stores (BURL) August weekly call option implied volatility is at 67, September is at 36; compared to its 52-week range of 23 to 51 into the expected release of quarter financial results before the bell on August 29.​
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Dollar General (DG) August weekly call option implied volatility is at 55, September is at 33; compared to its 52-week range of 15 to 40 into the expected release of quarter financial results before the bell on August 29.​
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Dollar Tree (DLTR) August weekly call option implied volatility is at 58, September is at 36; compared to its 52-week range of 19 to 49 into the expected release of quarter financial results before the bell on August 29.​
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Dell Technologies (DELL) September call option implied volatility is at 50, October is at 45; compared to its 52-week range of 27 to 57 into the expected release of quarter financial results after the bell on August 29.​
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Ulta Beauty (ULTA) August weekly call option implied volatility is at 69, September is at 44; compared to its 52-week range of 22 to 48 into the expected release of quarter financial results after the bell on August 29.​
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Workday (WDAY) August weekly call option implied volatility is at 63, September is at 46; compared to its 52-week range of 27 to 60 into the expected release of quarter financial results on August 29.​

Mattel (MAT) August weekly call option implied volatility is at 61, September is at 58; compared to its 52-week range of 34 to 70 after Hasbro (HAS) announced purchasing Entertainment One for $4B. Call put ratio 1 call to 1.9 puts as shares sell off 5%​
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BBY September weekly 55 call IV 55 up 6%, +10 strikes +10 contracts into EPS ​
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QQQ 30 days IV call 20.68 +1.2%, puts 20.61 +1.1%, +10 strikes +500 contracts into Powell Jackson Hole ​
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SPX 30 days IV call 15.9 +1%, puts 16.2 +1.3%, +10 strikes above +500 contracts into Powell at Jackson Hole ​
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Increasing unusual option volume: CBLK CNSL ENTG EXP IPI BREW ​
Increasing unusual call option volume: CBLK ERF BREW PVTL ENTG​
Increasing unusual put option volume: GM CSCO TGT RSX​
Options with decreasing option implied volatility: PVTL VMW CBLK GPS ROST VMW CRM RTRX CVM​
Active options: CRM AAPL GM GE BA TSLA AMZN NVDA AMD TGT BABA BAC FB NFLX ROKU MU GPS MSFT PVTL CSCO​
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