Mid-session IV Report August 25, 2020

Mid-session IV Report August 25, 2020

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: RKT SHLL SFIX AAPL DB COST LRN CCH ORTX

Popular stocks with increasing unusual volume: NIO AAL DKNG CRM ZM PFE WKHS

SPDR S&P 500 ETF Trust (SPY) August weekly call option implied volatility is at 16, September is at 16; compared to its 52-week range of 10 to 77 into Federal Reserve Chair Jerome Powell speaks at the Kansas City Fed’s annual central banking conference on Thursday. Call put ratio 1 call to 1 put.

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 26, September is at 25; compared to its 52-week range of 12 to 79 into Federal Reserve Chair Jerome Powell speaks at the Kansas City Fed’s annual central banking conference on Thursday. Call put ratio 1 call to 2.5 puts.

Autodesk (ADSK) August weekly call option implied volatility is at 87, September is at 46; compared to its 52-week range of 21 to 89 into the expected release of quarter results today after the bell.

Hewlett Packard Enterprise (HPE) August weekly call option implied volatility is at 83, September is at 45; compared to its 52-week range of 23 to 187 into the expected release of quarter results today after the bell. Call put ratio 10.4 calls to 1 put with focus on August weekly and September 10 calls.

Inuit (INTU) August weekly call option implied volatility is at 59, September is at 34; compared to its 52-week range of 19 to 93 into the expected release of quarter results today after the bell. Call put ratio 1 calls to 2.1 put.

Nordstrom (JWN) August weekly call option implied volatility is at 160, September is at 95; compared to its 52-week range of 32 to 171 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Pure Storage (PSTG) September call option implied volatility is at 75, October is at 67; compared to its 52-week range 31 to 113 into the expected release of quarter results today after the bell. Call put ratio 10 calls to 1 put with focus on September 20 and 22.50 calls.

Salesforce (CRM) August weekly call option implied volatility is at 75, September is at 40; compared to its 52-week range of 18 to 26 into the expected release of quarter results today after the bell. Call put ratio 5 calls to 1 put with focus on August weekly 210, 215 and 220 calls.

Toll Brothers (TOL) August weekly call option implied volatility is at 91, September is at 53; compared to its 52-week range of 21 to 146 into the expected release of quarter results today after the bell. Call put ratio 4.8 calls to 1 put with focus on August weekly 46 and 47 calls.

Urban Outfitters (URBN) August weekly call option implied volatility is at 105, September is at 64; compared to its 52-week range of 35 to 109 into the expected release of quarter results today after the bell. Call put ratio 1.2 call to 1 put with focus on August weekly 20 puts.

NetApp (NTAP) August weekly call option implied volatility is at 105, September is at 58; compared to its 52-week range of 25 to 121 into the expected release of quarter results after the bell on August 26.

Splunk (SPLK) August weekly call option implied volatility is at 105, September is at 51; compared to its 52-week range of 28 to 97 into the expected release of quarter results after the bell on August 26.

William-Sonoma (WSM) August weekly call option implied volatility is at 52, September is at 47; compared to its 52-week range of 18 to 97 into the expected release of quarter results after the bell on August 26.

Increasing unusual option volume: GRWG IVZ PLCE IMAX LI BBY PANW SJM
Increasing unusual call option volume: GRWG IVZ IMAX LI PLCE BBY SJM PANW TCO YETI
Increasing unusual put option volume: RIG PANW BBY FTCH PLCE WSM SHLL TCO MLCO
Options with decreasing option implied volatility: CRON BJ PDD FL BMRN PANW LOW TGT KEYW
Active options: NIO AAPL BAC FB INTC BABA AAL BA TSLA MSFT MU DKNG JPM RIG C AMD CRM ZM PFE WKHS