Mid-session IV Report August 26, 2019

Mid-session IV Report August 26, 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: JNJ ZIOP FSLY ALXN ZGNX MLNX BB JKS NVAX​

Popular stocks with increasing unusual volume: BYND TGT BMY ROKU CRM AMGN​

S&P Dep Receipts (SPY) August weekly call option implied volatility is at 27, September is at 20; compared to its 52-week range of 9 to 32 into expected President Trump comments at G7. Call put ratio 1 call to 1.4 puts.
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Johnson & Johnson (JNJ) August call option implied volatility is at 54, September is at 49; compared to its 52-week range of 26 to 73 into judge expected to rule in J&J opioid case. Call put ratio 1 to 3.6 puts with focus on September 128 and January 90 puts.​

Mylan (MYL) August weekly call option implied volatility is at 55, September is at 32; compared to its 52-week range of 13 to 33 into judge expected to rule in Johnson & Johnson (NYSE: JNJ) opioid case. Call put ratio 16 calls to 1 put with focus on September 21 calls.​

Teva (TEVA) August weekly call option implied volatility is at 137, September is at 83; compared to its 52-week range of 28 to 105 into judge expected to rule in Johnson & Johnson (NYSE: JNJ) opioid case. Call put ratio 2.4 calls to 1 put with focus on October 12 calls.​

Mallinckrodt (MNK) August weekly call option implied volatility is at 120, September is at 111; compared to its 52-week range of 44 to 158 into judge expected to rule in Johnson & Johnson (NYSE: JNJ) opioid case. Call put ratio 1 call to 15.6 puts with focus on January puts.​
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Autodesk (ADSK) August weekly call option implied volatility is at 95, September is at 48; 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 70, September is at 42; compared to its 52-week range of 21 to 41 into the expected release of quarter financial results after the bell on August 27. Call put ratio 2.2 calls to 1 put. ​
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Box (BOX) September call option implied volatility is at 63, October is at 48; compared to its 52-week range of 32 to 81 into the expected release of quarter financial results after the bell on August 28. Call put ratio 3 calls to 1 put.​
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Tiffany (TIF) August weekly call option implied volatility is at 85, September is at 44; 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 166, September is at 87; 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 112, September is at 56; 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 105, September is at 53; 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 99, September is at 49; 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 85, September is at 43; compared to its 52-week range of 19 to 49 into the expected release of quarter financial results before the bell on August 29. August weekly 97 calls and August weekly 88 puts active.​
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Dell Technologies (DELL) September call option implied volatility is at 55, October is at 46; compared to its 52-week range of 27 to 57 into the expected release of quarter financial results after the bell on August 29. Call put ratio 8.6 calls to 1 put with focus on December 50 and 55 calls.
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Ulta Beauty (ULTA) August weekly call option implied volatility is at 89, September is at 45; 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 89, September is at 51; compared to its 52-week range of 27 to 60 into the expected release of quarter financial results on August 29.​

Increasing unusual option volume: EFX SBGI EGO ROK TEF JKS​
Increasing unusual call option volume: ROK EGO JKS FSLY LPI MDCO​
Increasing unusual put option volume: EFX SE SBGI EPI NRG KMX TEF​
Options with decreasing option implied volatility: MDCO RTRX PVTL FL PSTG RRGB CELG ALXN GLD SPY USO MSFT GPS MS AAPL​
Active options: AMD AAPL MSFT BA BAC AMZN FB GE TSLA NFLX BABA ROKU NVDA MU CRM BYND DIS TGT SE BMY​
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