Mid-session IV Report August 26, 2020

Mid-session IV Report August 26, 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: SHLL NIO ANF RKT ACB CLVS AAPL COST FLDM CCH DDD WDAY NTAP SPLK BABA

Popular stocks with increasing unusual volume: CRM JD X RIG ROKU

Facebook (FB) August weekly call option implied volatility is at 60, August is at 44; compared to its 52-week range of 20 to 81 as shares rally 5.7%. Call put ratio 4.8 calls to 1 put.

Netflix (NFLX) August weekly call option implied volatility is at 54, September is at 42; compared to its 52-week range of 27 to 99 as shares rally 6.7%. Call put ratio 3.2 calls to 1 put.

DraftKings (DKNG) August weekly call option implied volatility is at 90, September is at 780; compared to its 52-week range of 54 to 142 as shares rally 1.4%. Call put ratio 3.2 calls to 1 put.

NIO Inc. (NIO) August weekly call option implied volatility is at 162, September is at 133; compared to its 52-week range of 77 to 221 as shares rally 10%. Call put ratio 4.2 calls to 1 put.

Calls active as Hurricane Laura intensifies to a Category 3

Generac Holdings (GNRC) September call option implied volatility is at 41, October is at 39; compared to its 52-week range of 25 to 100 amid Laura intensifies to a Category 3. Call put ratio 7.5 calls to 1 put.

Home Depot (HD) August weekly call option implied volatility is at 25, September is at 22; compared to its 52-week range of 15 to 113 amid Laura intensifies to a Category 3. Call put ratio 3.8 calls to 1 put with focus on August weekly 290 calls.

Lowe’s Cos. (LOW) August weekly call option implied volatility is at 30, September is at 26; compared to its 52-week range of 18 to 129 amid Laura intensifies to a Category 3. Call put ratio 6.5 calls to 1 put with focus on August weekly 170 calls.

Walmart (WMT) August weekly call option implied volatility is at 20, September is at 21; compared to its 52-week range of 12 to 67 amid Laura intensifies to a Category 3. Call put ratio 4.9 calls to 1 put.

IV into quarter results and outlook

NetApp (NTAP) August weekly call option implied volatility is at 123, September is at 52; compared to its 52-week range of 25 to 121 into the expected release of quarter results today after the bell.

Splunk (SPLK) August weekly call option implied volatility is at 143, September is at 51; compared to its 52-week range of 28 to 97 into the expected release of quarter results today after the bell.

William-Sonoma (WSM) September call option implied volatility is at 56, October is at 47; compared to its 52-week range of 18 to 97 into the expected release of quarter results today after the bell. Call put ratio 5.4 calls to 1 put.

Abercrombie (ANF) August weekly call option implied volatility is at 186 September is at 79; compared to its 52-week range of 39 to 143 into the expected release of quarter results before the bell on August 27.

Burlington Stores (BURL) August weekly call option implied volatility is at 85, September is at 42; compared to its 52-week range of 21 to 127 into the expected release of quarter results before the bell on August 27. Call put ratio 1 call to 3.3

Coty (COTY) August weekly call option implied volatility is at 200, September is at 102; compared to its 52-week range 33 to 180 into the expected release of quarter results on August 27. Call put ratio 4.5 calls to 1 put.

Dell Technologies (DELL) September call option implied volatility is at 51, October is at 43; compared to its 52-week range 27 to 118 into the expected release of quarter results after the bell on August 27. Call put ratio 8.5 calls to 1 put.

Dollar General (DG) August weekly call option implied volatility is at 83, September is at 35; compared to its 52-week range id 16 to 68 into the expected release of quarter results before the bell on August 27.

Dollar Tree (DLTR) August weekly call option implied volatility is at 105 September is at 41; compared to its 52-week range of 21 to 117 into the expected release of quarter results before the bell on August 27. Call put ratio 7.5 calls to 1 put.

Gap (GPS) August weekly call option implied volatility is at 169, September is at 81; compared to its 52-week range of 32 to 131 into the expected release of quarter results on August 27. Call put ratio 8 calls to 1 put.

HP Inc (HPQ) August weekly call option implied volatility is at 118, September is at 50; compared to its 52-week range 21 to 109 into the expected release of quarter results after the bell on August 27. Call put ratio 3.9 calls to 1 put.

Marvell Technology (MRVL) August weekly call option implied volatility is at 112, September is at 50; compared to its 52-week range 28 to 99 into the expected release of quarter results after the bell on August 27. Call put ratio 5.7 calls to 1 put.

Smith & Wesson (SWBI) September call option implied volatility is at 100, October is at 92; into the expected release of quarter results after the bell on August 27. Call put ratio 6 calls to 1 put with focus on September 20 calls.

Ulta Beauty (ULTA) August weekly call option implied volatility is at 135, September is at 61; compared to its 52-week range of 26 to 145 into the expected release of quarter results after the bell on August 27.

VMware (VMW) August weekly call option implied volatility is at 99, September is at 45; compared to its 52-week range of 23 to 85 into the expected release of quarter results after the bell on August 27. Call put ratio 13 calls to 1 put with focus on August weekly calls.

Workday (WDAY) August weekly call option implied volatility is at 125, September is at 54; compared to its 52-week range of 27 to 85 into the expected release of quarter results after the bell on August 27. Call put ratio 3 calls to 1 put.

Big Lots (BIG) August weekly call option implied volatility is at 80, September is at 67; compared to its 52-week range 40 to 160 into the expected release of quarter results before the bell on August 28. Call put ratio 12 calls to 1 put with focus on September 55 calls

Increasing unusual option volume: FLDM AVTR URBN SNSS DKS TOK LI CRM PSTG
Increasing unusual call option volume: FLDM URBN DKS LI TOL MTG CRM INTU
Increasing unusual put option volume: RIG DKS LRN XLC URBN TOL X CRM GOGO
Options with decreasing option implied volatility: ATNM BJ DHT PDD XRT BBY ADSK TGT GLD
Active options: NIO AAPL FB CRM MSFT TSLA AMD NFLX BABA ROKU INTC BAC JPM X BA AAL RIG AMZN JD GE