Mid-session IV Report August 27, 2019

Mid-session IV Report August 27, 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: PCG FSLY ZIOP REAL BB PM KMX MO NLY CCL ACN AABA YPF MODN YELP KSA BILI JKS NVAX OSTK QSR​

Popular stocks with increasing unusual volume: BYND AMD PM MO TEVA​
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Yelp (YELP) August weekly call option implied volatility is at 64, September is at 34; compared to its 52-week range of 30 to 83 as shares rally 2.5%. Call put ratio 32 calls to 1 put with focus on August weekly 32.50 and 33 calls. ​
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Slack Technologies (WORK) September call option implied volatility is at 67, October is at 57; compared to its 10-week range of 43 to 67 into the expected release of quarter financial results on September 4.​
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Costco (COST) August weekly call option implied volatility is at 21, September is at 24; compared to its 52-week range of 14 to 32 into suspends operations on first day in China amid overcrowding, FT reports. Call put ratio 4.3 calls to 1 put with focus on August weekly 285 calls. ​
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Philip Morris International (PM) August weekly call option implied volatility is at 48, September is at 31; compared to its 52-week range of 18 to 37 after confirms talks with Altria (MO) regarding potential merger of equals. Call put ratio 1 call to 1.6 puts with focus on October 60 puts as shares sell off 8%.​
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Altria Group (MO) August weekly call option implied volatility is at 51, September is at 30; compared to its 52-week range of 17 to 39 after confirms talks with Philip Morris International (PM) regarding merger of equals. Call put ratio 2.6 calls to 1 put with focus on September 50 calls as shares rally 7.7%.​

British American Tobacco (BTI) September call option implied volatility is at 31, October is at 32; compared to its 52-week range of 21 to 52 after Altria Group (MO) and Philip Morris International (PM) confirms talks regarding merger of equals. Call put ratio 1 call to 2.6 puts with focus on September 35 and October 30 puts calls as shares sell off 1.5%.​
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Revlon (REV) September and November 15 calls active as shares rally 2%​
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Increasing unusual option volume: KSA SHOS THS UNM SSNC SJM WEC AVTR AXL R CAL MO​
Increasing unusual call option volume: KSA SHOS SSNC WEC SJM CAL EWY MO BILI BITA ​
Increasing unusual put option volume: SJM AXL QID LW MO PM SAVE FSLY EZPW CAL EWY​
Options with decreasing option implied volatility: MDCO RTRX PVTL FL JWN PLCE JNJ CELG MDCO GLD SPY USO CCL​
Active options: MO AAPL FB AMD ATVI JNJ ROKU TSLA PM BA BAC NFLX TEVA MSFT AMZN BABA BYND MU TWTR NVDA​
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