Mid-session IV Report August 29, 2019

Mid-session IV Report August 29, 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 AXTA YPF BB AM KMX CCL AGNC COST ADBE ULTA CPB WDAY TEAM SONO NR YPF​

Popular stocks with increasing unusual volume: SNAP DIS BYND BBY ROKU​ YELP
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Ulta Beauty (ULTA) August weekly call option implied volatility is at 151, September is at 46; compared to its 52-week range of 22 to 48 into the expected release of quarter financial results today after the bell.​

Workday (WDAY) August weekly call option implied volatility is at 112, September is at 51; compared to its 52-week range of 27 to 60 into the expected release of quarter financial results today. Call put ratio 3.2 calls to 1 put with focus on August weekly 200 calls. ​
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Dell Technologies (DELL) September call option implied volatility is at 58, October is at 50; compared to its 52-week range of 27 to 57 into the expected release of quarter financial results today after the bell. Call put ratio 2.9 calls to 1 put with focus on September and October 50 calls. ​
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Campbell Soup (CPB) August weekly call option implied volatility is at 115, September is at 38; compared to its 52-week range of before the bell on August 30. Call put ratio 1 call to 6.6 puts with focus on August weekly 38 puts. ​

Jinko Solar (JKS) September call option implied volatility is at 74, October is at 67; compared to its 52-week range of before the bell on August 30. September 22 calls active on 154 contracts. ​

Palo Alto Networks (PANW) August weekly call option implied volatility is at 34, September weekly is at 66, September is at 48; compared to its 52-week range of 23 to 56 into the expected release of quarter financial results on September 4. Call put ratio 1.5 calls to 1 put.​
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Slack Technologies (WORK) September call option implied volatility is at 67, October is at 55; compared to its 10-week range of 43 to 67 into the expected release of quarter financial results on September 4. Call put ratio 3.6 calls to 1 put with focus on September 30 and October 29 calls. ​

Best Buy (BBY) September and October call option implied volatility is at 37; compared to its 52-week range of 23 to 57 into company hosted analyst investor day on September 25. Shares are down 8.5% after quarter results and outlook. ​

Option implied volatility flat into hurricane season​

Home Depot (HD) August weekly call option implied volatility is at 21, September weekly is at 18, September is at 19; compared to its 52-week range of 14 to 38 into hurricane Dorian. Call put ratio 1.7 calls to 1 put. ​

Lowe’s Cos. (LOW) August weekly call option implied volatility is at 26, September weekly is at 23, September is at 24; compared to its 52-week range of 17 to 42 into hurricane Dorian. Call put ratio 1.5 calls to 1 put.​
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Major oil option implied volatility flat as share price at lower end of range​

BP (BP) August weekly call option implied volatility is at 19, September is at 20; compared to its 52-week range of 15 to 35. Call put ratio 1 call to 7.2 puts with focus on September 36 puts. ​

Chevron (CVX) August weekly call option implied volatility is at 23, September is at 21; compared to its 52-week range of 15 to 38.​

ConocoPhillips (COP) August weekly call option implied volatility is at 33, September is at 30; compared to its 52-week range of 21 to 49.​

Exxon Mobil (XOM) August weekly call option implied volatility is at 22, September is at 21; compared to its 52-week range of 13 to 39.​

Total (TOT) September call option implied volatility is at 17, October is at ; compared to its 52-week range of 16 to 32. ​
Increasing unusual option volume: SONO XLRE OLLI LKQ PODD DG XRT PI RRR HRB ELY UBS ​

Yelp (YELP) August weekly call option implied volatility is at 35, September is at 34; compared to its 52-week range of 30 to 83. Call put ratio 8.4 calls to 1 put with focus on August weekly 32.50 and 33 calls. ​

Increasing unusual call option volume: SONO XRT LKQ RRR PODD OLLI ACM PI DG UBS HRB ELY TOCA GES PVH BBY​
Increasing unusual put option volume: XLRE OLLI GLNG BBY ADS CPB T DG GOLD OKTA HDS BURL FLSY​
Options with decreasing option implied volatility: PM MO MDCO PVTL FL NTNX RRGB GPS COTY ANF GES PVH VMW BOX ADSK ​
Active options: AAPL AMD TSLA AMZN MSFT FB BABA NFLX BAC GE NVDA MU ROKU GOLD SNAP BA DIS BYND BBY TWTR​
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