Mid-session IV Report August 3, 2020

Mid-session IV Report August 3, 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: BYND CRUS SPCE JMIA SNAP GPRO ADT ODT BOIL CHWY

Popular stocks with increasing unusual volume: PINS WKHS SNAP NOK KODK APA NIO

Snap (SNAP) August weekly call option implied volatility is at 70, August is at 53; compared to its 52-week range of 38 to 127 as shares sell off reports of Microsoft (MSFT) interest in TikToK. Call put ratio 3.5 calls to 1 put with focus on January 30 calls.

DraftKings (DKNG) August weekly call option implied volatility is at 99, August is at 108; compared to its 52-week range of 54 to 142 amid sports team Covid-19 issues. Call put ratio 2.7 calls to 1 put with focus on August weekly 32.50 and 33 calls as shares sell off 1.7%. NFL XLF MLB PGA NBA NHL NASCAR NCAA

Option implied volatility into quarter results

Cirrus (CRUS) August weekly call option implied volatility is at 100, August is at 59; compared to its 52-week range of 27 to 93 into expected release of quarter results today after the bell. Call put ratio 4.2 calls to 1 put.

Continental Resources (CLR) August weekly call option implied volatility is at 93, August is at 77; compared to its 52-week range of 36 to 253 into expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.

Hyatt Hotels (H) August call option implied volatility is at 53, September is at 51; compared to its 52-week range of 18 to 214 into expected release of quarter results today after the bell. Call put ratio 1 call to 5 puts.

KLA Corp (KLAC) August weekly call option implied volatility is at 45, August is at 41; compared to its 52-week range of 26 to 96 into expected release of quarter results today after the bell.

Take-Two Interactive (TTWO) August weekly call option implied volatility is at 87, August is at 51; compared to its 52-week range of 25 to 80 into expected release of quarter results today after the bell.

Virgin Galactic (SPCE) August weekly call option implied volatility is at 171, August is at 124; compared to its 52-week range of 39 to 237 into expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

American International Group (AIG) August weekly call option implied volatility is at 70, August is at 52; compared to its 52-week range of 18 to 144 into expected release of quarter results today after the bell.

Berkshire Hathaway (BRK.B) August weekly call option implied volatility is at 24, August is at 22; compared to its 52-week range of 12 to 79 into expected release of quarter results. Call put ratio 4.3 calls to 1 put.

Beyond Meat (BYND) August weekly call option implied volatility is at 160, August is at 98; compared to its 52-week range of 47 to 130 into expected release of quarter results after the bell on August 4. Call put ratio 2.4 calls to 1 put.

BP PLC (BP) August weekly call option implied volatility is at 38, August is at 39; compared to its 52-week range of 14 to 150 into expected release of quarter results on August 4.

Hertz Global (HTZ) August weekly call option implied volatility is at 125, August is at 142; compared to its 52-week range of 40 to 471 into expected release of quarter results on August 4.

Monster Beverage (MNST) August weekly call option implied volatility is at 65, August is at 37; compared to its 52-week range of 17 to 84 into expected release of quarter results on August 4. Call put ratio 8 calls to 1 put.

Match Group (MTCH) August weekly call option implied volatility is at 97, August is at 62; compared to its 52-week range of 34 to 115 into expected release of quarter results after the bell on August 4.

Ralph Lauren (RL) August weekly call option implied volatility is at 62, August is at 52; compared to its 52-week range of 25 to 120 into expected release of quarter results before the bell on August 4. Call put ratio 2.4 calls to 1 put with focus on September 80 calls.

Sony (SNE) August weekly call option implied volatility is at 65, August is at 33; compared to its 52-week range of 19 to 71 into expected release of quarter results on August 4. Call put ratio 14 calls to 1 put with focus on August and September calls.

Walt Disney (DIS) August weekly call option implied volatility is at 57, August is at 38; compared to its 52-week range of 18 to 101 into expected release of quarter results after the bell on August 4.

Warner Music (WMG) August call option implied volatility is at 55, September is at 45; compared to its 52-week range of 48 to 73 into expected release of quarter results on August 4. Call put ratio 6.2 calls to 1 put.

Wynn Resorts (WYNN) August weekly call option implied volatility is at 95, August is at 783; compared to its 52-week range of 31 to 216 into expected release of quarter results on August 4.

Increasing unusual option volume: DXC MARA ADT KNDI CX CBAY APA STAA SOHU PRPL ARLO EIX ZN CRUS
Increasing unusual call option volume: MARA DXC ADT CBAY EIX SOHU CRUS A JNIA GPRO
Increasing unusual put option volume: DXC WKHS APA MLCO ATUS WELL EWJ JMIA
Options with decreasing option implied volatility: TUP APRN EGHT EXPE GRUB UAA FEYE SPOT TAP WING STX
Active options: AAPL MSFT APA NIO DXC TSLA AMD FB BAC GNUS INTC SNAP NOK BA QCOM KODK BABA PINS WKHS AMZN