Mid-session IV Report August 30, 2019​

Mid-session IV Report August 30, 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: AXTA EXEL GTES VVV AGNC IIPR​

Popular stocks with increasing unusual volume: NIO ABBV BYND​

Conns (CONN) September call option implied volatility is at 86, October is at 63; compared to its 52-week range of 44 to 91 into the expected release of quarter financial results before the bell on September 3.​

Lululemon (LULU) September weekly call option implied volatility is at 84, September is at 55; compared to its 52-week range of 24 to 63 into the expected release of quarter financial results after the bell on September 5. Call put ratio 2.2 calls to 1 put.​

Ecolab (ECL) September weekly and September call option implied volatility is at 21; compared to its 52-week range of 12 to 31 into hosting an investor day on September 5.​

Western Digital (WDC) August weekly call option implied volatility is at 56, September is at 41; compared to its 52-week range of 27 to 73 as shares rally 2.7%. Call put ratio 3 calls to 1 put with focus on September weekly 58 calls. ​

Seagate Technology (STX) August weekly call option implied volatility is at 44, September is at 34; compared to its 52-week range of 27 to 69 as shares rally 2.3%. Call put ratio 2.9 calls to 1 put with focus on September weekly 50 calls. ​

Increasing unusual option volume: ULTA AMBA AOBC CP AN BIG MDR​
Increasing unusual call option volume: ULTA AOBC AMBA ENR ADVM BIG TPR​
Increasing unusual put option volume: CP ULTA ADVM LBTYK AMBA AOBC WDAY ​
Options with decreasing option implied volatility: MDCO NTNX ANF COTY GES BIG BILI ​
Active options: TSLA AAPL AMZN AMD MSFT ROKU ULTA BAC BYND GE NVDA NFLX MU FB BABA MDR WDAY ABBV NIO INTC​
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