Mid-session IV Report August 5, 2019​

Mid-session IV Report August 5, 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.​
​
Options with increasing option implied volatility: CLDR AABA NTAP VZ V IBM PYPL VHC SQQQ SPY QQQ UVXY VIX SOXS UVXY ​

Popular stocks with increasing unusual volume: DIS BYND CMCSA​
​
Option implied volatility increases as the yuan fell past the psychologically important level of 7 to the dollar for the first time since the financial crisis, a move that can be seen as part of the PBOC’s defense.​ Stock indexes fell below their moving averages.

Lyft (LYFT) August weekly call option implied volatility is at 123, August is at 86, September is at 62; compared to its 12-week range of 42 to 79 into the expected release of quarter results after the bell on August 7.​
​
Uber (UBER) August weekly call option implied volatility is at 119, August is at 83, September is at 54; compared to its 10-week range of 39 to 58 into the expected release of quarter results after the bell on August 8. ​
​
Roku (ROKU) August weekly call option implied volatility is at 199, August is at 135, September is at 88; compared to its 52-week range of 45 to 103 into the expected release of quarter results after the bell on August 7. ​

Beyond Meat (BYND) August weekly call option implied volatility is at 78, August is at 70; compared to its 10-week range of 72 to 140.​
​
Alphabet (GOOGL) August weekly call option implied volatility is at 35, August is at 30; compared to its 52-week range of 17 to 41.​
​
Amazon (AMZN) August weekly call option implied volatility is at 41, August is at 35; compared to its 52-week range of 20 to 54.​

Apple (AAPL) August weekly call option implied volatility is at 42, August is at 37, September is at 31; compared to its 52-week range of 17 to 46. ​
​
Tesla (TSLA) August weekly call option implied volatility is at 55, August is at 51; compared to its 52-week range of 3 to 87.​
​
Microsoft (MSFT) August weekly call option implied volatility is at 34, August is at 30, September is at 25; compared to its 52-week range of 16 to 44.​
​
Facebook (FB) August weekly call option implied volatility is at 40, August is at 34; compared to its 52-week range of 23 to 53. ​
​
SPDR S&P Retail ETF (XRT) August weekly call option implied volatility is at 34, August is at 32; compared to its 52-week range of 17 to 38. Call put ratio 1 call to 4.4 puts with focus on September 40 puts.​

FedEx (FDX) August weekly call option implied volatility is at 43, August is 37; compared to its 52-week range of 17 to 41 as shares sell off 4.3%.​

JPMorgan (JPM) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 40 into July employment report​.

Bank of America (BAC) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 47 into July employment report​.

Citi (C) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 55 into July employment report​.

Apple (AAPL) August weekly call option implied volatility is at 28, August is at 29; compared to its 52-week range of 16 to 46.​
​
Ishares Msci Emerging Markets Etf (EEM) August call option implied volatility is at 27, September is at 28; compared to its 52-week range of 14 to 29. Call put ratio 1 call to 3.1 puts. ​

Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 46, August is at 38; compared to its 52-week range of 18 to 34.​

United States Oil Fund (USO) August weekly call option implied volatility is a 38, August is at 39; compared to its 52-week range of 22 to 62.​

iShares Russell 2000 ETF (IWM) August weekly call option implied volatility is at 31, August is at 28; compared to its 52-week range of 12 to 34.​

S&P Dep Receipts (SPY) August weekly call option implied volatility is at 27, August is at 23; compared to its 52-week range of 9 to 32. Call put ratio 1 call to 1.99 puts. ​

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 34, August is at 29; compared to its 52-week range of 13 to 36. Call put ratio 1 call to 3.3 puts with focus on September 162, 167 and 183 puts. ​
​
Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) August weekly call option implied volatility is at 33, August is at 31; compared to its 52-week range of 15 to 25. Call put ratio 6.6 calls to 1 put. ​
​
iShares 20+ Year Treasury Bond ETF (TLT) August weekly call option implied volatility is at 17, August is at 13; compared to its 52-week range of 7 to 13.​
​
Financial Select Sector SPDR ETF (XLF) August weekly call option implied volatility is at 28, August is at 24; compared to its 52-week range of 13 to 34.​
​
iShares iBoxx USD High Yield Corporate Bond ETF (HYG) August weekly call option implied volatility is at 7, August is at 8; compared to its 52-week range of 4 to 18 ​
​
SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30 day option implied volatility is at 8; compared to its close of 7 from last week and its 52-week range of 4 to 18.​
​
iShares China Large-Cap (FXI) 30-day option implied volatility is at 2; compared to 21 from last week and its 52-week range of 16 to 32. Call put ratio 1 call to 9 puts with focus on August weekly (30) 40 puts. ​

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 36.​

Increasing unusual option volume: PRO AGI EWH TCO XES BBL ZIXI BZH VAL​
Increasing unusual call option volume: AGI BZH NXST TRN AAP PAM CP OR NG​
Increasing unusual put option volume: CSTM ZIXI XES EWH VAL ALB DGX SLCA​
Options with decreasing option implied volatility: BYND CHGG ENPH LSCC GRUB NWL FSLR PINS RDFN HLF ARNC ​
Active options: AAPL AMD FB BAC MSFT BABA MU TSLA NFLX AMZN NVDA TWTR SQ INTC T BYND GE DIS C CMCSA​
​
​