Mid-session IV Report August 5, 2020

Mid-session IV Report August 5, 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: ROKU DDOG FSLY DDD JMIA SRNE AMRN TLRY ZM ZNGA YELP YETI

Popular stocks with increasing unusual volume: SQ CWH SONO LYV ATVI FCX BYND F NKLA V

Livongo Health (LVGO) August weekly call option implied volatility is at 144, August is at 94; compared to its 52-week range of 62 to 116 after Teladoc (TDOC) merger in cash and stock transaction

Option implied volatility into corporate results

3D Systems (DDD) August weekly call option implied volatility is at 165, August is at 7; compared to its 52-week range of 31 to 139 into expected release of quarter results today after the bell.

Ballard Power Systems (BLDP) August weekly call option implied volatility is at 110, August is at 90; compared to its 52-week range of 45 to 216 into expected release of quarter results today after the bell. Call put ratio 54 calls to 1 put with focus on August calls.

Camping World (CWH) August call option implied volatility is at 122, September is at 101; compared to its 52-week range of 51 to 242 into expected release of quarter results today after the bell. Call put ratio 28 calls to 1 put with focus on August 41 calls.

Fastly (FSLY) August weekly call option implied volatility is at 253, August is at 126; compared to its 52-week range of 53 to 146 to into expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Hostess Brands (TWNK) August call option implied volatility is at 28, September is at 27; compared to its 52-week range of 19 to 64 into expected release of quarter results today after the bell. Call put ratio 5.8 calls to 1 put.

Live Nation (LYV) August call option implied volatility is at 61, September is at 55; compared to its 52-week range of 22 to 198 into expected release of quarter results today after the bell. Call put ratio 1 call to 3.9 puts.

Marathon Oil (MRO) August weekly call option implied volatility is at 108, August is at 76; compared to its 52-week range of 30 to 269 into expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put.

Roku (ROKU) August weekly call option implied volatility is at 180, August is at 88; compared to its 52-week range of 51 to 130 into expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.

Sonos (SONO) August call option implied volatility is at 106, September is at 84; compared to its 52-week range of 30 to 269 into expected release of quarter results today after the bell. Call put ratio 24 calls to 1 put with focus on August calls.

SunPower (SPWR) August weekly call option implied volatility is at 190, August is at 100; compared to its 52-week range of 55 to 146 into expected release of quarter results today after the bell. Call put ratio 17 calls to 1 put with focus on January calls.

Western Digital (WDC) August weekly call option implied volatility is at 120, August is at 65; compared to its 52-week range of 32 to 138 into expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put with focus August weekly 45 and 46 calls.

Zynga (ZNGA) August weekly call option implied volatility is at 143, August is at 68; compared to its 52-week range of 23 to 123 into expected release of quarter results today after the bell. Call put ratio 8.4 calls to 1 put with focus on August 11 calls.

Booking Holdings (BKNG) August weekly call option implied volatility is at 67, August is at 40; compared to its 52-week range of 17 to 121 into expected release of quarter results after the bell on August 6.

Datadog (DDOG) August weekly call option implied volatility is at 188, August is at 90; compared to its 52-week range of 53 to 105 into expected release of quarter results after the bell on August 6.

Dropbox (DBX) August weekly call option implied volatility is at 177, August is at 73; compared to its 52-week range of 31 to 101 into expected release of quarter results on August 6. Call put ratio 8 calls to 1 put.

First Solar (FSLR) August weekly call option implied volatility is at 112, August is at 57; compared to its 52-week range of 54 to 154 into expected release of quarter results after the bell on August 6. Call put ratio 4.3 calls to 1 put.

Groupon (GRPN) August weekly call option implied volatility is at 201, August is at 111; compared to its 52-week range of 37 to 328 into expected release of quarter results after the bell on August 6. Call put ratio 3 calls to 1 put.

Hilton (HLT) August call option implied volatility is at 46, September is at 41; compared to its 52-week range of 18 to 253 into expected release of quarter results before the bell on August 6.

Illumina (ILMN) August weekly call option implied volatility is at 88, August is at 41; compared to its 52-week range of 22 to 78 into expected release of quarter results after the bell on August 6.

Norwegian Cruise Line (NCLH) August weekly call option implied volatility is at 117, August is at 97; compared to its 52-week range of 20 to 267 into expected release of quarter results on August 6.

ViacomCBS (VIAC) weekly call option implied volatility is at 133, August is at 75; compared to its 52-week range of 25 to 135 into expected release of quarter results before the bell on August 6. Call put ratio 4 calls to 1 put with focus on August and September calls.

Wix.com (WIX) August call option implied volatility is at 69, September is at 55; compared to its 52-week range of 28 to 105 into expected release of quarter results before the bell on August 6.

Yelp (YELP) August weekly call option implied volatility is at 170, August is at 81; compared to its 52-week range of 28 to 131 into expected release of quarter results after the bell on August 6. Call put ratio 5.7 calls to 1 put.

Yeti (YETI) August weekly call option implied volatility is at 135, August is at 68; compared to its 52-week range of 45 to 122 into expected release of quarter results before the bell on August 6.

Zillow (Z) August weekly call option implied volatility is at 179, August is at 81; compared to its 52-week range of 36 to 220 into expected release of quarter results after the bell on August 6. Call put ratio 2.8 calls to 1 put.

Increasing unusual option volume: FTAI PBI MARA MXEF GPN NLSN ADT
Increasing unusual call option volume: FTAI MARA IWN SPWH ADT LIN
Increasing unusual put option volume: GPN GES JMIA SNE MXEF BKR DD FOXA
Options with decreasing option implied volatility: WW TCO UA UAA BYND DIS OPK NVAX APT CHGG
Active options: DIS AAPL AMD SQ MSFT BAC ATVI FCX JPM INTC BYND F NKLA AAL BA FB TSLA AMZN NIO V