Mid-session IV Report August 6, 2019

Mid-session IV Report August 6, 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: SIG PAYS ERX RH CWH DIS SPXS GDX UVXY ERX CLDR

Popular stocks with increasing unusual volume: DIS V GILD FDX TEVA GDX CHK MAR

Option implied volatility stays elevated on wide price movement

Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 43, August is at 37; compared to its 52-week range of 18 to 34. Call put ratio 21 calls to 1 put with focus on August 29 calls.

Amazon (AMZN) August weekly call option implied volatility is at 39, August is at 34; compared to its 52-week range of 20 to 54 after Jeff Bezos sold Amazon stock worth $2.8B last week – Reuters.

Apple (AAPL) August weekly call option implied volatility is at 43, August is at 37, September is at 30; compared to its 52-week range of 17 to 46. Call put ratio 1.6 calls to 1 put with focus on August weekly 200 calls.

Tesla (TSLA) August weekly call option implied volatility is at 55, August is at 52; compared to its 52-week range of 43 to 87.

Alphabet (GOOGL) August weekly call option implied volatility is at 34, August is at 29; compared to its 52-week range of 17 to 41. Call put ratio 2 calls to 1 put with focus on August weekly 1180 calls.

Microsoft (MSFT) August weekly call option implied volatility is at 38, August is at 32, September is at 31; compared to its 52-week range of 16 to 44 as shares rally 1.6%. Call put ratio 2.2 calls to 1 put with focus on August weekly 135 and 136 calls.

Facebook (FB) August weekly call option implied volatility is at 41, August is at 37, September is at 30; compared to its 52-week range of 23 to 53. Call put ratio 2 calls to 1 put.

SPDR S&P Retail ETF (XRT) August weekly call option implied volatility is at 35, August is at 31, September is at 25; compared to its 52-week range of 17 to 38. Call put ratio 1 call to 2.3 puts with focus on September 40 puts.

JPMorgan (JPM) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 40. Call put ratio 1.4 calls to 1 put with focus on August weekly and August 115 calls.

Bank of America (BAC) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 47. Call put ratio 2.2 calls to 1 put with focus on August weekly 29.50 calls.

Citi (C) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 55. Call put ratio 2 calls to 1 put with focus on October 67.50 calls.

Ishares Msci Emerging Markets Etf (EEM) August weekly call option implied volatility is at 31, August is at 26, September is at 22; compared to its 52-week range of 14 to 29. Call put ratio 1 call to 3.1 puts with focus on September 30 and 40 puts.

FedEx (FDX) August weekly call option implied volatility is at 45, August is 37; compared to its 52-week range of 17 to 41 as shares rally 2.7%. Call put ratio 3.5 calls to 1 put with focus on August weekly calls.

ADT (ADT) August call option implied volatility is at 33, September is at 42; compared to its 52-week range of 31 to 76 into the expected release of quarterly results today after the bell.

Devon Energy (DVN) August call option implied volatility is at 67, September is at 43; compared to its 52-week range of 28 to 64 into the expected release of quarterly results today after the bell. Call put ratio 4.3 calls to 1 put with focus on October 30 calls.

Hertz (HTZ) August call option implied volatility is at 130 , September is at 90;compared to its 52-week range of 22 to 87 into the expected release of quarterly results today after the bell.

Match (MTCH) August call option implied volatility is at 88, September is at 57; compared to its 52-week range of 34 to 85 into the expected release of quarterly results today after the bell. Call put ratio 3.4 calls to 1 put with focus on August 75 and 80 calls

Microchip (MCHP) August weekly call option implied volatility is at 87, August is at 55; compared to its 52-week range of 23 to 57 into the expected release of quarterly results today after the bell.

Nu Skin (NUS) August call option implied volatility is at 77, September is at 53; compared to its 52-week range of 21 to 59 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 3.3 puts with focus on August 40 puts.

Papa Johns (PZZA) August weekly call option implied volatility is at 100, August is at 65, September is at 48; compared to its 52-week range of 33 to 66 into the expected release of quarterly results today after the bell.

Planet Fittness (PLNT) August call option implied volatility is at 64, September is at 40; compared to its 52-week range of 24 to 62 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 2.3 puts with focus on August 75 puts.

Walt Disney (DIS) August weekly call option implied volatility is at 58, August is at 39, September is at 28; compared to its 52-week range of 15 to 35 into the expected release of quarterly results today after the bell. Call put ratio 3 calls to 1 put with focus on August 140 and 141 calls.

Weight Watchers (WW) August call option implied volatility is at 210, August is at 131, September is at 87; compared to its 52-week range of 35 to 100 into the expected release of quarterly results today after the bell. Call put ratio 1.7 calls to 1 put.

Lyft (LYFT) August weekly call option implied volatility is at 128, August is at 84, September is at 64; compared to its 12-week range of 42 to 79 into the expected release of quarterly results on August 7. Call put ratio 1 call to 1.3 puts.

Roku (ROKU) August weekly call option implied volatility is at 225, August is at 138; compared to its 52-week range of 45 to 103 into the expected release of quarterly results after the bell on August 7.

Teva (TEVA) August weekly call option implied volatility is at 171, August is at 82, September is at 80; compared to its 52-week range of 29 to 75 into the expected release of quarterly results on August 7.

Uber (UBER) August weekly call option implied volatility is at 112, August is at 76; September is at 52; compared to its 10-week range of 29 to 75 into the expected release of quarterly results on August 8. Call put ratio 2.8 calls to 1 put with focus on August weekly 39 and 39.50 calls.

Options with decreasing option implied volatility: VG LSCC NWL ENPH CROX W BGS NLSN MAR TTWO RDFN ZNGA
Increasing unusual option volume: PODD CHRW TEO BPY SHAK ELAN AEZS LPL ZAGG IFF FDX CERS
Increasing unusual call option volume: EWJ SEMG TDG NYT HSIC TECL EWH PODD
Increasing unusual put option volume: ELAN CHRW TEO SHAK LPL ZTO IFF PRGO CHRW
Active options: AAPL BAC MSFT FB AMD ACB BABA NFLX TSLA AMZN NVDA BYND DIS GE SQ TEVA TWTR MU CHK SNAP