Mid-session IV Report August 6, 2020

Mid-session IV Report August 6, 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: DNLI KNDI RRC WMB BLMN TJX UBER AMRN JMIA DBX YELP Z GRPN

Popular stocks with increasing unusual volume: BHC GE KSU CCL KODK SQ UBER PLUG WORK

Option implied volatility into corporate results

Uber (UBER) August weekly call option implied volatility is at 153, August is at 64; compared to its 52-week range of 36 to 200 into the expected release of quarter results after the bell on August 6. Call put ratio 1.1 calls to 1 put with focus on August weekly (7) calls, August weekly 33 puts and August 35 calls.

Booking Holdings (BKNG) August weekly call option implied volatility is at 79, August is at 41; compared to its 52-week range of 17 to 121 into expected release of quarter results today after the bell.

Datadog (DDOG) August weekly call option implied volatility is at 220, August is at 85; compared to its 52-week range of 53 to 105 into expected release of quarter results today after the bell. Call put ratio 3.8 calls to 1 put.

Dropbox (DBX) August weekly call option implied volatility is at 220, August is at 79; compared to its 52-week range of 31 to 101 into expected release of quarter results. Call put ratio 3.6 calls to 1 put.

First Solar (FSLR) August weekly call option implied volatility is at 143, August is at 57; compared to its 52-week range of 54 to 154 into expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put with focus on August 65 calls.

Groupon (GRPN) August weekly call option implied volatility is at 265, August is at 88; compared to its 52-week range of 37 to 328 into expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Illumina (ILMN) August weekly call option implied volatility is at 104, August is at 43; compared to its 52-week range of 22 to 78 into expected release of quarter results today after the bell.

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. Call put ratio 1 call to 1.8 put.

Zillow (Z) August weekly call option implied volatility is at 230, August is at 83; compared to its 52-week range of 36 to 220 into expected release of quarter results today after the bell. Call put ratio 5.2 calls to 1 put with focus on August weekly calls.

AngloGold (AU) August call option implied volatility is at 62, September is at 61; compared to its 52-week range of 41 to 142 into expected release of quarter results before the bell on August 7. Call put ratio 2.6 calls to 1 put.

Canadian Solar (CSIQ) weekly call option implied volatility is at 178, August is at 67; compared to its 52-week range of 38 to 147 into expected release of quarter results before the bell on August 7. Call put ratio 6.9 calls to 1 put with focus on August 23 calls.

Ishares Msci Emerging Markets Etf (EEM) August weekly call option implied volatility is at 20, August is at 19; compared to its 52-week range of 14 to 89. Call put ratio 1 call to 2.2 puts.

Increasing unusual option volume: KNDI MARA PBI COMM ADT ABUS BHC GE KSU
Increasing unusual call option volume: KNDI MARA PPG COMM FNKO ABUS
Increasing unusual put option volume: NYMT AER RSP RUTH APPS ZNGA YELP
Options with decreasing option implied volatility: YETI ROKU NVAX OPK APT TWOU WW EGHT BYND UAA ROKU DDD
Active options: AAPL AAL AMD ROKU FB SQ BAC WORK MSFT BA GE MU WFC FSLY DIS NIO UBER PLUG KODK CCL