Mid-session IV Report August 7, 2019

Mid-session IV Report August 7, 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: LYFT ROKU UBER FOSL MNK SIG COMM CLDR VHC ANF
Popular stocks with increasing unusual volume: SNAP C CVS

Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 53, August is at 42; compared to its 52-week range of 18 to 34. Call put ratio 6.7 calls to 1 put with focus on August 30 calls.

S&P Dep Receipts (SPY) August weekly call option implied volatility is at 31, August is at 23; compared to its 52-week range of 9 to 32.

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 36, August is at 27; compared to its 52-week range of 13 to 36.

iShares Russell 2000 ETF (IWM) August weekly call option implied volatility is at 33, August is at 26; compared to its 52-week range of 12 to 34. Call put ratio 1 call to 3.8 puts.

Alphabet (GOOGL) August weekly call option implied volatility is at 37, August is at 30; compared to its 52-week range of 17 to 41.

Amazon (AMZN) August weekly call option implied volatility is at 39, August is at 35; compared to its 52-week range of 20 to 54.

Apple (AAPL) August weekly call option implied volatility is at 40, August is at 38, September is at 30; compared to its 52-week range of 17 to 46. Call put ratio 1.3 calls to 1 put with focus on August weekly 197.50 calls.

Tesla (TSLA) August weekly call option implied volatility is at 51, August is at 50; compared to its 52-week range of 43 to 87.

Microsoft (MSFT) August weekly call option implied volatility is at 38, August is at 32, September is at 30; compared to its 52-week range of 16 to 44 as shares rally 1.6%. Call put ratio 1 call to 1 put.

Facebook (FB) August weekly call option implied volatility is at 42, August is at 37, September is at 30; compared to its 52-week range of 23 to 53. Call put ratio 1.7 calls to 1 put with focus on August 187.50 and 190 calls.

SPDR S&P Retail ETF (XRT) August weekly call option implied volatility is at 38, August is at 34, September is at 25; compared to its 52-week range of 17 to 38. Call put ratio 1 call to 21 puts with focus on August 39 puts.

JPMorgan (JPM) 30-day option implied volatility is at 31; compared to its 52-week range of 15 to 40.

Bank of America (BAC) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 47.

Citi (C) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 55.

Ishares Msci Emerging Markets Etf (EMM) August weekly call option implied volatility is at 33, August is at 28, September is at 23; compared to its 52-week range of 14 to 29. Call put ratio 1 call to 25 puts with focus on August 40 puts.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) August weekly call option implied volatility is at 62, August is at 50, September is at 41; compared to its 52-week range of 23 to 58. Call put ratio 1 call to 19 puts.

Market Vectors Semiconductor ETF (SMH) August weekly call option implied volatility is at 48, August is at 37, September is at 31; compared to its 52-week range of 17 to 40. Call put ratio 1 call to 3.4 puts.

Kraft Heinz (KHC) August weekly call option implied volatility is at 148, August is at 75, September is at 43; compared to its 52-week range of 19 to 45 into expected release of quarterly results before the open on August 8. Call put ratio 2.2 calls to 1 put.

Canada Goose (GOOS) August weekly call option implied volatility is at 54, August is at 95, September is at 80; compared to its 52-week range of 48 to 87 into upcoming quarterly results.

Roku (ROKU) August weekly call option implied volatility is at 255, August is at 137, September is at 79; compared to its 52-week range of 45 to 103 into the expected release of quarterly results today after the bell.

Lyft (LYFT) August weekly call option implied volatility is at 159, August is at 93; is at compared to its 10-week range of 42 to 79 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 1 put into revenue per rider, path to profitability, Uber (UBER) competition outlook.

Uber (UBER) August weekly call option implied volatility is at 1127, August is at 77; is at compared to its 10-week range of 42 to 79 into the expected release of quarterly results on August 8. Call put ratio 2.8 calls to 1 put into revenue per rider, path to profitability and competition outlook.

Camping World (CWH) August call option implied volatility is at 110, September is at 75; compared to its 52-week range of into the expected release of quarterly results today after the bell. Puts more active than calls.

Eventbrite (EB) August call option implied volatility is at 125, September is at 70; compared to its 52-week range of 49 to 104 into the expected release of quarterly results today after the bell.

Fossil (FOSL) August call option implied volatility is at 233, September is at 134; compared to its 52-week range of 52 to 122 into the expected release of quarterly results today after the bell.

Fox Corp (FOXA) August call option implied volatility is at 47, September is at 32; compared to its 52-week range of 8 to 47 into the expected release of quarterly results today after the bell. Call put ratio 4.6 calls to 1 put.

Hostess Brands (TWNK) August call option implied volatility is at 39, September is at 29; compared to its 52-week range of 23 to 47 into the expected release of quarterly results today after the bell.

IAC/InterActive (IAC) August call option implied volatility is at 52, September is at 37; compared to its 52-week range of 26 to 64 into the expected release of quarterly results today after the bell. Call put ratio 2.2 calls to 1 put.

Jack in the Box (JACK) August call option implied volatility is at 58, September is at 38; compared to its 52-week range of 21 to 43 into the expected release of quarterly results today after the bell. August 60 and 70 puts are active.

Monster Beverage (MNST) August weekly call option implied volatility is at 128, August is at 67; compared to its 52-week range of 19 to 41 into the expected release of quarterly results today after the bell.

Zillow (Z) August weekly call option implied volatility is at 195, August is at 102; compared to its 52-week range of 32 to 80 into the expected release of quarterly results today.

Activision Blizzard (ATVI) August call option implied volatility is at 124, September is at 70; compared to its 52-week range of 25 to 61 into the expected release of quarterly results after the bell on August 8.

AngloGold Ashanti (AU) August call option implied volatility is at 65, September is at 53; compared to its 52-week range of 31 to 48 into the expected release of quarterly results on August 8.

CBS (CBS) August call option implied volatility is at , September is at compared to its 52-week range of 21 to 46 into the expected release of quarterly results on August 8.

Murphy Oil (MUR) August call option implied volatility is at 48, September is at 48; compared to its 52-week range of into the expected release of quarterly results before the bell on August 8.

Norwegian Cruise Line (NCLH) August call option implied volatility is at , September is at compared to its 52-week range of 30 to 60 into the expected release of quarterly results on August 8.

Symantec (SYMC) August call option implied volatility is at 94, September is at 43; compared to its 52-week range of into the expected release of quarterly results after the bell on August 8.

Trade Desk (TTD) August call option implied volatility is at 196, September is at 72; compared to its 52-week range of into the expected release of quarterly results after the bell on August 8.

Tradeweb Markets (TW) August call option implied volatility is at 60, September is at 46; compared to its 52-week range of 40 to 105 into the expected release of quarterly results before the bell on August 8. Call put ratio 1 call to 7 puts.

Viacom (VIAB) August weekly call option implied volatility is at 77, August is at 44; compared to its 52-week range of 22 to 47 into the expected release of quarterly results before the bell on August 8. Call put ratio 11 calls to 1 put.

YRC Worldwide (YRCW) August call option implied volatility is at , September is at compared to its 52-week range of 42 to 103 into the expected release of quarterly results before the bell on August 9.

Options with decreasing option implied volatility: TEVA TIVO VG CPRI NWL
Increasing unusual option volume: VAL WAT SAIL JAG ATNX EWT RTRX WEN
option volume: IEF WEN CL EWH REGI EXK INSP MTCH CNRO
Increasing unusual put option volume: VAL JAG SVMK
Active options: AAPL BAC DIS MSFT FB NFLX AMD TEVA CVS BABA AMZN BYND GE TSLA NVDA SNAP VAL MTCH C SQ