Mid-session IV Report August 8, 2019

Mid-session IV Report August 8, 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.​
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Options with increasing option implied volatility: CLDR ATVI UBER AABA NTAP VZ SPLK VMW SIG CLDR MDCO FTCH AXTA GLNG YRCW​

Popular stocks with increasing unusual volume: AMD ROKU CHK LYFT UBER KHC DIS DB BYND EOG​
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Activision Blizzard (ATVI) August weekly call option implied volatility is at 156, August is at 71; compared to its 52-week range of 24 to 61 into the expected release of quarterly results today after the bell. Call put ratio 4.1 calls to 1 put with focus on August weekly 48 calls.​
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Uber (UBER) August weekly call option implied volatility is at 193, August is at 88, September is at 54; compared to its 10-week range of 39 to 58 into the expected release of quarter results today after the bell.​

Option implied volatility offered lower on more calls than puts as stock tick higher​

Apple (AAPL) August weekly call option implied volatility is at 32, August is at 29, September is at 28; compared to its 52-week range of 16 to 46.​​
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Advanced Micro Devices (AMD) August weekly call option implied volatility is at 74, August is at 58, September is at 49; compared to its 52-week range of 40 to 97 as shares rally 4%. Call put ratio 4 calls to 1 put with focus on August 32.50 calls. ​
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Micron (MU) August weekly call option implied volatility is at 59, August is at 51, September is at 45; compared to its 52-week range of 34 to 64 as shares rally 1%. Call put ratio 1.2 calls to 1 put with focus on January 55 calls. ​
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JPMorgan (JPM) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 40 as shares rally 1%. Call put ratio 1.7 calls to 1 put.​

Bank of America (BAC) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 47 as shares rally 1%. Call put ratio 1.5 calls to 1 put.​

Citi (C) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 55 into July employment report as shares rally 1%. Call put ratio 1.4 calls to 1 put. ​

Beyond Meat (BYND) August weekly call option implied volatility is at 78, August is at 63; compared to its 10-week range of 72 to 140 as shares sell off 3.5%.​
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Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 47, August is at 38, September is at 35; compared to its 52-week range of 18 to 35. Call put ratio 1.1 call to 1 put with focus on August weekly 30 calls and August weekly 29 puts.​
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Increasing unusual option volume: COT FANG EB EOG EAT COHU WPM MPC ​
Increasing unusual call option volume: FANG EB WPM EOG DB CVNA INVA JACK GOGO​
Increasing unusual put option volume: FANG TRXC EOG EB GTT CNTY MNST CHK CHRW SYMC EAT​
Options with decreasing option implied volatility: STMP AAOI NWL ROKU RLGY TEN COMM CPRI LL WW FLR NWL FSLR TNDM PINS RDFN​
Active options: AMD AAPL ROKU FB CHK MSFT LYFT TSLA UBER AMZN BAC KHC BABA DIS NFLX EOG DB SYMC MPC BYND ​
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