Mid-session IV Report August 9, 2019

Mid-session IV Report August 9, 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: SIG CLDR PANW TBT TLT CLDR AABA​

Popular stocks with increasing unusual volume: YELP AMRN BYND TTD DIS UBER​
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Gaming stocks are lower after Walmart (WMT) takes down violent game displays, USA Today says​

Electronic Arts (EA) 30 day option implied volatility is at 35; compared to its 52-week range of 23 to 58 after Walmart (WMT) takes down violent game displays, USA Today says. Shares are down 3%.​

Take-Two Interactive (TTWO) 30 day option implied volatility is at 33; compared to its 52-week range of 28 to 72.​

GameStop (GME) 30 day option implied volatility is at 81; compared to its 52-week range of 35 to 86. ​

Zynga (ZNGA) 30 day option implied volatility is at 35; compared to its 52-week range of 29 to 74.​

Sony (SNE) 30 day option implied volatility is at 28; compared to its 52-week range of 19 to 45. ​

Microsoft (MSFT) 30 day option implied volatility is at 24; compared to its 52-week range of 16 to 45.​

Activision Blizzard (ATVI) 30 day option implied volatility is at 35; compared to its 52-week range of 24 to 61 after Walmart (WMT) takes down violent game displays, USA Today says and EPS. Shares are down 3%.​​​
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Mattel (MAT) August weekly, August call option implied volatility is at 57, September is at 46; compared to its 52-week range of 33 to 70 after terminates offering of 6.00% senior notes due 2027. Call put ratio 1 call to 1.6 puts. ​
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Sysco (SYY) August call option implied volatility is at 38, September is at 26; compared to its 52-week range of 14 to 28 into the expected release of quarterly results before the bell on August 12.​

JD.com (JD) August call option implied volatility is at 73, September is at 50; compared to its 52-week range of 30 to 68 into the expected release of quarterly results on August 13.​

Riot Blockchain (RIOT) August call option implied volatility is at 77, September is at 112; compared to its 52-week range of 97 to 257 into the expected release of quarterly results after the bell on August 13.​
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58.com (WUBA) August call option implied volatility is at 45, September is at 47; compared to its 52-week range of 35 to 68 into the expected release of quarterly results after the bell on August 14.​

Advance Auto Parts (AAP) August call option implied volatility is at 70, September is at 41; compared to its 52-week range of 22 to 54 into the expected release of quarterly results before the bell on August 13.​

Avaya (AVYA) August call option implied volatility is at 113, September is at 57; compared to its 52-week range of 33 to 110 into the expected release of quarterly results on August 13.​

Cisco (CSCO) August call option implied volatility is at 48, September is at 32; compared to its 52-week range of 15 to 41 into the expected release of quarterly results after the bell on August 14. Call put ratio 1.8 calls to 1 put with focus on September 55 and October 60 calls. ​

Luckin Coffee (LK) August call option implied volatility is at 133, September is at 90; compared to its 52-week range of 69 to 120 into the expected release of quarterly results before the bell on August 15. Call put ratio 2.8 calls to 1 put with focus on August 25 calls. ​

Macys (M) August call option implied volatility is at 84, September is at 51; compared to its 52-week range of 30 to 60 into the expected release of quarterly results before the bell on August 15.​

Canadian Goose (GOOS) August call option implied volatility is at , September is at ; compared to its 52-week range of 37 to 84 into the expected release of quarterly results on August 14. Call put ratio 1 call to 3.7 puts with focus on September 35 puts.​

Increasing unusual option volume: OCN BTU VRAY GPK QUOT OCN​
Increasing unusual call option volume: VRAY GPK SNSS UVE KODK RUSL​
Increasing unusual put option volume: PS BEN ADVM FNV BRKR HUBS​
Options with decreasing option implied volatility: UBER FSLR TNDM ATVI YELP DBX STMP COMM RVLV MAXR APRN NWL​
Active options: AMD AAPL UBER ROKU NFLX MSFT AMZN FB TSLA GE AMRN M NVDA SNAP BAC BYND TTD DIS OCN BABA​
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