Mid-session IV Report December 10, 2019

Mid-session IV Report December 10, 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: LULU CGC GLW INSG S LL NKTR CLF PTON CLF KHC GLW AAPL​
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Popular stocks with increasing unusual volume: SFIX GOOS A JBLU TOL AEO BMY DIS PCG CGC ROKU​
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Beyond Meat (BYND) option implied volatility at low end of range​
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Beyond Meat (BYND) December weekly call option implied volatility is at 57, December is at 51, January is at 50; compared to its 29-week range of 49 to 141.​
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GameStop (GME) December weekly call option implied volatility is at 220, December is at 130, January is at 92; compared to its 52-week range of 36 to 142 into the expected release of quarter results today after the bell.​
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Dave & Buster (PLAY) December weekly call option implied volatility is at 128, December is at 78, January is at 51; compared to its 52-week range of 29 to 62 into the expected release of quarter results today after the bell.​
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Luluemon (LULU) December weekly call option implied volatility is at 105, December is at 65, January is at 42; compared to its 52-week range of 24 to 61 into the expected release of quarter results after the bell on December 11.​
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American Eagle (AEO) December weekly call option implied volatility is at 120, December is at 75, January is at 41; compared to its 52-week range of 32 to 67 into the expected release of quarter results before the bell on December 11.​
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Tailored Brands (TLRD) December call option implied volatility is at 150, January is at 95; compared to its 52-week range of 50 to 153 into the expected release of quarter results after the bell on December 11. Call put ratio 2.1 calls to 1 put. ​
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United Natural Foods (UNFI) December call option implied volatility is at 100, January is at 80; compared to its 52-week range of 48 to 98 into the expected release of quarter results before the bell on December 11.​
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Adobe (ADBE) December call option implied volatility is at 51, December is at 34, January is at 26; compared to its 52-week range of 20 to 50 into the expected release of quarter results after the bell on December 12.​
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Ciena (CIEN) December weekly call option implied volatility is at 105, December is at 65, January is at 41; compared to its 52-week range of 25 to 58 into the expected release of quarter results before the bell on December 12.​
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Costco (COST) December weekly call option implied volatility is at 48, December is at 30, January is at 22; compared to its 52-week range of 14 to 33 into the expected release of quarter results on December 13.​
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Oracle (ORCL) December weekly call option implied volatility is at 59, December is at 38, January is at 22; compared to its 52-week range of 15 to 41 into the expected release of quarter results on December 12.​
Dec 13​
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Broadcom (AVGO) December weekly call option implied volatility is at 62, December is at 43, January is at 29; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on December 13.​
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New Relic (NEWR) December call option implied volatility is at 43, January is at 37; compared to its 52-week range of 31 to 88 into company hosted investor conference on December 12.​
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Albermarle (ALB) December call option implied volatility is at 31, January is at 32; compared to its 52-week range of 25 to 51 into company hosted investor conference on December 12.​
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Delta (DAL) December weekly call option implied volatility is at 30, December is at 26, January is at 25; compared to its 52-week range of 20 to 46 into company hosted investor day on December 12.​
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NexGen (NXGN) 30 day option implied volatility is at 28; compared to its 52-week range of 24 to 63 into company hosted analyst day on December 12.​
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MetLife (MET) December weekly call option implied volatility is at 24, December is at 21, January is at 18; compared to its 52-week range of 27 to 41 into company hosted investor conference on December 12.​
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Centene (CNC) December weekly call option implied volatility is at 53, December is at 39, January is at 33; compared to its 52-week range of 25 to 56 into company hosted investor conference on December 13.​
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Agco (AGCO) December call option implied volatility is at 28, January is at 29; compared to its 52-week range of 21 to 43 into company hosted analyst meeting on December 13.​
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Increasing unusual option volume: ET DHR ARQL AMJ ARQL QTT CASY CONN SNY PLD A CL ​
Increasing unusual call option volume: ARQL AMJ A CL SNY PLD CS QURE HOG CASY CONN GREK DHR​
Increasing unusual put option volume: FXB CONN FTI AEO OLLI AMJ AXL MTZ VIXY NCLH CCK​
Options with decreasing option implied volatility: ARQL SFIX TOL AZO MDB TOL CHWY BBY BLUE PCG​

Active options December 10: AAPL TSLA DHR AMD NFLX BABA ARQL FB ROKU MU NVDA AMZN BAC DIS MSFT SFIX BMY PCG CGC ET ​
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