Mid-session IV Report December 11, 2019

Mid-session IV Report December 11, 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: STZ KEM SHY GIS TALO GIS MNST NGG PGR SPG BLUE QGEN PTON SWKS JNK​ PTON
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Popular stocks with increasing unusual volume: GME WMB T ATVI ​PTON

Boeing (BA) December weekly call option implied volatility is at 30, December is at 26, January is at 25; compared to its 52-week range of 23 to 46 as shares sell off 2% after FAA head says 737 MAX recertification will extend into 2020.
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IV into FOMC meeting, ECB meeting, U.K. election and December 15 China trade tariff deadline​
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Apple (AAPL) December weekly call option implied volatility is at 23, December is at 24, January is at 21; compared to its 52-week range of 18 to 46. Call put ratio 1.6 calls to 1 put with focus on December weekly 270 calls and puts.​
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Microsoft (MSFT) December weekly call option implied volatility is at 20, December is at 18, January is at 19; compared to its 52-week range of 15 to 44.​
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S&P Dep Receipts (SPY) December weekly, December call option implied volatility is at 15, December January is at 13, January 2021 is at 17; compared to its 52-week range of 10 to 32.​
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PowerShares QQQ Trust (QQQ) December weekly call option implied volatility is at 15, December is at 16, January is at 15, January 2020 is at 19; compared to its 52-week range of 14 to 37.​
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iShares Russell 2000 ETF (IWM) December weekly call option implied volatility is at 17, December and January is at 16, January 2021 is at 18; compared to its 52-week range of 14 to 34.​
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Luluemon (LULU) December weekly call option implied volatility is at 122, December is at 67, January is at 42; compared to its 52-week range of 24 to 61 into the expected release of quarter results today after the bell. Call put ratio 1.1 call to 1 put.​
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Tailored Brands (TLRD) December call option implied volatility is at 164, January is at 95; compared to its 52-week range of 50 to 153 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.4 puts. ​
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Adobe (ADBE) December call option implied volatility is at 56, 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. Call put ratio 1.4 calls to 1 put. ​
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Ciena (CIEN) December weekly call option implied volatility is at 130, December is at 69, January is at 42; compared to its 52-week range of 25 to 58 into the expected release of quarter results before the bell on December 12. Call put ratio 1.7 calls to 1 put.​
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Costco (COST) December weekly call option implied volatility is at 55, December is at 32, January is at 22; compared to its 52-week range of 14 to 33 into the expected release of quarter results on December 13. Call put ratio 2.4 calls to 1 put. ​
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Oracle (ORCL) December weekly call option implied volatility is at 69, December is at 40, January is at 23; compared to its 52-week range of 15 to 41 into the expected release of quarter results on December 12.​
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Broadcom (AVGO) December weekly call option implied volatility is at 72, December is at 44, January is at 30; 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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Increasing unusual option volume: OLLI FANG RBS GDS PLCE MRNS INOV DVY ​
Increasing unusual call option volume: OLLI GDS FANG WMB PLCE WCC MRNS EPD DHR PLAY​
Increasing unusual put option volume: ATH FANG OLLI PLCE FXB NCG PTI PLAY URBN DHR​
Options with decreasing option implied volatility: AUPH ARQL SAGE SFIX MIK CLDR SIG RH BLUE WORK GME PLAY GME OLLI UNFI CHWY​
Active options December 11: DHR AAPL TSLA BA F FCX MU NFLX DIS HD MSFT BAC GME ROKU AMD WMB PCG AMZN T ATVI​
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