Mid-session IV Report December 12, 2019​

Mid-session IV Report December 12, 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: IMMU STZ PPL SHY ITCI OMI DBD IRBT LVS WYNN EEM AM TSM WDC​
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Popular stocks with increasing unusual volume: BHC FCX BMY TSM SBUX LULU​
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Apple (AAPL) option implied volatility flat as DOW, SPY and NASDAQ Indexes markets at intra-day record highs​

Apple (AAPL) December weekly call option implied volatility is at 24, December is at 24, January is at 21; compared to its 52-week range of 18 to 46 as indexes at record high. Call put ratio 1.5 calls to 1 put with focus on December weekly 275 calls and puts amid Reuters reported iPhone shipments in China fell more than 35% in November, marking their second straight double-digit decline as sales of the cheaper iPhone 11 remained sluggish, brokerage Credit Suisse said on Thursday.​
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Las Vegas Sands (LVS) December weekly call option implied volatility is at 41, December is at 28, January is at 26; compared to its 52-week range of 22 to 64 amid Chinese President Xi Jinping will visit Macau next week to announce new policies aimed at diversifying the city’s casino-dependent economy into a financial center, Reuters reports. Call put ratio 3 calls to 1 put as shares rally 3.9%.​

MGM Resorts (MGM) December weekly call option implied volatility is at 28, December is at 24, January is at 23; compared to its 52-week range of 22 to 58. Call put ratio 4 calls to 1 put as shares rally 1%.​

Wynn Resorts (WYNN) December weekly call option implied volatility is at 60, December is at 39, January is at 34; compared to its 52-week range of 31 to 72. Call put ratio 3.2 calls to 1 put as shares rally 6%.​

Melco Resorts (MLCO) December weekly call option implied volatility is at 32, December is at 33, January is at 37; compared to its 52-week range of 32 to 59. Call put ratio 311 calls to 1 put as shares rally 3.8%.​
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Adobe (ADBE) December call option implied volatility is at 74, December is at 35, 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. ​

Costco (COST) December weekly call option implied volatility is at 72, December is at 33, January is at 22; compared to its 52-week range of 14 to 33 into the expected release of quarter results today. Call put ratio 1.34 calls to 1 put. ​

Oracle (ORCL) December weekly call option implied volatility is at 88, 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 today after the bell. Call put ratio 1.8 calls to 1 put with focus on December 57 calls. ​

Broadcom (AVGO) December weekly call option implied volatility is at 90, 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. Call put ratio 1.6 calls to 1 put. ​
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Increasing unusual option volume: AKRX OMI AMRX RUBI XAU DBD EWU FOSL CIEN​
Increasing unusual call option volume: OMI DBD FOSL CIEN TSM PLCE NPTN MAS LULU LL EWU ARLO SSW DHR KEY​
Increasing unusual put option volume: RUBI EWU XAU AMJ PPL CFX LULU TAN DHR ETN MMP HTZ MTZ​
Options with decreasing option implied volatility: ARQL SFIX ZUO BLUE CLDR GME LULU OLLI ULTA FIZZ CHWY CIEN BKLN DAL​
Active options December 12: AAPL AMD TSLA BAC DHR LULU GE MU ROKU BABA MSFT FCX AMZN FB INTC NVDA SBUX BMY TSM BHC​
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