Mid-session IV Report December 13, 2019

Mid-session IV Report December 13, 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: UVXY VIX A GE CLVS GOSS STZ WHR EWU EWY​
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Popular stocks with increasing unusual volume: ORCL SPRT ADBE CGC DIS ROKU​
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Friday the 13th into tariffs……IV into China officials to hold news briefing shortly.
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S&P Dep Receipts (SPY) December weekly, December call option implied volatility is at 28, December January is at 12, January 2021 is at 16; compared to its 52-week range of 10 to 32 into China officials to hold news briefing shortly. Call put ratio 1 call to 3.4 puts.​
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PowerShares QQQ Trust (QQQ) December weekly call option implied volatility is at 27, December is at 15, January is at 14, January 2021 is at 18; compared to its 52-week range of 14 to 37 into China officials to hold news briefing shortly. Call put ratio 1 call to 1.66 puts.​
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iShares Russell 2000 ETF (IWM) December weekly call option implied volatility is at 32, December and January is at 15, January 2021 is at 18; compared to its 52-week range of 14 to 34 into China officials to hold news briefing shortly.​
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Microsoft (MSFT) December weekly call option implied volatility is at 31, December is at 16, January is at 23; compared to its 52-week range of 15 to 44 into China officials to hold news briefing shortly.​
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Apple (AAPL) December weekly call option implied volatility is at 42, December is at 23, January is at 21; compared to its 52-week range of 18 to 46 into China officials to hold news briefing shortly.​
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Jabil (JBL) December call option implied volatility is at 60, January is at 36; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on December 17. ​
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Navistar (NAV) December call option implied volatility is at 63, January is at 43; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on December 17.​
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FedEx (FDX) December call option implied volatility is at 61, January is at 35; compared to its 52-week range of 21 to 42 into the expected release of quarter results after the bell on December 17.​
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Sarepta (SRPT) December call option implied volatility is at 195, December is at 63, January is at 55; compared to its 52-week range of 48 to 85 after announcing that the FDA has approved VYONDYS 53, an antisense oligonucleotide indicated for the treatment of Duchenne muscular dystrophy in patients with a confirmed mutation amenable to exon 53 skipping.​

Increasing unusual option volume: CFX MLCO ATNX DXD EWU MAS TAN SRPT MTZ​
Increasing unusual call option volume: MLCO ATNX DXD EWU SCCO SRPT​
Increasing unusual put option volume: CFX MTZ MAS EWU TAN AVEO SRPT SKX​
Options with decreasing option implied volatility: ARQL ITCI CIEN LULU SFIX BLUE UNFI OLLI GME ADBE ORCL CHWY​
Active options December 13: AAPL AMD TSLA FB NVDA BAC BABA ROKU MSFT COST MU ADBE ORCL CGC DIS AMZN C BIDU DHR​
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