Mid-session IV Report December 17, 2019

Mid-session IV Report December 17, 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: PCG BB ILMN TWO CL UUP TUP DCP JCOM CVS STOR UL UN UUP HYG TUP AXTA DIS YUM​
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Popular stocks with increasing unusual volume: ​MU NIO TWTR
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General Mills (GIS) December call option implied volatility is at 51, January is at 43; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell on December 18.​
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Steelcase (SCS) December call option implied volatility is at 89, January is at 33; compared to its 52-week range of 25 to 55 into the expected release of quarter results before the bell on December 18.​
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Paychex (PAYX) December call option implied volatility is at 35, January is at 17; compared to its 52-week range of 15 to 32 into the expected release of quarter results before the bell on December 18. Call put ratio 15 calls to 1 put with focus on December 85, 87.50 and 90 calls. ​
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Micron (MU) December call option implied volatility is at 92, January is at 43; compared to its 52-week range of 33 to 65 into the expected release of quarter results after the bell on December 18. Call put ratio 1.5 calls to 1 put with focus on December 53 and 54 calls. ​
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Toro (TTC) December call option implied volatility is at 50, January is at 24; compared to its 52-week range of 16 to 33 the expected release of quarter results before the bell on December 18.​
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Accenture (ACN) December call option implied volatility is at 44, January is at 21; compared to its 52-week range of 14 to 36 into the expected release of quarter results before the bell on December 19.​
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Darden (DRI) December call option implied volatility is at 60, January is at 25; compared to its 52-week range of 18 to 44 into the expected release of quarter results before the bell on December 19.​
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Conagra (CAG) December call option implied volatility is at 88, January is at 37; compared to its 52-week range of 23 to 50 into the expected release of quarter results before the bell on December 19. Call put ratio 3 calls to 1 put. ​
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Sanderson Farms (SAFM) December call option implied volatility is at 71, January is at 35; compared to its 52-week range of 27 to 47 into the expected release of quarter results before the bell on December 19. Call put ratio 7 calls to 1 put. ​
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Nike (NKE) December call option implied volatility is at 60, January is at 26; compared to its 52-week range of 18 to 46 into the expected release of quarter results after the bell on December 19. Call put ratio 1.8 calls to 1 put. ​
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BlackBerry (BB) December call option implied volatility is at 144, January is at 63; compared to its 52-week range of 30 to 65 into the expected release of quarter results before the bell on December 20. Call put ratio 3.7 calls to 1 put.​

Tech IV low as shares at upper end of range

Technology Select Sector Spdr Fund (XLK) December call option implied volatility is at 12, January is at 13; compared to its 52-week range of 14 to 37 as shares near record high. Call put ratio 2.6 calls to 1 put. ​
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Qorvo (QRVO) December and January call option implied volatility is at 29; compared to its 52-week range of 27 to 50 as shares near record high. Call put ratio 1 call to 18 puts with focus on January 110 puts. ​

Garmin (GRMN) December call option implied volatility is at 19, January is at 18; compared to its 52-week range of 17 to 32 as share near record high.​

Mastercard (MA) December and January call option implied volatility is at 17; compared to its 52-week range of 16 to 45 as shares near record high.​

Akamai Technologies (AKAM) December call option implied volatility is at 22, January is at 20; compared to its 52-week range of 21 to 44. Call put ratio 1 call to 1.5 puts. ​

Shopify (SHOP) December call option implied volatility is at 45, January is at 40; compared to its 52-week range of 36 to 72 as shares near record high. Call put ratio 1.6 calls to 1 put with focus on December 390 and 395 calls. ​

Analog Devices (ADI) December call option implied volatility is at 23, January is at 22; compared to its 52-week range of 22 to 43. Call put ratio 2 calls to 1 put with focus on December 119 calls as IV at low end of range. ​

Twitter (TWTR) December call option implied volatility is at 29, January is at 27; compared to its 52-week range of 27 to 79. Call put ratio 3.3 calls to 1 put with focus on December 31, 31.50 and 32 calls. ​

PG&E (PCG) December call option implied volatility is at 246, January is at 171; compared to its 52-week range of 28 to 254. Call put ratio 1 call to 1.4 puts as shares rally 5%.​

Boeing (BA) December call option implied volatility is at 32, January is at 27; compared to its 52-week range of 23 to 46 after halting January production of the 737 MAX. Call put ratio 1 call to 1.2 puts. ​

Increasing unusual option volume: CLW JCOM STOR TUP LOGM HEI AMJ PTI DCP GKOS​ NIO DHR
Increasing unusual call option volume: TUP CLW DCP HEI AMJ CS PTI BANC JBL TGE IMGN ​
Increasing unusual put option volume: JCOM STOR PTI GKOS LOGM AMJ JBL REGI KWEB FLT AES​
Options with decreasing option implied volatility: AXSM ARQL JBL REGI GME ITCI LVS ATNX GME OLLI UNFI PGCE CIEN LULU JBL ​
Active options December 17: AAPL TSLA NFLX BA AMZN AMD ROKU MU FB MSFT NIO DHR BABA AMRN BAC NVDA GE TWTR SNAP C ​
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