Mid-session IV Report December 18, 2019​

Mid-session IV Report December 18, 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: MU BB NKE CAG FLT TUP QGEN ILMN SHY AXTA BAX DIS PG HYG KMX CCL YPF MTOR DISH ADM​
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Popular stocks with increasing unusual volume: GME ROKU DIS PCG​
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PG&E (PCG) option implied volatility decreases after Judge ruling​, shares up 6%
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PG&E (PCG) December call option implied volatility is at 121, January is at 123; compared to its 52-week range of 28 to 254 after the company won approval for both its settlements as Judge Montali ruled in favor of both RSAs and didn’t reject the anti-competitive clauses. Call put ratio 3.2 calls to 1 put with focus on December 12 calls as shares rally 8%. Call put ratio 1 call to 1.1 puts. ​

Qualcomm (QCOM) January option implied volatility at 26; compared to its 26 to 42 into CES 2020.

Fleetcor Technologies, Inc. (FLT) December call option implied volatility is at 45, January is at 28; compared to its 52-week range of 18 to 44 after mentioned Cautiously again at Citron Research. Call put ratio 1 call to 4.2 puts with focus on December 300 puts. ​

Micron (MU) December call option implied volatility is at 108, January is at 43; compared to its 52-week range of 33 to 65 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts with focus on January 50 puts. ​

Accenture (ACN) December call option implied volatility is at 60, 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 70, 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.​

Conagra (CAG) December call option implied volatility is at 104, January is at 38; 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 1 call to 3.3 puts. ​

Sanderson Farms (SAFM) December call option implied volatility is at 77, January is at 33; compared to its 52-week range of 27 to 47 into the expected release of quarter results before the bell on December 19. ​

Nike (NKE) December call option implied volatility is at 68, January is at 36; 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 2.4 calls to 1 put. ​

BlackBerry (BB) December call option implied volatility is at 177, January is at 90; 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 3.5 calls to 1 put with focus on December 5.5 calls.​

CarMax (KMX) December call option implied volatility is at 90, January is at 33; compared to its 52-week range of 20 to 49 into the expected release of quarter results before the bell on December 20. ​

Carnival Corp. (CCL) December call option implied volatility is at 87, January is at 30; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on December 20. Call put ratio 1 call to 3.7 puts with focus on December 46.50 puts.​

Chesapeake (CHK) January call option implied volatility is at 119, February is at 122; compared to its 52-week range of 57 to 201 into 2020.​

Bank of America (BAC) December call option implied volatility is at 18, January is at 22; compared to its 52-week range of 19 to 47 on active options volume. ​

Freeport McMoRan (FCX) December call option implied volatility is at 48, January is at 39; compared to its 52-week range of 35 to 67. Call put ratio 6.9 calls to 1 put with focus on January 12 and 13 calls. ​

Clovis (CLVS) December call option implied volatility is at 141, January is at 135; compared to its 52-week range of 65 to 208. Call put ratio 3.5 calls to 1 put with focus on December 14 calls. ​

UPS (UPS) December call option implied volatility is at 25, January is at 20; compared to its 52-week range of 16 to 42 as shares sell off 1.9% after FedEx (FDX) outlook.​
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Increasing unusual option volume: AALT CI DCPH CWH WVE SIEN SCS AKRX CTAS SLDB BHVN RTN YPF ​
Increasing unusual call option volume: CWH DCPH SCS SIEN RTN WVE SLDB BHVN SPR CTAS AXDX ​
Increasing unusual put option volume: FLT ALLT WVE AKRX CTAS YUMC SPPI EWU FDX PTI SCS CG MBI GIS​
Options with decreasing option implied volatility: PCG AXSM FCAU ATNX GTT ETRN JBL ARQL LLY JBL REGI TME GME FDX NAV UUP WBA LVS​
Active options December 18: FB TSLA FDX AAPL NFLX MU AMD PCG T M DIS AMZN BA NVDA BABA F ROKU GME MSFT TWTR​