Mid-session IV Report December 19, 2019

Mid-session IV Report December 19, 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: SPPI QGEN ANGI ILMN I AM ABMD DBX IAC UUP VIX UVXY MDR CHK​
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Popular stocks with increasing unusual volume: GE CSCO WDC BABA NIO M MOS CAG​
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On Thursday, the Riksbank, Sweden’s Central bank, raised the key rate to zero from minus 0.25%. reports the WSJ. ​
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Nike (NKE) December call option implied volatility is at 92, January is at 28; compared to its 52-week range of 18 to 46 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put with focus on December 100 calls. ​

BlackBerry (BB) December call option implied volatility is at 244, January is at 67; 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 11.1 calls to 1 put with focus on December 6.5 calls.​

CarMax (KMX) December call option implied volatility is at 108, 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 134, January is at 34; 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 6.2 puts with focus on December 46 puts.​
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Market Vectors Semiconductor ETF (SMH) December call option implied volatility is at 22, January is at 21; compared to its 52-week range of 21 to 40 into CES 2020. Call put ratio 1 call to 3.3 puts with focus on December puts.​
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Micron (MU) December call option implied volatility is at 45, January is at 35; compared to its 52-week range of 33 top 65 amid shares rallying 2.4% on EPS. Call put ratio 1.2 calls to 1 put.​
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AMD (AMD) December call option implied volatility is at 38, January is at 37; compared to its 52-week range of 36 to 94. Call put ratio 1.9 calls to 1 put. ​
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NVIDIA (NVDA) December weekly call option implied volatility is at 31, January is at 28; compared to its 52-week range of 31 to 65. Call put ratio 1.7 calls to 1 put with focus on December 235 calls.​
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PG&E (PCG) December call option implied volatility is at 116, January is at 130; compared to its 52-week range of 28 to 254 a day after the company won approval for both its settlements as a Judge ruled in favor of both RSAs and didn’t reject the anti-competitive clauses. Call put ratio 1 call to 1.5 puts.​

Rite Aid (RAD) call put ratio 2.9 calls to 1 puts with focus on December 11 calls as shares rally 41%. 30-day option implied volatility is at 86; compared to its 52-week range of 66 to 166 after outlook.​
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Plug Power (PLUG) call put ratio 1 call to 1.3 puts with focus on December 3 calls and puts. 30-day option implied volatility is at 72 compared to its 52-week range of 54 to 110.​

The ECB’s policy-making committee has decisions to make about negative based rates.​

Increasing unusual option volume: PLUG RAD MLHR MOS GSKY VSAT CAG​
Increasing unusual call option volume: KBE GSKY MOS RAD​
Increasing unusual put option volume: DRI SYF RAD WPX DRI FLT​
Options with decreasing option implied volatility: PCG MU DRI AXSM ATNX CCXI AMRN BOIL FDX ORCL CAG GIS ​
Active options December 19: MU TSLA FB AAPL NFLX AMD AMZN NVDA MOS TWTR CSCO GE BA MSFT ROKU INTC WDC BABA NIO M​
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