Mid-session IV Report December 2, 2019

Mid-session IV Report December 2, 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: CLVS EVH RSX XBIT ARQL UVXY S BLDP VXX FOSL SPPI ITCI APA CARA ​
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Popular stocks with increasing unusual volume: NIO BND GE APA F ROKU​

Upcoming date: New President Trump Tariffs scheduled for December 15
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SalesForce (CRM) December weekly call option implied volatility is at 55, December is at 33, January is at 28; compared to its 52-week range of 27 to 56 into the expected release of quarter results after the bell on December 3.​
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Workday (WDAY) December weekly call option implied volatility is at 74, December is at 44, January is at 37; compared to its 52-week range of 28 to 55 into the expected release of quarter results after the bell on December 3​
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Lands End (LE) December call option implied volatility is at 86, January is at 55; compared to its 52-week range of 42 to 100 into the expected release of quarter results before the bell on December 3.​
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Marvell Technology (MRVL) December weekly call option implied volatility is at 77, December is at 46, January is at 38; compared to its 52-week range of 28 to 49 into the expected release of quarter results after the bell on December 3.​
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Active stocks with option implied volatility and share price movement​
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Trade Desk (TTD) December weekly call option implied volatility is at 53, December is at 44, January is at 45; compared to its 52-week range of 38 to 88 as shares sell off 10%.​
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Beyond Meat (BYND) December weekly call option implied volatility is at 71, December is at 57, January is at 55; compared to its 28-week range of 49 to 141 as shares sell off 5%.​
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Roku (ROKU) December weekly call option implied volatility is at 110, December is at 81, January is at 74; compared to its 52-week range of 50 to 97 as shares sell off 16%. Call put ratio 1 call to 1.3 puts.​
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Clovis (CLVS) December call option implied volatility is at 225, January is at 162; compared to its 52-week range of 64 to 208 as shares rally 7.3%. Call put ratio 3 calls to 1 put with focus on December 10 and 20 calls. ​
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Option implied volatility for energy stocks into OPEC​
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ExxonMobil (XOM) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 39 into OPEC. Call put ratio 1.9 calls to 1 put with focus on June 80 calls. ​

BP plc (BP) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 36. Call put ratio 11.5 calls to 1 put with focus on January 40 calls. ​
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Chevron (CVX) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 39. Call put ratio 4 calls to 1 put with focus on January 135 calls. ​
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Continental Resources (CLR) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 69. Call put ratio 4.2 calls to 1 put with focus on December calls. ​
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EOG Resources (EOG) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 58. Call put ratio 1 call to 1 put with focus on February 72.50 puts. ​
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Transocean (RIG) 30-day option implied volatility is at 68; compared to its 52-week range of 42 to 88. Call put ratio 3.4 calls to 1 put with focus on short duration December calls.​
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Diamond Offshore Drilling (DO) 30-day option implied volatility is at 78; compared to its 52-week range of 47 to 97. December 6 calls active. ​
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Concho Resources (CXO) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 59. Call put ratio 1 call to 4.1 puts with focus on December weekly (6) 70 puts. ​
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ConocoPhillips (COP) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 48. Call put ratio 5.5 calls to 1 put with focus on January 75 calls. ​
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Apache (APA) 30-day option implied volatility is at 57; compared to its 52-week range of 32 to 74. Call put ratio 1 call to 1.8 puts with focus on December weekly 19 puts as shares sell off 11.5%. ​
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Occidental Petroleum (OXY) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 45. Call put ratio 2.8 calls to 1 put with focus on December weekly 39 calls. ​
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Murphy Oil (MUR) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 60. Call put ratio 12.3 calls to 1 put with focus on December 27.50 and 30 calls. ​
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Chesapeake Energy (CHK) 30-day option implied volatility is at 150; compared to its 52-week range of 57 to 201. Call put ratio 13.6 calls to 1 put with focus on January 1 calls. ​
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Diamondback Energy (FANG) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 63. Call put ratio 1 call to 4.2 puts with focus on March 85 puts. ​
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Oasis Petroleum (OAS) 30-day option implied volatility is at 47; compared to its 52-week range of 47 to 115. Call put ratio 12.3 calls to 1 put with focus on January 2.5 calls. ​

Marathon Oil (MRO) 30-day option implied volatility is at 39; compared to its 52-week range of 31 to 67 into OPEC meeting. Call put ratio 4.7 calls to 1 put with focus on December 12.5 calls. ​
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Halliburton (HAL) 30-day option implied volatility is at 35; compared to its 52-week range of 28 to 57. Call put ratio 4.4 calls to 1 put with focus on December weekly 22 calls. ​
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Schlumberger Ltd. (SLB) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 55.​
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Increasing unusual option volume: TCO FOSL MAC AKBA MSI SPTM NPTN SKT RRD PFF​
Increasing unusual call option volume: FOSL SPGI FEZ LEG EDIT AKBA SPTM SAIL DRRX HLT DHR PTI WWE CMC​
Increasing unusual put option volume: TCO MAC FLEX SKT RRD PFF DHR APA BMRN​
Options with decreasing option implied volatility: CCXI MDCO NTNX ANF GES TIF BURL DKS BOX PVH DLTR​
Active options December 2: AAPL ROKU BAC FB BABA MSFT AMZN DIS AMD APA TSLA F DHR NFLX NVDA NIO SNAP BYND MU GE ​
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