Mid-session IV Report December 23, 2019

Mid-session IV Report December 23, 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: IOVA ANGI NFLX TWO IBM ACHN CNDT CVM MBT EBAY ​
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Popular stocks with increasing unusual volume: INTC LK ITCI ACB AMD​
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Boeing (BA) December weekly call option implied volatility is at 24, January is at 25; compared to its 52-week range of 23 to 46 after its Board of Directors named current Chairman, David Calhoun. President and CEO; Dennis Muilenburg has resigned. Call put ratio 2.5 calls to 1 put with focus on December weekly 340 calls. ​
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Tesla (TSLA) December weekly call option implied volatility is at 41, January is at 45; compared to its 52-week range of 37 to 75 into Chinese banks agree on $1.4B loan for Shanghai plant, Reuters says. Call put ratio 1.4 calls to 1 put.​

United States Natural Gas (UNG) December weekly call option implied volatility is at 50, January is at 47; compared to its 52-week range of 21 to 76 as shares sell off 4%. Call put ratio 2 calls to 1 put. ​

Apache Corp. (APA) December weekly call option implied volatility is at 41, January is at 40; compared to its 52-week range of 31 to 74 as shares rally 10.8%. Call put ratio 2 calls to 1 put with focus on December weekly 24.50 calls. ​

Disney (DIS) December weekly and January call option implied volatility is at 18; compared to its 52-week range of 15 to 33 as shares sell off 0.7%.​

Intra-Cellular Therapies (ITCI) 30-day option implied volatility is at 120; compared to its 52-week range of 60 to 363 as shares rally 160 after announces FDA approval of CAPLYTA. Call put ratio 1.1 calls to 1 put.​

Increasing unusual option volume: SCVL CS HPE BTU LPSN DXCM LTM DRXX ITCI ALB NAT​
Increasing unusual call option volume: SCVL LPSN HPE BTU ITCI ALB DRRX CHL​
Increasing unusual put option volume: CS DXCM SEAS BTU LTM KKR SYF ZTO​
Options with decreasing option implied volatility: ITCI REGI PCG BB FDX CAG EAG KMX​
Active options December 23: TSLA AAPL AMD BA FB MSFT NFLX NVDA AMZN BABA ROKU DIS MU JD CSCO ACB INTC T LK ITCI​
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