Mid-session IV Report December 24, 2019

Mid-session IV Report December 24, 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: NFLX ZNGA IBM ABBV VFC ABBV VNET STX GLD VALE RAD LULU MRK CLVS I XLP X​
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Popular stocks with increasing unusual volume: BA X LK MO PCG OXY LYFT​
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Amazon (AMZN) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 55 into Christmas Eve shopping.​

Bed Bath & Beyond (BBBY) 30 option implied volatility is at 80; compared to its 52-week range of 40 to 105 after reports the company hired former Target (TGT) CFO Cathy Smith as its new CFO, according to Bloomberg. Call put ratio 2.6 calls to 1 put with focus on December weekly 17 and 18 calls into Christmas Eve. ​

Signet Jewelers (SIG) 30-day option implied volatility is at 62; compared to its 52-week range of 47 to 110 into Christmas eve shopping. Call put ratio 4 calls to 1 put with focus on December weekly 21.50 calls.​

Leisure wear stocks option implied volatility into Christmas Eve shopping and 2020 Olympics ​
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Nike (NKE) 30-day option implied volatility is at 16; compared to its 52-week range 17 to 41​
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Skechers (SKX) 30-day option implied volatility is at 28; compared to its 52-week range 28 to 78​
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Under Armour (UA) 30-day option implied volatility is at 30; compared to its 52-week range 29 to 64​
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Lululemon (LULU) 30-day option implied volatility is at 28; compared to its 52-week range 24 to 59​
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Uber (UBER) December weekly call option implied volatility is at 25, January is at 34; compared to its 52-week range of 37 to 84 into Travis Kalanick departing Uber board. Call put ratio 1.9 calls to 1 put with focus on January 32.50 calls.​
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Technology Select Sector Spdr Fund (XLK) December call option implied volatility is at 11, January is at 14; compared to its 52-week range of 14 to 37 as shares near record high. Call put ratio 2.6 calls to 1 put CES 2020 Las Vegas.​
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Market Vectors Semiconductor ETF (SMH) December call option implied volatility is at 21, January is at 20; compared to its 52-week range of 21 to 40 into CES 2020. Call put ratio 1 call to 2 puts with focus on December puts.​
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iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 40 into JPMorgan 38th Annual Healthcare Conference January 13-16.​

Health Care Select Sect Fd (XLV) 30-day option implied volatility is at 12; compared to its 52-week range of 11 to 32 into JPMorgan 38th Annual Healthcare Conference January 13-16.​

Goldman Sachs (GS) January and February call option implied volatility is at 20; compared to its 52-week range of 19 to 50 into 2020 investor day on January 29, 2020.
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Increasing unusual option volume: SONO CLSD JNCE AXU DRRX NLNK FTI​
Increasing unusual call option volume: PTI FTI JNCE AXU DRRX NLNK FTI​
Increasing unusual put option volume: LTM TXMD CVTA ILMN LGFA
Options with decreasing option implied volatility: ITCI PCG BB TUP CAG S BB KMX FDX AVP RSX CCL MU​
Active options December 24: AMD AAPL TSLA BA T ROKU NFLX FB AMZN BABA NIO NVDA X MU LK MO DIS PCG OXY LYFT​