Mid-session IV Report December 26, 2019

Mid-session IV Report December 26, 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.

Options with increasing option implied volatility: ACHN NFLX IBM VFC EBAY INTC LUV TXN PG

Popular stocks with increasing unusual volume: TSLA UBER DIS NIO

Uber (UBER) January call option implied volatility is at 36, February is at 37, March is at 44; compared to its 26-week range of 37 to 83 as shares sell off 0.5%. Call put ratio 4.7 calls to 1 put with focus on December weekly 29.50 and 30.50 calls.

Lyft (LYFT) January call option implied volatility is at 40, February is at 45; compared to its 32-week range of 38 to 79 into 2020 as shares sell off 1.5%. Call put ratio 3 calls to 1 put with focus on December 45.50 calls.

United States Oil Fund (USO) January weekly call option implied volatility is at 21, January is at 37, February is at 22; compared to its 52-week range of 22 to 62 as WTI Crude oil at upper end range.

Peloton (PTON) December weekly call option implied volatility is at 72, January is at 76, February is at 82; compared to its 17-week range of 58 to 90 as shares sell off 3%. Call put ratio 1.9 calls to 1 put with focus on December 28 and 28.50 calls.

Qiagen (QGEN) January call option implied volatility is at 40, February is at 35 compared to its 52-week range of 19 to 69 after its board completed its review of strategic alternatives and determined they were not compelling enough relative to the stand-alone business. Call put ratio 3.8 calls to 1 put with focus January 32 calls.

Option implied volatility for Communication Services Sector SPDR ETF (XLC) Holdings

Facebook (FB) 30-day option implied volatility is at 21; compared to its 52-week range of 20 to 47
Alphabet (GOOGL) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 39
Alphabet (GOOG) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 39
Walt Disney (DIS) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 32
Charter Communications (CHTR) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 43
AT&T (T) 30-day option implied volatility is at 16; compared to its 52-week range of 15 to 40
Activision Blizzard (ATVI) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 61
Verizon (VZ) 30-day option implied volatility is at 13; compared to its 52-week range of 12 to 34
NetFlix (NFLX) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 71

Increasing unusual option volume: NLNK IMAX TAN GIS
Increasing unusual call option volume: NLNK GIS CORV
Increasing unusual put option volume: TAN SPPI
Options with decreasing option implied volatility: ITCI BB TUP CAG CCL
Active options: AMD AAPL TSLA AMZN ROKU ACB SHOP FB BA NFLX NIO T BABA SNAP MSFT BAC NVDA UBER MU DIS