Mid-session IV Report December 27, 2019

Mid-session IV Report December 27, 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: RAD OXY NFLX IBM VFC TXN EBAY PG LUV TXN CLVS AAPL PYPL ARQL WMB MDLZ AMZN GME AAPL SHOP GME RH ​
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Popular stocks with increasing unusual volume: ROKU SNAP ACB TWTR NIO RAD ​
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iShares China Large-Cap (FXI) and Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) option implied volatility low into investor waiting for the date of release of details of China Phase 1 deal.

iShares China Large-Cap (FXI) January weekly call option implied volatility is at 15, January is at 17, February is at 17; compared to its 52-week range of 15 to 28.​

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) January weekly call option implied volatility is at 14, January is at 16, February is at 17; compared to its 52-week range of 17 to 36.​

NIO Inc. (NIO) January weekly call option implied volatility is at 179, January is at 135, February is at 118; compared to its 52-week range of 60 to 223 into Tesla (TSLA) to deliver Model 3s made in China beginning Monday, Reuters reports. Call put ratio 1 call to 1.8 puts with focus on January 2.5 puts. ​

Tesla (TSLA) December weekly call option implied volatility is at 69, January is at 76, February is at 52; compared to its 52-week range of 37 to 75 into Tesla to deliver Model 3s made in China beginning Monday.​

RH (RH) December weekly call option implied volatility is at 55, January weekly is at 33, January is at 36; compared to its 52-week range of 32 to 93 after being replaced in the S&P SmallCap 600. Call put ratio 1.3 calls to 1 put with focus on December weekly calls expiring today. ​
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Rite Aid (RAD) December weekly call option implied volatility is at 388, January weekly is at 189, January is at 137, February is at 101; compared to its 52-week range of 65 to 166. Call put ratio 1.3 calls to 1 put with focus on December 20 puts. ​
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iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 40 into JPMorgan 38th Annual Healthcare Conference January 13-16. Share price is near record high.​
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Health Care Select Sect Fd (XLV) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 32 into JPMorgan 38th Annual Healthcare Conference January 13-16. Share price is near record high. ​
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FuelCell Energy (FCEL) January call option implied volatility is at 232, February is at 214; compared to its 52-week range of 107 to 690 as shares rally 29% after announces Tulare project begins commercial operation. Call put ratio 16.5 calls to 1 put with focus on January 1 and 2 calls. ​
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AMD (AMD) January weekly call option implied volatility is at 45, January is at 41, February is at 50; compared to its 52-week range of 36 to 93 as shares near record high. EPS are expected on January 27.​
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Lamb Wesson (LW) January call option implied volatility is at 24, February is at 17; compared to its 52-week range of 20 to 37 into the expected release of quarter results before the open on January 3. ​
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Increasing unusual option volume: CLSD CODI YINN NLNX QEP RAD CLSD MIK MEIP EBIX YINN FCEL​
Increasing unusual call option volume: PVTL CODI NLNK EBIX MEIP YINN FCEL RAD NOG​
Increasing unusual put option volume: APTV FCEL ALK AEO RAD NIO​
Options with decreasing option implied volatility: ITCI BB AM CCL MED NKE KMX RSX SPXU XLY UUP BKLN REAL TIF MO PCG QGEN IMMU LB​
Active options December 27: AAPL AMZN TSLA AMD FB ROKU BAC MSFT NFLX RAD BABA SNAP INTC ACB TWTR NIO FCEL SHOP BA LVS​
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