Mid-session IV Report December 3, 2019​

Mid-session IV Report December 3, 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: RH BLUE BIIB AMD NVDA QCOM ZIOP OLLI SPPI ITCI CLVS CRM WORK WDAY SDS FSK DXD FCX BLUE DE CAT​
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Popular stocks with increasing unusual volume: AMD ROKU GE HAL CSCO F X INTC​ BIIB
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December 15 China trade tariff date​
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S&P Dep Receipts (SPY) December weekly call option implied volatility is at 21 from 13, December is at 16, January is at 15, January 2021; compared to its 52-week range of 10 to 32 after President Trump said there is not a deadline for the trade deal with China and that it might be best to wait until after the 2020 election.​
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PowerShares QQQ Trust (QQQ) December weekly call option implied volatility is at 22, December is at 19, January is at 118; compared to its 52-week range of 14 to 37 after President Trump said there is not a deadline for the trade deal with China and that it might be best to wait until after the 2020 election.​
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iShares Russell 2000 ETF (IWM) December weekly call option implied volatility is at 21 compared to 17, December is at 19, January is at 18; compared to its 52-week range of 14 to 34 after President Trump said there is not a deadline for the trade deal with China and that it might be best to wait until after the 2020 election..

Caterpillar (CAT) December weekly call option implied volatility is at 30, December is at 27; compared to its 52-week range of 20 to 50. Call put ratio 1 call to 4.3 puts​.

Deere & Co. (DE) December weekly call option implied volatility is at 29, December is at 25; compared to its 52-week range of 21 to 44. Call put ratio 1 call to 5 puts with focus on December weekly puts.​

Boeing (BA) December weekly call option implied volatility is at 33, December is at 29; compared to its 52-week range of 23 to 46.​

Apple (AAPL) December weekly call option implied volatility is at 33, December is at 27; compared to its 52-week range of 18 to 46. Call put ratio 1 call to 1.4 puts with focus on December 255 and 260 puts.​

Microsoft (MSFT) December weekly call option implied volatility is at 25, December is at 20, January is at 19; compared to its 52-week range of 15 to 44.​

Netflix (NFLX) December weekly call option implied volatility is at 41, December is at 36, January is at 38; compared to its 52-week range of 28 to 75.​

Market Vectors Semiconductor ETF (SMH) December weekly call option implied volatility is at 33, December is at 28; compared to its 52-week range of 22 to 42. Call put ratio 1 call to 2 puts with focus on December 128 puts.​

Micron (MU) December weekly call option implied volatility is at 49, December is at 55, January is at 44; compared to its 52-week range of 33 to 64.​

AMD (AMD) December weekly call option implied volatility is at 48, December 44, January is at 43; compared to its 52-week range of 36 to 94 into expectations of new CPU product introductions in 2020. ​

NVIDIA (NVDA) December weekly call option implied volatility is at 52, December is at 41; compared to its 52-week range of 32 to 64 as shares sell off 3.9%.​
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Walgreens (WBA) December weekly call option implied volatility is at 26, December is at 25, January is at 30; compared to its 52-week range of 19 to 37 after last month reports of going private. Call put ratio 1 call to 4.4 puts.​
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Biogen (BIIB) December weekly call option implied volatility is at 95, December is at 50, January is at 38; compared to its 52-week range of 25 to 48 into presents data aducanumab, its Alzheimer’s treatment on December 4. Call put ratio 1 call to 2.4 puts with focus on December weekly puts.​

Bluebird Bio (BLUE) December call option implied volatility is at 101, January is at 77; compared to its 52-week range of 44 to 99 into topline results from its KarMMa study of bb2121 as a fourth line or later therapy for the treatment of relapsed/refractory multiple myeloma, which are due by year-end.​
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Cleveland-Cliffs (CLF) December call option implied volatility is at 67, January is at 50; compared to its 52-week range of 37 to 77 after agreeing to buy AK Steel (AKS) for $3.36 per share.​
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AK Steel (AKS) December call option implied volatility is at 66, January is at 55; compared to its 52-week range of 51 to 96 after Cleveland-Cliffs (CLF) agreeing to buy for $3.36 per share.​
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SalesForce (CRM) December weekly call option implied volatility is at 62, December is at 34, January is at 28; compared to its 52-week range of 27 to 56 into the expected release of quarter results today after the bell.​
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Workday (WDAY) December weekly call option implied volatility is at 82, December is at 45, January is at 40; compared to its 52-week range of 28 to 55 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put. ​
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Marvell Technology (MRVL) December weekly call option implied volatility is at 87, December is at 47, January is at 38; compared to its 52-week range of 28 to 49 into the expected release of quarter results today after the bell. December weekly 26 calls and December weekly 25 puts active.​
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At Home Group (ATHM) December option implied volatility is at 40, January is at 39; compared to its 52-week range of 38 to 69 into the expected release of quarter results after the bell on December 4.​
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Block H&R (HRB) December option implied volatility is at 41, January is at 30; compared to its 52-week range of 21 to 55 into the expected release of quarter results after the bell on December 4​.

Campbells Soup (CPB) December weekly option implied volatility is at 86, December is at 42, January is at 30; compared to its 52-week range of 21 to 44 into the expected release of quarter results before the bell on December 4.
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RH (RH) December weekly option implied volatility is at 163, December is at 80, January is at 57; compared to its 52-week range of 38 to 94 into the expected release of quarter results after the bell on December 4. ​

Slack (WORK) December option implied volatility is at 180, December is at 98, January is at 74; compared to its 52-week range of 43 to 90 into the expected release of quarter results on December 4. ​

Kroger (KR) December weekly option implied volatility is at 73, December is at 40, January is at 31; compared to its 52-week range of 20 to 33 into the expected release of quarter results before the bell on December 5. ​
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Clovis (CLVS) December call option implied volatility is at 205, January is at 174; compared to its 52-week range of 64 to 208.​
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Increasing unusual option volume: RUBI BMI TWO QID HMSY CNI DXD LE CLVS​
Increasing unusual call option volume: ABI RUBI QID TWO REZI DXD QURE​
Increasing unusual put option volume: PLUG CARA HRL YPR PEI RF DOW MRVL​
Options with decreasing option implied volatility: CCXI NTNX ANF CARA GES AMBA BOX BURL NTNX BBY ADSK​
Active options December 3: AAPL BAC AMD ROKU NVDA FB DIS AMZN MU BABA MSFT GE TSLA HAL NIO F X INTC CSCO NFLX​
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