Mid-session IV Report December 31, 2019​

Mid-session IV Report December 31, 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: CVM SIG MIK MAXR ALGN AMD CRUS FLEX CREE CLB​
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Popular stocks with increasing unusual volume: MU BA AMZN NIO GDX NVDA TSLA​
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Cannabis Stocks rally on active call volume into 2020​
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Aurora Cannabis (ACB) 30-day option implied volatility is at 97; compared to its 52-week range of 38 to 135 as shares rally 12%. Call put ratio 4.4 calls to 1 put with focus on March 2 calls. ​
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Canopy Growth (CGC) 30-day option implied volatility is at 71; compared to its 52-week range of 41 to 88 as shares rally 9%. Call put ratio 4.7 calls to 1 put with focus on January 19.50 calls. ​
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Cronos Group (CRON) 30-day option implied volatility is at 69; compared to its 52-week range of 53 to 136 as shares rally 11.5%. Call put ratio 3.4 calls to 1 put with focus on January 8 calls. ​
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HEXO Corp. (HEXO) 30-day option implied volatility is at 119; compared to its 52-week range of 60 to 160 as shares rally 5%.​
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Tilray, Inc. (TLRY) 30-day option implied volatility is at 77; compared to its 52-week range of 47 to 139 as shares rally 8.5%. Call put ratio 5.4 calls to 1 put with focus on January 17 calls​
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NIO Inc. (NIO) January weekly call option implied volatility is at 253, January is at 170, February is at 132; compared to its 52-week range of 60 to 223 as shares rally 16%. Call put ratio 2.5 calls to 1 put with focus on January 4 calls. ​

Tesla (TSLA) December weekly call option implied volatility is at 51, January is at 45, February is at 52; compared to its 52-week range of 37 to 75 as share price near record high.​

FuelCell Energy (FCEL) January call option implied volatility is at 340, February is at 234; compared to its 52-week range of 107 to 690 after recently announces Tulare fuel cell project operation. Call put ratio 6.5 calls to 1 put with focus on January 3 calls as shares rally 55%. ​

AMD (AMD) January weekly call option implied volatility is at 34, January is at 41, February is at 50; compared to its 52-week range of 36 to 93.​
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Dogs of Dow​

Walgreens Boots Alliance (WBA) January weekly call option implied volatility is at 21, January is at 30, February is at 25; compared to its 52-week range of 19 to 36 as shares underperform Dow Jones Index peers. Call put ratio 5.7 calls to 1 put with focus on January weekly 60 calls. ​
3M Co. (MMM) January weekly call option implied volatility is at 19, January is at 21, February is at 23; compared to its 52-week range of 16 to 34 as shares underperform Dow Jones Index peers. ​
Verizon Communications (VZ) January weekly call option implied volatility is at 12, January is at 13, February is at 15; compared to its 52-week range of 12 to 28 as shares underperform Dow Jones Index peers. ​
Cisco Systems (CSCO) January weekly call option implied volatility is at 14, January is at 18, February is at 22; compared to its 52-week range of 17 to 38 as shares underperform Dow Jones Index peers.​
Pfizer (PFE) January weekly call option implied volatility is at 15, January is at 16, February is at 18; compared to its 52-week range of 15 to 29 as shares underperform Dow Jones Index peers. Call put ratio 1.9 calls to 1 put with focus on January 40 calls. ​
Exxon (XOM) January weekly call option implied volatility is at 17, January is at 18, February is at 18; compared to its 52-week range of 15 to 31 as shares underperform Dow Jones Index peers.​
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Lamb Wesson (LW) January call option implied volatility is at 28, February is at 20; compared to its 52-week range of 20 to 34 into the expected release of quarter results before the open on January 3. ​
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Trump says to sign ‘phase one’ trade deal with China on January 15​
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Increasing unusual option volume: HASI CARG VTI GSAT FCEL MTOR​
Increasing unusual call option volume: TLRY ACB CRON HEXO CGC CARG MMP GIS GSAT FCEL MTOR TRUP​
Increasing unusual put option volume: HASI ZUO WWE VTI FCEL CASA​
Options with decreasing option implied volatility: WVE ITCI​
Active options December 31: NIO AAPL TSLA AMD ROKU AMZN NVDA UBER FB MSFT MU BABA RAD NFLX BAC FCEL MDR BA DIS GE ​
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