Mid-session IV Report December 4, 2019

Mid-session IV Report December 4, 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 WORK EXPR ZIG KR ZIOP LULU S CMG TME DG EWZ BIIB ​PTON
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Popular stocks with increasing unusual volume: NIO SNAP T SHOP EXPE MT CRM NAV​
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Biogen (BIIB) December weekly call option implied volatility is at 115, 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.​
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United States Oil Fund (USO) December weekly call option implied volatility is a 43, December is at 31, January is at 30; compared to its 52-week range of 23 to 55 as WTI Crude oil up 1.3% into OPEC and Armco IPO. Call put ratio 3.4 calls to 1 put with focus December weekly 12 calls.​

Market Vectors Russia ETF Trust (RSX) 30 day option implied volatility is a 30; compared to its 52-week range of 15 to 33 as WTI Crude oil up 1.3% into OPEC and Armco IPO. Call put ratio 1 call to 2.3 puts with focus December 23 calls.​

Block H&R (HRB) December option implied volatility is at 43, January is at 30; compared to its 52-week range of 21 to 55 into the expected release of quarter results today after the bell.​

RH (RH) December weekly option implied volatility is at 177, December is at 78, January is at 56; compared to its 52-week range of 38 to 94 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put with focus on December weekly 200 calls. ​

Slack (WORK) December weekly option implied volatility is at 210, December is at 98, January is at 75; compared to its 52-week range of 43 to 90 into the expected release of quarter results today. Call put ratio 1 call to 2 puts. ​

Dollar General (DG) December weekly option implied volatility is at 95, December is at 40, January is at 29; compared to its 52-week range of 15 to 37 into the expected release of quarter results before the bell on December 5. ​

Duluth Holdings (DLTH) December call option implied volatility is at 100, January is at 76; compared to its 52-week range of 41 to 100 into the expected release of quarter results before the bell on December 5.​

Express (EXPR) December call option implied volatility is at 100, January is at 65; compared to its 52-week range of 45 to 113 into the expected release of quarter results before the bell on December 5. ​

Kroger (KR) December weekly option implied volatility is at 81, December is at 39, 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. Call put ratio 2.5 calls to 1 put. ​

Signet (SIG) December weekly call option implied volatility is at 245, December is at 110, January is at 82; compared to its 52-week range of 47 to 110 into the expected release of quarter results on December 5.​

Zoom Video Communications (ZM) December weekly option implied volatility is at 167, December is at 77, January is at 57; compared to its 52-week range of 46 to 87 into the expected release of quarter results after the bell on December 5. Call put ratio 2 calls to 1 put.​
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Zuora (ZUO) December option implied volatility is at 77, January is at 58; compared to its 52-week range of 44 to 77 into the expected release of quarter results after the bell on December 5.​

Big Lots (BIG) December option implied volatility is at 73, January is at 58; compared to its 52-week range of 28 to 75 into the expected release of quarter results before the bell on December 6. Call put ratio 6.7 calls to 1 put with focus on December 22.50 calls. ​

Peloton (PTON) December weekly call option implied volatility is at 110, December is at 90, January is at 86; compared to its 16-week range of 58 to 90.​

Overstock.com (OSTK) December call option implied volatility is at 40, January is at 71; compared to its 52-week range of 71 to 153. ​
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PG&E (PCG) December weekly call option implied volatility is at 132, December is at 114, January is at 110; compared to its 52-week range of 28 to 254. Call put ratio 3.2 calls to 1 put as shares rally 10%.​
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Amarin Corp. (AMRN) December weekly call option implied volatility is at 64, December is at 65; compared to its 52-week range of 55 to 137. Call put ratio 4.5 calls to 1 put with focus on December weekly 21.50 and 22.5 calls. ​

The FOMC meeting is a week away, Fed policy has been measured as on hold, the meeting is being overshadowed by USA, Europe, South America and China trade headlines and November employment report. December 15 is China trade tariff date.​

Increasing unusual option volume: JBLU CP VGR MT NUAN BOLD AMJ JEF NAV​
Increasing unusual call option volume: JBLU CP NUAN NDAQ TECK HQY OGI EXPE SNPS​
Increasing unusual put option volume: MT NAV AUPH BOLD MRVL GIII ARWR SNPS GPRO AKS EXPE SU HRL ​
Options with decreasing option implied volatility: ADSK CCXI GES CARA BOX APA KEYS NTNX BURL BBY AMBA ANF DKS HPE PANW ANF DKS​
Active options December 4: AAPL AMD ROKU MT CRM BABA AMZN MRVL TSLA DIS EXPE JBLU NIO SHOP FB BAC MSFT NVDA T SNAP​
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