Mid-session IV Report December 5, 2019

Mid-session IV Report December 5, 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: BIIB ORCL FCAU JBLU YETI BHVN ZIOP IONS MLNX NRZ AGN CC​
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Popular stocks with increasing unusual volume: ROKU BYND NIO BUD DELL RH CHK​
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Biogen (BIIB) December weekly call option implied volatility is at 165, December is at 55, January is at 40; compared to its 52-week range of 25 to 48 into management discusses the Phase 3 top-line results for Aducanumab on a conference call today at 11 am.​

Option implied volatility for American corporations with revenue growth strategies in China ​
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Apple (AAPL) December weekly call option implied volatility is at 23, December is at 22, January is at 23; compared to its 52-week range of 18 to 46. ​
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Microsoft (MSFT) December weekly call option implied volatility is at 20, December is at 18, January is at 17; compared to its 52-week range of 15 to 44.​
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Netflix (NFLX) December weekly call option implied volatility is at 34, December is at 29, January is at 36; compared to its 52-week range of 28 to 75.​
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Caterpillar (CAT) December weekly call option implied volatility is at 26, December is at 23, January is at 25; compared to its 52-week range of 20 to 50. ​
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Deere & Co. (DE) December weekly call option implied volatility is at 26, December is at 22, January is at 22; compared to its 52-week range of 21 to 44. ​
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Boeing (BA) December weekly call option implied volatility is at 26, December is at 22, January is at 22; compared to its 52-week range of 23 to 46.​
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General Motors Co. (GM) December weekly call option implied volatility is at 27, December is at 22, January is at 23; compared to its 52-week range of 21 to 46.​
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Ford Motor (F) December weekly call option implied volatility is at 23, December is at 24, January is at 24; compared to its 52-week range of 20 to 55.​
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Nike Inc. (NKE) December weekly call option implied volatility is at 25, December is at 33, January is at 25; compared to its 52-week range of 18 to 46.​
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Market Vectors Semiconductor ETF (SMH) December weekly call option implied volatility is at 25, December is at 24, January is at 22; compared to its 52-week range of 21 to 40.​
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Micron (MU) December weekly call option implied volatility is at 45, December is at 55, January is at 43; compared to its 52-week range of 33 top 65.​
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AMD (AMD) December weekly call option implied volatility is at 40, December is at 41, January is at 42; compared to its 52-week range of 36 to 94.​
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NVIDIA (NVDA) December weekly call option implied volatility is at 35, December is at 34, January is at 35; compared to its 52-week range of 31 to 65. ​
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Intel (INTC) December weekly call option implied volatility is at 28, December is at 22, January is at 24; compared to its 52-week range of 20 to 44.​
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HP Inc. (HPQ) December call option implied volatility is at 24, January is at 23; compared to its 52-week range of 19 to 43.​
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FedEx Corp. (FDX) December weekly call option implied volatility is at 34, December is at 46, January is at 34; compared to its 52-week range of 21 to 42 ​
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Las Vegas Sands (LVS) December weekly call option implied volatility is at 26, December is at 23, January is at 22; compared to its 52-week range of 23 to 64. ​
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MGM Resorts International (MGM) December weekly call option implied volatility is at 23, December is at 22, January is at 23; compared to its 52-week range of 22 to 58.​
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Wynn Resorts Limited (WYNN) December weekly call option implied volatility is at 35, December is at 32, January is at 33; compared to its 52-week range of 31 to 71.​
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Increasing unusual option volume: PDCO DLTH SEAC AMJ AUPH HOME AVXL SAGE GDS FIVE WORK​
Increasing unusual call option volume: AMJ AUPH SAGE GDS FIVE HOME EXPR DLTH DLTR​
Increasing unusual put option volume: FLEX AUPH SMAR HOME FAZ EL ​
Options with decreasing option implied volatility: TIF AUPH SIG RH CVM WORK ZS KR CPB​
Active options December 5: AAPL ROKU BABA FB AMZN AUPH AMD WORK NIO BYND RH NKE BAC TSLA SHOP CHK NFLX JD MU DG​
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