Mid-session IV Report December 6, 2019

Mid-session IV Report December 6, 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: ZIOP FIT MDCO S ZIOP ALXN DHI​
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Popular stocks with increasing unusual volume: DIS C NKE T​
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December 15 China trade Tariff phase one deadline​
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S&P Dep Receipts (SPY) 30 days IV call 12.24 -0.6%, puts 12.2 -0.6%, +10 strikes +1K contracts into
December 15 China trade Tariff phase one deadline and FOMC​
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PowerShares QQQ Trust (QQQ) 30 days IV call 15.6 -0.4%, puts 15.6 -0.4% +10 strikes +1K contracts ​into
December 15 China trade Tariff phase one deadline​ and FOMC meeting
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AutoZone (AZO) December weekly call option implied volatility is at 47, December is at 37, January is at 27; compared to its 52-week range of 19 to 35 into the expected release of quarter results before the bell on December 10.​
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Luluemon (LULU) December weekly call option implied volatility is at 74, December is at 55, January is at 41; compared to its 52-week range of 24 to 61 into the expected release of quarter results after the bell on December 11.​
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Adobe (ADBE) December weekly call option implied volatility is at 75, December is at 58, January is at 44; compared to its 52-week range of 20 to 50 into the expected release of quarter results after the bell on December 12.​
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Costco (COST) December weekly call option implied volatility is at 33, December is at 26, January is at 21; compared to its 52-week range of 14 to 33 into the expected release of quarter results on December 13.​
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Oracle (ORCL) December weekly call option implied volatility is at 40, December is at 30, January is at 22; compared to its 52-week range of 15 to 41 into the expected release of quarter results on December 12.​
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Broadcom (AVGO) December weekly call option implied volatility is at 46, December is at 38, January is at 30; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on December 13.​
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SL Green Realty (SLG) December call option implied volatility is at 16, January is at 15; compared to its 52-week range of 16 to 36 into a company hosted investor meeting​
on December 9.​
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Xencor (XNCR) December and January call option implied volatility is at 40; compared to its 52-week range of 39 to 77 into a company hosted investor and analyst meeting on December 9.​
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Enbridge (ENB) December and January call option implied volatility is at 31; compared to its 52-week range of 23 to 51 into a company hosted investor meeting on December 10.​
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Nuance (NUAN) December and January call option implied volatility is at 30; compared to its 52-week range of into a company hosted investor day on December 10.​
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Despegar.com (DESP) December and January call option implied volatility is at 40; compared to its 52-week range of 37 to 80 into a company hosted investor day​
on December 10.​
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LendingTree (TREE) December call option implied volatility is at 35, January is at 30; compared to its 52-week range of 35 to 71 into a company hosted investor and analyst meeting on December 11.​
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Credit Suisse (CS) December and January call option implied volatility is at 17; compared to its 52-week range of 20 to 40 into a company hosted investor meeting​
on December 11.​
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Quaker Houghton (KWR) December call option implied volatility is at 26, January is at 27; compared to its 52-week range of 22 to 45 into a company hosted investor meeting​
on December 11.​
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Increasing unusual option volume: GRUB SSW MDP SIEN PDCO ​
Increasing unusual call option volume: SSW SIEN SPTM CORV​
Increasing unusual put option volume: BIG GWRE PTI WMB​
Options with decreasing option implied volatility: AUPH CARA SAGE MIK​
Active options December 6: AAPL BAC TSLA BABA CLF AMZN ULTA AMD DIS FB NVDA DOCU ROKU MU MSFT JPM NFLX C NKE T ​
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