Mid-session IV Report February 10, 2020​

Mid-session IV Report February 10, 2020​

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: KHC MAT HAS TEVA XPO FOSL LYFT ERIC TECK BYND ROKU JNPR DHT RCL BUD EBAY MRVL PDD GILD PBYI WMT UTX UA UAA ​
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Popular stocks with increasing unusual volume: GILD UBER LYFT RCL PTON ROKU​

Tesla (TSLA) option implied volatility movement continues
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Tesla (TSLA) February weekly call option implied volatility is at 121, February is at 102; compared to its 52-week range of 34 to 116 after Reuters reports the company’s Shanghai factory will resume production with Chinese government assistance to help it cope with the coronavirus outbreak. Call put ratio 1.3 calls to 1 put as shares rally 0.8%.​
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Apple (AAPL) February weekly call option implied volatility is at 31, February is at 25, March is at 26; compared to its 52-week range of 18 to 35 amid delay of China manufacturing.​
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United Technologies (UTX) February weekly call option implied volatility is at 23, February is at 18; compared to its 52-week range of 15 to 29 into an investor meeting today. Call put ratio 2.5 calls to 1 put. ​
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Visa (V) February weekly call option implied volatility is at 24, February is at 18; compared to its 52-week range of 16 to 29 into an investor meeting on February 11. Call put ratio 6.4 calls to 1 put with focus on February weekly 205, 207.50 and 210 calls. ​
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Kraft Heinz (KHC) February weekly call option implied volatility is at 99, February is at 65; compared to its 52-week range of 20 to 51 into the expected release of quarter results before the bell on February 13. ​
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Emerson (EMR) February weekly call option implied volatility is at 38, February is at 30; compared to its 52-week range of 17 to 34 into an investor meeting on February 13. Call put ratio 1 call to 3.6 puts. ​
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Walmart (WMT) February weekly call option implied volatility is at 18, February is at 32; compared to its 52-week range of 13 to 30 into an investment community meeting on February 18. ​
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Hasbro (HAS) February weekly call option implied volatility is at 95, February is at 62; compared to its 52-week range of 20 to 45 into the expected release of quarter results before the bell on February 11 and an investor meeting on February 21 at New York Toy Fair 2020.​
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Mattel (MAT) February weekly call option implied volatility is at 119, February is at 79; compared to its 52-week range of 36 to 71 into the expected release of quarter results after the bell on February 13 and an investor meeting on February 21 at New York Toy Fair 2020. Call put ratio 2.9 calls to 1 put. ​
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Radware Ltd. (RDWR) February call option implied volatility is at 27, March is at 21; compared to its 52-week range of 16 to 42 into an investor meeting on February 20.​
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Aurora Cannabis (ACB) February weekly call option implied volatility is at 152, February is at 161; compared to its 52-week range of 38 to 135 as shares sell off 5.9%. Call put ratio 1 call to 1.1 puts with focus on February 1.5 puts. ​
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Avaya (AVYA) February call option implied volatility is at 95, March is at 70; compared to its 52-week range of 36 to 116 into the expected release of quarter results today. Call put ratio 1 call to 1 put with focus on February 12.5 calls and puts. ​
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Groupon (GRPN) February weekly (14) call option implied volatility is at 145, February is at 88; compared to its 52-week range of 36 to 82 into the expected release of quarter results today.​
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Southern Copper (SCCO) February call option implied volatility is at 31, March is at 30; compared to its 52-week range of 23 to 40 into the expected release of quarter results today. Call put ratio 1 call to 4.9 puts. ​
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XPO Logistics (XPO) February call option implied volatility is at 49, March is at 38; compared to its 52-week range of 31 to 59 into the expected release of quarter results today after the bell.​
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Akamai (AKAM) February weekly call option implied volatility is at 72, February is at 46; compared to its 52-week range of 20 to 43 into the expected release of quarter results after the bell on February 11. Call put ratio 2 calls to 1 put. ​

AutoNation (AN) February call option implied volatility is at 37, March is at 29; compared to its 52-week range of 23 to 40 into the expected release of quarter results before the bell on February 11.​
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Dish Network (DISH) February weekly call option implied volatility is at 61, February is at 59; compared to its 52-week range of 30 to 64 into the expected release of quarter results before the bell on February 11.​
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Fossil Group (FOSL) February weekly call option implied volatility is at 130, February is at 110; compared to its 52-week range of 52 to 120 into the expected release of quarter results on February 11.​
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Goodyear Tire (GT) February weekly call option implied volatility is at 83, February is at 56; compared to its 52-week range of 28 to 53 into the expected release of quarter results on February 11.​
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Hasbro (HAS) February weekly call option implied volatility is at 95, February is at 63; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on February 11.​
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Hilton (HLT) February weekly call option implied volatility is at 38, February is at 29; compared to its 52-week range of 18 to 33 into the expected release of quarter results before the bell on February 11.​
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Lyft (LYFT) February weekly call option implied volatility is at 116, February is at 77; compared to its 52-week range of 38 to 79 into the expected release of quarter results after the bell on February 11. Call put ratio 2.3 calls to 1 put.​
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Under Armour (UA) February weekly call option implied volatility is at 139, February is at 91; compared to its 52-week range of 29 to 64 into the expected release of quarter results before the bell on February 11.​
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Radware Ltd. (RDWR) February call option implied volatility is at 27, March is at 21; compared to its 52-week range of 16 to 42 into an investor meeting on February 20.​
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Aurora Cannabis (ACB) February weekly call option implied volatility is at 152, February is at 161; compared to its 52-week range of 38 to 135 as shares sell off 5.9%. Call put ratio 1 call to 1.1 puts with focus on February 1.5 puts. ​
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Canada Goose (GOOS) February weekly call option implied volatility is at 55, February is at 45; compared to its 52-week range of 39 to 82.​
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Weight Watchers International, Inc. (WW) February weekly call option implied volatility is at 60, February is at 55; compared to its 52-week range of 47 to 100. Quarter results expected on February 25. ​
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World Wrestling Entertainment (WWE) February call option implied volatility is at 53, March is at 54; compared to its 52-week range of 33 to 63.​
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Increasing unusual option volume: AVT FB ELY MEET MYGN ERIC SYF ZGNX APO NOK​
Increasing unusual call option volume: ARMK TCO CHNG ADVM CHGG FLT GMLP LEVI PLT SALT ERIC TPR​
Increasing unusual put option volume: SYF MYGN KNX NE ZGNX ACM SOXS YUMC ZNGA INFY DD​
Options with decreasing option implied volatility: FSCT AIMT LK GOOS IRBT GRUB SKX COTY​
Active options February 10: TSLA MSFT AAPL AMZN AMD UBER BABA BA FB GE NOK GILD NFLX TWTR SNAP NVDA ROKU NIO BYND LYFT ​
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