Mid-session IV Report February 11, 2020

Mid-session IV Report February 11, 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.

Options with increasing option implied volatility: APPS KAR MEET SFIX ROKU CSCO TMUS KHC DISH AKAM LYFT FOSL MGM TAP SHOP TEVA NTAP MRO

Popular options with increasing volume: FCX ROKU SPCE CCJ NFLX

Tesla (TSLA) February weekly call option implied volatility is at 91, February is at 84, March is at 75; compared to its 52-week range of 34 to 117.

Kraft Heinz (KHC) February weekly call option implied volatility is at 110, February is at 65, March is at 41; compared to its 52-week range of 20 to 51 into the expected release of quarter results on February 13. Call put ratio 4 calls to 1 put.

Sprint (S) February weekly call option implied volatility is at 115, February is at 90, March at 55; compared to its 52-week range of 28 to 144 after confirming T-Mobile (TMUS) court ruling. Call put ratio 2.1 calls to 1 put.

T-Mobile (TMUS) February weekly call option implied volatility is at 55, February is at 40; compared to its 52-week range of 18 to 35 after confirming Sprint (S) court ruling. Call put ratio 3.4 calls to 1 put.

DISH Network (DISH) February call option implied volatility is at 59, February is at 55; compared to its 52-week range of 30 to 64 after judge allows T-Mobile (TMUS) and Sprint (S) to complete merger.

Beneficiaries of T-Mobile (TMUS) and Sprint (S) are the tower stocks

American Tower (AMT) February weekly call option implied volatility is at 26, February is at 20; compared to its 52-week range of 14 to 26 after T-Mobile (TMUS), Sprint (S) confirm court ruling, companies moving to finalize merger. Call put ratio 3.3 calls to 1 put.

Crown Castle (CCI) February call option implied volatility is at compared to its 52-week range of 16 to 27 after T-Mobile (TMUS), Sprint (S) confirm court ruling, companies moving to finalize merger. Call put ratio 6.7 calls to 1 put with focus on March 160 and 170 calls.

SBA Communications (SBAC) February call option implied volatility is at 28, March is at 22; compared to its 52-week range of 15 to 31 after T-Mobile (TMUS), Sprint (S) confirm court ruling, companies moving to finalize merger.

Akamai (AKAM) February weekly call option implied volatility is at 80, February is at 49; compared to its 52-week range of 20 to 43 into the expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put with focus on February 96 and 98 calls.

Dish Network (DISH) February weekly call option implied volatility is at 50, February is at 27; compared to its 52-week range of 30 to 64 into the expected release of quarter results today.

Facebook (FB) February weekly call option implied volatility is at 29, February is at 27; compared to its 52-week range of 21 to 40 into Chief Executive Mark Zuckerberg meeting the EU’s digital and industry chiefs on February 17.

Fossil Group (FOSL) February weekly call option implied volatility is at 140, February is at 100; compared to its 52-week range of 52 to 120 into the expected release of quarter results today after the bell.

Lyft (LYFT) February weekly call option implied volatility is at 127, February is at 77; compared to its 52-week range of 38 to 79 into the expected release of quarter results today after the bell.

Aarons (AAN) February call option implied volatility is at 61, March is at 43; compared to its 52-week range of 26 to 53 into the expected release of quarter results before the bell on February 11.

Barrick Gold (GOLD) February weekly call option implied volatility is at 45, February is at 34; compared to its 52-week range of 26 to 45 into the expected release of quarter results on February 12. Call put ratio 2.3 calls to 1 put with focus on February weekly 18.50 calls.

Canopy Growth (CGC) February weekly call option implied volatility is at 140, February is at 97; compared to its 52-week range of 41 to 102 into the expected release of quarter results on February 12. Call put ratio 2.9 calls to 1 put with focus on February weekly calls.

Cisco (CSCO) February weekly call option implied volatility is at 65, February is at 40; compared to its 52-week range of 17 to 38 into the expected release of quarter results after the bell on February 12. Call put ratio 2.5 calls to 1 put with focus on February 48.50 calls.

CME Group (CME) February weekly call option implied volatility is at 33, February is at 23; compared to its 52-week range of 17 to 27 into the expected release of quarter results on February 12.

CVS Health (CVS) February weekly call option implied volatility is at 65, February is at 42; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on February 12. Call put ratio 3.4 calls to 1 put with focus on February weekly 74 calls.

Kinross Gold (KGC) February weekly call option implied volatility is at 75, February is at 55; compared to its 52-week range of 35 to 53 into the expected release of quarter results on February 12. Call put ratio 7.7 calls to 1 put with focus on February 4 calls.

Marathon Oil (MRO) February weekly call option implied volatility is at 71, February is at 50; compared to its 52-week range of 30 to 52 into the expected release of quarter results on February 12. Call put ratio 18.50 calls to 1 put with focus on February weekly 12 calls.

MGM Resorts (MGM) February weekly call option implied volatility is at 66, February is at 42; compared to its 52-week range of 20 to 41 into the expected release of quarter results after the bell on February 12. Call put ratio 1 call to 3.2 puts with focus on March 24 puts.

Molson Coors (TAP) February weekly call option implied volatility is at 75, February is at 42; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on February 12. Call put ratio 1 call to 2 puts.

NetApp (NTAP) February weekly call option implied volatility is at 98, February is at 60; compared to its 52-week range of 23 to 51 into the expected release of quarter results after the bell on February 12. Call put ratio 1 call to 10.50 puts with focus on March 55 and 60 puts.

Shopify (SHOP) February weekly call option implied volatility is at 114, February is at 73; compared to its 52-week range of 36 to 63 into the expected release of quarter results before the bell on February 12.

Teva (TEVA) February weekly call option implied volatility is at 149, February is at 90; compared to its 52-week range of 28 to 105 into the expected release of quarter results on February 12. Call put ratio 3.8 calls to 1 put with focus on February weekly 12.50 calls.

TripAdvisor (TRIP) February weekly call option implied volatility is at 156, February is at 90; compared to its 52-week range of 29 to 62 into the expected release of quarter results after the bell on February 12.

Bilibili Inc. (BILI) call put ratio 19 calls to 1 put with focus on February 25 and 30 calls

Ringcentral, Inc. (RNG) February weekly call option implied volatility is at 34, February is at 33; compared to its 52-week range of 31 to 64.

Cloudflare (NET) call put ratio 51 calls to 1 put with focus on February and April 20 calls

Increasing unusual option volume: AON CCJ CHGG AMKR KWEB CEIX ETR TMUS MCK STOR UAA ELY BILI RNG NET
Increasing unusual call option volume: FG ERIC APO TRP GBX PS ZGNX PLT JNPR
Increasing unusual put option volume: SYF MYGN NE ZGNX ACM YUMC INFY
Options with decreasing option implied volatility: S ZGNX TSLA GSX IRBT PTON SKX GRUB GOOS
Active options: MSFT AMD S AAPL BABA FB SNAP AMZN NVDA TSLA BAC MU NIO SPCE UBER FCX ROKU CCJ NFLX BA