Mid-session IV Report February 4, 2020

Mid-session IV Report February 4, 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: TSLA TWTR CLVS ENPH TUP ZM DDD JWN URBN CMG GILD COP F KLAC STX SNAP DIS PTON FEYE GM QCOM SKX​
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Popular stocks with increasing unusual volume: LK TEVA SNAP UBER FCX UBER ​
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Tesla (TSLA) February weekly call option implied volatility is at 162, February is at 122; compared to its 52-week range of 34 to 77 as shares rally 15%. Call put ratio 1.2 calls to 1 put.​

NIO Inc. (NIO) February weekly call option implied volatility is at 196, February is at 146; compared to its 52-week range of 60 to 223 as the China electric car company moves up with TSLA . ​
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Gilead Sciences (GILD) February weekly call option implied volatility is at 63, February is at 39; compared to its 52-week range of 19 to 32 after recent reports its remdesivir drug was effective in treating a U.S.-case of the novel coronavirus. GILD is expected to release quarterly results today after the bell.​
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Chipotle (CMG) February weekly call option implied volatility is at 79, February is at 48; compared to its 52-week range of 20 to 48 into the expected release of quarter results today after the bell.​
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Ford (F) February weekly call option implied volatility is at 67, February is at 56; compared to its 52-week range of 20 to 40 into the expected release of quarter results today.​
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KLA (KLAC) February weekly call option implied volatility is at 66, February is at 43; compared to its 52-week range of 26 to 48 into the expected release of quarter results today after the bell.​
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Seagate (STX) February weekly call option implied volatility is at 83, February is at 52; compared to its 52-week range of 23 to 52 into the expected release of quarter results today after the bell.​
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Snap (SNAP) February weekly call option implied volatility is at 168, February is at 100; compared to its 52-week range of 38 to 86 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put with focus on ATM February weekly 18.50 and 19 calls.​

Walt Disney (DIS) February weekly call option implied volatility is at 77, February is at 49; compared to its 52-week range of 15 to 32 into the expected release of quarter results today after the bell. Call put ratio 3.3 calls to 1 put with focus on ATM February weekly 145 calls. ​
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Peloton (PTON) February weekly call option implied volatility is at 186, February is at 120; compared to its 52-week range of 58 to 98 into the expected release of quarter results on February 5. Call put ratio 1.4 calls to 1 put with focus on February weekly 35 calls. ​
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Adtran (ADTN) February call option implied volatility is at 48, March is at 46; compared to its 52-week range of 28 to 54 into the expected release of quarter results after the bell on February 5.​

Capri Holding (CPRI) February weekly call option implied volatility is at 128, February is at 67; compared to its 52-week range of 31 to 69 into the expected release of quarter results before the bell on February 5. Call put ratio 1.9 calls to 1 put.​

Carlyle Group (CG) February call option implied volatility is at 28, March is at 23; compared to its 52-week range of 23 to 44 into the expected release of quarter results before the bell on February 5. Call put ratio 69 calls to 1 put with focus on February 34 and 36 calls. ​

Cognizant (CTSH) February weekly call option implied volatility is at 60, February is at 31; compared to its 52-week range of 16 to 34 into the expected release of quarter results after the bell on February 5.​

Coty (COTY) February weekly call option implied volatility is at 125, February is at 56; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on February 5.​

FireEye (FEYE) February weekly call option implied volatility is at 100, February is at 52; compared to its 52-week range of 31 to 56 into the expected release of quarter results after the bell on February 5. Call put ratio 11.5 calls to 1 put with focus on February weekly 16 calls.​

General Motors (GM) February weekly call option implied volatility is at 60, February is at 35; compared to its 52-week range of 20 to 38 into the expected release of quarter results on February 5. Call put ratio 2.5 calls to 1 put. ​

GoPro (GPRO) February weekly call option implied volatility is at 230, February is at 123; compared to its 52-week range of 40 to 99 into the expected release of quarter results after the bell on February 5. Call put ratio 3.1 calls to 1 put with focus on February weekly calls.​

GrubHub (GRUB) February weekly call option implied volatility is at 180, February is at 85; compared to its 52-week range of 38 to 79 into the expected release of quarter results after the bell on February 5.​

Glaxosmithkline (GSK) February weekly call option implied volatility is at 26, February is at 16; compared to its 52-week range of 13 to 23 into the expected release of quarter results on February 5.​

Hanesbrands (HBI) February call option implied volatility is at 64, March is at 43; compared to its 52-week range of 27 to 61 into the expected release of quarter results before the bell on February 5.​

Humana (HUM) February weekly call option implied volatility is at 54, February is at 33; compared to its 52-week range of 20 to 37 into the expected release of quarter results on February 5.​

IRobot (IRBT) February weekly call option implied volatility is at 213, February is at 98; compared to its 52-week range of 36 to 86 into the expected release of quarter results after the bell on February 5.​

Merck (MRK) February weekly call option implied volatility is at 39, February is at 24; compared to its 52-week range of 14 to 27 into the expected release of quarter results before the bell on February 5. Call put ratio 5.6 calls to 1 put with focus on February weekly 89 calls. ​

Metlife (MET) February weekly call option implied volatility is at 40, February is at 26; compared to its 52-week range of 16 to 31 into the expected release of quarter results after the bell on February 5.​

Nuance (NUAN) February call option implied volatility is at 35, March is at 30; compared to its 52-week range of 22 to 51 into the expected release of quarter results after the bell on February 5.​

Qualcomm (QCOM) February weekly call option implied volatility is at 188, February is at 101; compared to its 52-week range of 25 to 43 into the expected release of quarter results after the bell on February 5.​

Skechers (SXK) February weekly call option implied volatility is at 149, February is at 77; compared to its 52-week range of 27 to 75 into the expected release of quarter results on February 5.​

Spirit Airlines (SAVE) February call option implied volatility is at 55, March is at 46; compared to its 52-week range of 31 to 53 into the expected release of quarter results after the bell on February 5. Call put ratio15 calls to 1 put with focus on February 45 calls. ​

Spotify (SPOT) February weekly call option implied volatility is at 104, February is at 51; compared to its 52-week range of 25 to 56 into the expected release of quarter results before the bell on February 5.​

Suncor (SU) February weekly call option implied volatility is at 38, February is at 28; compared to its 52-week range of 18 to 30 into the expected release of quarter results on February 5.​

Tapestry (TPR) February weekly call option implied volatility is at 120, February is at 57; compared to its 52-week range of 26 to 60 into the expected release of quarter results on February 5.​

Twilio (TWLO) February weekly call option implied volatility is at 114, February is at 58; compared to its 52-week range of 33 to 80 into the expected release of quarter results after the bell on February 5.​

Yum China Holding (YUMC) February call option implied volatility is at 43, March is at 39; compared to its 52-week range of 22 to 50 into the expected release of quarter results on February 5. Call put ratio 1 call to 5.4 puts.​

Zynga (ZNGA) February weekly call option implied volatility is at 105, February is at 56; compared to its 52-week range of 23 to 63 into the expected release of quarter results on February 5. Call put ratio 4.9 calls to 1 put with focus on February weekly 6.5 calls.​

Zoom (ZM) February weekly call option implied volatility is at 65, February is at 55; compared to its 52-week range of 36 to 86. Call put ratio 4.1 calls to 1 put with focus on February weekly 85 and February calls. ​

Increasing unusual option volume: ABB OI IQV ATI PENN LIT ARLO CHRS TNP AVY RRR LEG​
Increasing unusual call option volume: ABB IQV ATI PNN LIT ARLO CHRS INSM PENN CVNA SDC SPCE BHVN JD TECK EXPD LC​
Increasing unusual put option volume: SSRM LEG NAV INO PENN IR FISV CCK LVGO MCHI APT​
Options with decreasing option implied volatility: AIMT EXTR ALGN CRUS ADNT CREE DLPH BERY WDC​
Active options February 4: TSLA AAPL MSFT DIS NIO BAB AMD FB TEVA SNAP LK NFLX UBER FCX SQ T ROKU BAC AMZN GOOGL​
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