Mid-session IV Report February 5, 2020​

Mid-session IV Report February 5, 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: PTON EBAY ICE ATVI UBER TWTR ZM JWN TWTR PINS QCOM GRUB IRBT SKX BURL URBN ​
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Popular stocks with increasing unusual volume: NIO IBM ZNGA LK F ​
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Tesla (TSLA) February weekly call option implied volatility is at 134, February is at 105; compared to its 52-week range of 34 to 77 as shares sell off 12%. Call put ratio 1.1 calls to 1 put.​
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NIO Inc. (NIO) February weekly call option implied volatility is at 156, February is at 136; compared to its 52-week range of 60 to 223. Call put ratio 2.4 calls to 1 put. ​
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Peloton (PTON) February weekly call option implied volatility is at 230, February is at 85; compared to its 52-week range of 58 to 98 into the expected release of quarter results today after the bell. Call put ratio 3.1 calls to 1 put with focus on February weekly 34 calls. ​
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Cognizant (CTSH) February weekly call option implied volatility is at 71, February is at 31; compared to its 52-week range of 16 to 34 into the expected release of quarter results today after the bell.​
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FireEye (FEYE) February weekly call option implied volatility is at 120, February is at 54; compared to its 52-week range of 31 to 56 into the expected release of quarter results today after the bell. Call put ratio 29 calls to 1 put with focus on February weekly calls. ​
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GoPro (GPRO) February weekly call option implied volatility is at 300, February is at 113; compared to its 52-week range of 40 to 99 into the expected release of quarter results today after the bell. ​
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GrubHub (GRUB) February weekly call option implied volatility is at 204, February is at 86; compared to its 52-week range of 38 to 79 into the expected release of quarter results today after the bell. Call put ratio 1 call to 5 puts. ​
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IRobot (IRBT) February weekly call option implied volatility is at 243, February is at 100; compared to its 52-week range of 36 to 86 into the expected release of quarter results today after the bell.​
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Nuance (NUAN) February call option implied volatility is at 36, 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.​
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Qualcomm (QCOM) February weekly call option implied volatility is at 87, February is at 44; compared to its 52-week range of 25 to 43 into the expected release of quarter results today after the bell. Call put ratio 3.7 calls to 1 put with focus on February 90 calls. ​
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Skechers (SXK) February weekly call option implied volatility is at 179, February is at 79; compared to its 52-week range of 27 to 75 into the expected release of quarter results today after the bell. ​
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Spirit Airlines (SAVE) February call option implied volatility is at 52, March is at 39; compared to its 52-week range of 31 to 53 into the expected release of quarter results today after the bell. Call put ratio 6.3 calls to 1 put with focus on February 45 calls. ​
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Tapestry (TPR) February weekly call option implied volatility is at 150, February is at 62; compared to its 52-week range of 26 to 60 into the expected release of quarter results today after the bell.​
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Twilio (TWLO) February weekly call option implied volatility is at 150, February is at 66; compared to its 52-week range of 33 to 80 into the expected release of quarter results today after the bell.​
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Yum China Holding (YUMC) February call option implied volatility is at 43, March is at 40; compared to its 52-week range of 22 to 50 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.8 puts. ​
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Zynga (ZNGA) February weekly call option implied volatility is at 130, February is at 66; compared to its 52-week range of 23 to 63 into the expected release of quarter results today after the bell. Call put ratio 12 calls to 1 put. ​
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Activision Blizzard (ATVI) February weekly call option implied volatility is at 50, February is at 40; compared to its 52-week range of 23 to 61 into the expected release of quarter results after the bell on February 6. Call put ratio 5 calls to 1 put. ​
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Baidu (BIDU) February weekly call option implied volatility is at 42, February is at 37; compared to its 52-week range of 25 to 55 into the expected release of quarter results after the bell on February 6.​
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Becton Dickenson (BDX) February weekly call option implied volatility is at 40, February is at 25; compared to its 52-week range of 16 to 33 into the expected release of quarter results before the bell on February 6.​
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Bristol Myers Squibb (BMY) February weekly call option implied volatility is at 55, February is at 33; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on February 6.​
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Cardinal Health (CAH) February weekly call option implied volatility is at 70, February is at 42; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on February 6.​

CDW (CDW) February call option implied volatility is at 37, March is at 30; compared to its 52-week range of 16 to 37 into the expected release of quarter results before the bell on February 6.​
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Cigna (CI) February weekly call option implied volatility is at 53, February is at 33; compared to its 52-week range of 22 to 39 into the expected release of quarter results before the bell on February 6.​
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Columbia Sportswear (COLM) February call option implied volatility is at 40, March is at 33; compared to its 52-week range of 21 to 43 into the expected release of quarter results after the bell on February 6.​
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Estee Lauder (EL) February call option implied volatility is at 38, March is at 29; compared to its 52-week range of 18 to 36 into the expected release of quarter results before the bell on February 6. Call put ratio 1 call to 2 puts with focus on February 190 and 200 puts. ​
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Fiat Chrysler (FCAU) February weekly call option implied volatility is at 50, February is at 26; compared to its 52-week range of 25 to 48 into the expected release of quarter results on February 6.​
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Hain Celestial (HAIN) February call option implied volatility is at 40, March is at 32; compared to its 52-week range of 26 to 55 into the expected release of quarter results on February 6.​
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Penn National Gaming (PENN) February call option implied volatility is at 54, March is at 44; compared to its 52-week range of 29 to 55 into the expected release of quarter results on February 6. Call put ratio 2.5 calls to 1 put.​
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Pinterest (PINS) February weekly call option implied volatility is at 205, February is at 86; compared to its 52-week range of 39 to 98 into the expected release of quarter results after the bell on February 6. Call put ratio 3 calls to 1 put. ​
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Take-Two Interactive (TTWO) February weekly call option implied volatility is at 111, February is at 49; compared to its 52-week range of 25 to 56 into the expected release of quarter results after the bell on February 6.​
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Twitter (TWTR) February call option implied volatility is at 162, February is at 67; compared to its 52-week range of 27 to 68 into the expected release of quarter results before the bell on February 6. Call put ratio 1.5 calls to 1 put with focus on February weekly 34 and 34.50 calls.​
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Tyson (TSN) February weekly call option implied volatility is at 79, February is at 39; compared to its 52-week range of 20 to 35 into the expected release of quarter results before the bell on February 6. Call put ratio 2.8 calls to 1 put. ​
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Uber (UBER) February weekly call option implied volatility is at 140, February is at 65; compared to its 52-week range of 37 to 83 into the expected release of quarter results after the bell on February 6. Call put ratio 1.8 calls to 1 put. ​
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Verisign (VRSN) February call option implied volatility is at 29, March is at 22; compared to its 52-week range of 19 to 32 into the expected release of quarter results after the bell on February 6.​
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Yum! Brands (YUM) February weekly call option implied volatility is at 66, February is at 31; compared to its 52-week range of 14 to 28 into the expected release of quarter results before the bell on February 6.​
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Increasing unusual option volume: EEFT NERV INDA ZNGA HSC ABB ATI GMED PBR AA BHP​
Increasing unusual call option volume: ZNGA INDA PBR ATI CNXM ABB PETQ EWH ICE NDAQ​
Increasing unusual put option volume: INDA HSC CCK AZN BHP GPN OLN ZNGA CARS ALL CB ALL MRK​
Options with decreasing option implied volatility: SNAP COTY ALGN CREE CPRI CRUS MTCH RL WDC STX SPOT DIS M STX GILD EBAY​
Active options February 5: TSLA AAPL MSFT DIS PBR SNAP BAC F AMD UBER GILD FB BABA AMZN LK NFLX NIO IBM ZNGA MU​