Mid-session IV Report February 6, 2020​

Mid-session IV Report February 6, 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: PBYI CLVS TSLA TUP ZM ANF UBER TGT LYFT I DBX PINS KHC​
​
Popular stocks with increasing unusual volume: ZNGA QCOM PBR GILD DIS PTON DBX NIO AAL TWLO​
​
Tesla (TSLA) February weekly call option implied volatility is at 127, February is at 95; compared to its 52-week range of 34 to 77. Call put ratio 1.2 calls to 1 put as shares rally 1%.​
​
Intelsat S. A. (I) February weekly call option implied volatility is at 780 February is at 276; compared to its 52-week range of 57 to 219 into FCC Chairman Pai to announce C-Band auction plan today, reports The Information Technology & Innovation Foundation. Call put ratio 1 call to 1.1 put with focus on February weekly options. ​
​
Uber (UBER) February weekly call option implied volatility is at 177, February is at 66; 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 2.9 calls to 1 put.​

Lyft (LYFT) February weekly (7) call option implied volatility is at 80, February weekly (14) is at 92, February is at 71; compared to its 52-week range of 38 to 79 into the expected release of quarter results on February 11. Call put ratio 5.5 calls to 1 put with focus on February weekly (7) 49 calls. ​
​
Activision Blizzard (ATVI) February weekly call option implied volatility is at 118, February is at 42; compared to its 52-week range of 23 to 61 into the expected release of results today after the bell.​

Columbia Sportswear (COLM) February call option implied volatility is at 44, March is at 31; compared to its 52-week range of 21 to 43 into the expected release of quarter results today after the bell. Call put ratio 4.8 calls to 1 put. ​

Pinterest (PINS) February weekly call option implied volatility is at 275, February is at 93; compared to its 52-week range of 39 to 98 into the expected release of quarter results today after the bell. Call put ratio 5.4 calls to 1 put with focus on February weekly calls​.

Verisign (VRSN) February call option implied volatility is at 31, March is at 25; compared to its 52-week range of 19 to 32 into the expected release of quarter results today after the bell.​

AbbVie (ABBV) February weekly call option implied volatility is at 81, February is at 31; compared to its 52-week range of 20 to 35 into the expected release of quarter results before the bell on February 7.​

Kraft Heinz (KHC) February weekly (7) call option implied volatility is at 29, February (14) is at 69, February is at 54; compared to its 52-week range of 20 to 51 into the expected release of quarter results on February 13. Call put ratio 2.6 calls to 1 put.​
​
ExxonMobil (XOM) February weekly call option implied volatility is at 29, February is at 28; compared to its 52-week range of 14 to 27. ​

Peloton (PTON) February weekly call option implied volatility is at 106, February is at 69; compared to its 52-week range of 58 to 98 after quarter results. Call put ratio 1.3 calls to 1 put as shares sell off 9%. ​

Zoom (ZM) February weekly call option implied volatility is at 69, February is at 49; compared to its 52-week range of 36 to 86. Call put ratio 4.1 calls to 1 put with focus on February weekly 87 and February calls. ​
​
Dropbox (DBX) February weekly call option implied volatility is at 56, February is at 66; compared to its 52-week range of 31 to 62 into the expected release of quarter results on February 20. ​
​
Commerce in China impacted by coronavirus ​

Pinduoduo (PDD) February weekly call option implied volatility is at 46, February is at 39; compared to its 52-week range of 38 to 83 amid coronavirus outbreak impacting China e-commerce. ​
Alibaba (BABA) February weekly call option implied volatility is at 43, February 38; compared to its 52-week range of 22 to 43. Call put ratio 1.6 calls to 1 put. EPS are expected on February 13.​
JD.com (JD) February weekly call option implied volatility is at 44, February is at 37; compared to its 52-week range of 28 to 59.​
Vipshop (VIPS) February weekly call option implied volatility is at 36, February is at 51 ; compared to its 52-week range of 39 to 75.​
NetEase (NTES) February weekly call option implied volatility is at 36, February is at 30; compared to its 52-week range of 27 to 58 amid coronavirus outbreak impacting China commerce.​
IQYI (IQ) February weekly call option implied volatility is at 53, February 43; compared to its 52-week range of 39 to 71 amid coronavirus outbreak impacting China digital commerce.​
​
​
Options with IV movement: QCOM TWTR GILD BIIB CI CAH EL PM BDX K TSN TWLO WWE YUM PINS I UBER BMY DB​
​Increasing unusual option volume: NTRS BREW CCC RIOT UIS DBX ZNGA UIS SBH​
Increasing unusual call option volume: ZNGA FSCT UIS RIOT DB CAH SPTM SBH UIS​
Increasing unusual put option volume: CCC DPLO PAYX BWA ASHR WWE PENN SBH DBX​
Options with decreasing option implied volatility: QCOM YUM TWTR YUM PTON TWLO ZNGA DPLO AIMT FSCT IRBT SONO FLEX GLUU GRUB FEYE​
Active options February 6: TWTR TSLA AMD AAPL MSFT QCOM AAL NIO SNAP BAC PTON PBR BABA MU GE AMZN DB UBER ZNGA NVDA​
​