Mid-session IV Report February 7, 2020​

Mid-session IV Report February 7, 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: PBYI KHC S ZM BURL GILD KAR BYND JNPR YUM TECK JNPR BYND ​
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Popular stocks with increasing unusual volume: KHC GILD PINS​ S CCL RCL NCLH
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Tesla (TSLA) February weekly call option implied volatility is at 114, February is at 105; compared to its 52-week range of 34 to 117. Call put ratio 1.3 calls to 1 put as shares sell off 0.08%.​
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Kraft Heinz (KHC) February weekly (7) call option implied volatility is at 33, February weekly (14) is at 74, February is at 55; compared to its 52-week range of 20 to 51 into the expected release of quarter results before the bell on February 13. Call put ratio 20 calls to 1 put with focus on February weekly (7) 29.50 call.​

Sprint (S) February weekly (14) call option implied volatility is at 166, February is at 162, March is at 153; compared to its 52-week range of 28 to 185 into judge ruling on T-Mobile (TMUX) merger. Call put ratio 1 call to 1.9 puts. ​
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Royal Caribbean Cruises (RCL) February weekly call option implied volatility is at 41, February is at 33; compared to its 52-week range of 20 to 39 amid testing for coronavirus. Call put ratio 1 call to 4.8 puts with focus on February 105 puts. ​
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Carnival Cruise Lines (CCL) February weekly call option implied volatility is at 34, February is at 30; compared to its 52-week range of 18 to 36 amid testing for coronavirus. Call put ratio 1 call to 10.9 puts with focus on February 43 and 45 puts. ​
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Norwegian Cruise Line (NCLH) February call option implied volatility is at 37, March is at 30; compared to its 52-week range of 20 to 40 amid testing for coronavirus. Call put ratio 6.1 calls to 1 put with focus on February 52.50 and 55 calls. ​
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United Technologies (UTX) February weekly call option implied volatility is at 18, February is at 17; compared to its 52-week range of 15 to 29 into an investor meeting on February 10.​

Visa (V) February weekly call option implied volatility is at 20, February is at 18; compared to its 52-week range of 16 to 29 into an investor meeting on February 11.​

Emerson (EMR) February weekly call option implied volatility is at 29, February is at 27; compared to its 52-week range of 17 to 34 into a investor meeting on February 13.​

Walmart (WMT) February weekly call option implied volatility is at 16, February is at 30; compared to its 52-week range of 13 to 30 into an investment community meeting on February 18. ​

Radware Ltd. (RDWR) February call option implied volatility is at 29, March is at 23; compared to its 52-week range of 16 to 42 into a investor meeting on February 20.​

Hasbro (HAS) February weekly call option implied volatility is at 75, February is at 57; 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.​

Mattel (MAT) February weekly call option implied volatility is at 99, February is at 75; 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.​

Aurora Cannabis (ACB) February weekly call option implied volatility is at 157, February is at 131; compared to its 52-week range of 38 to 135 into the expected release of quarter results on February 10. Call put ratio 1.6 calls to 1 put with focus on February 2 calls. ​

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 before the bell on February 10. Call put ratio 85 calls to 1 put with focus on February and March 15 calls. ​

Groupon (GRPN) February weekly (14) call option implied volatility is at 75, February is at 73; compared to its 52-week range of 36 to 82 into the expected release of quarter results on February 10.​

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 on February 10.​

XPO Logistics (XPO) February call option implied volatility is at 48, March is at 35; compared to its 52-week range of 31 to 59 into the expected release of quarter results after the bell on February 10.​
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Increasing unusual option volume: MYGN FG TRP KAR ERIC KNX TWOU NCLH PINS NOK SKX MTW​
Increasing unusual call option volume: ERIC NCLH TRP TWOU FG MYGN BBL PINS SKX NOK CCJ​
Increasing unusual put option volume: KNX MYGN CCC ZGNX SOXS YUMC GLUU KAR CCL RCL​ VALE
Options with decreasing option implied volatility: SKX GOOS WYNN ATVI UBER MNK AIMT LK GOOS IRBT GRUB COTY DHT PTON ​
Active options February 7: UBER AAPL TSLA MSFT AMD BYND GILD TWTR PINS GE BABA NOK NIO AMZN ABBV ACB BA DIS MU BAC​