Mid-session IV Report January 10, 2020

Mid-session IV Report January 10, 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: CCXI SKT IRBT AMRN EXAS BYND COT SIX TWTR CMG HAS ARQL UBER MRNA CLVS​
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Popular stocks with increasing unusual volume: LK GOOS TSN BYND​ WYNN

Dow trades above 29,000
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Bank of America (BAC) January call option implied volatility is at 28, February is at 20; compared to its 52-week range of 19 to 32 into the expected release of quarterly results on January 15. Call put ratio 2.5 calls to 1 put. ​
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UnitedHealth Group (UNH) January call option implied volatility is at 29, February is at 20; compared to its 52-week range of 18 to 34 into the expected release of quarterly results before the bell on January 15. Call put ratio 2.4 calls to 1 put.​
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AMD (AMD) January weekly call option implied volatility is at 55, January is at 41, February is at 53; compared to its 52-week range of 36 to 89 into expected quarter results released on January 27. Call put ratio 3 calls to 1 put with focus on January 49 calls. ​
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Beyond Meat (BYND) January weekly call option implied volatility is at 172, January is at 86, February is at 68; compared to its 52-week range of 47 to 141 as shares rally 5.5%. Call put ratio 4.1 calls to 1 put with focus on January 95 calls. ​
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GrubHub (GRUB) January weekly call option implied volatility is at 102, January is at 65, February is at 62; compared to its 52-week range of 38 to 79 after Bloomberg reported the delivery company is not weighing a sale. Call put ratio 1 call to 1 put.​
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Wynn Resorts Ltd (WYNN) January call option implied volatility is at 32, February is at 33; compared to its 52-week range of 31 to 59. Call put ratio 5.6 calls to 1 put with focus on January weekly and January 144 calls.​
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Monster Beverage (MNST) January call option implied volatility is at 16, February is at 18; compared to its 52-week range of 19 to 44 as shares rally 2.6%. Call put ratio 10.6 calls to 1 put with focus on January 65 calls. ​
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American Airlines (AAL) January call option implied volatility is at 33, February is at 37; compared to its 52-week range of 29 to 50 as shares sell off 1.9%. ​
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Intuitive Surgical (ISRG) January call option implied volatility is at 24, February is at 25; compared to its 52-week range of 20 to 37 as shares rally 3.3% after guidance. Call put ratio 1.6 calls to 1 put with focus on January calls.​
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Virgin Galactic Holdings (SPCE) January call option implied volatility is at 69, February is at 69; compared to its 52-week range of 39 to 97. Call put ratio 7.5 calls to 1 put with focus on January 12.50 and 14 calls.​
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Exact Sciences (EXAS) call put ratio 7.2 calls to 1 put with focus on January weekly 105 calls.​
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Boeing (BA) January weekly call option implied volatility is at 37, January is at 26, February is at 29; compared to its 52-week range of 23 to 41. Call put ratio 1.9 calls to 1 put with focus on January weekly 340 calls. ​
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S&P Dep Receipts (SPY) January call option implied volatility is at 9, February is at 11, June is at 13; compared to its 52-week range of 10 to 23 into EPS season, China Phase 1 trade tariff signing and enforcement process of trade agreement.​
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PowerShares QQQ Trust (QQQ) January call option implied volatility is at 14, February is at 14, June is at 15; compared to its 52-week range of 12 to 27.​
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iShares Russell 2000 ETF (IWM) January call option implied volatility is at 14, February is at 14, June is at 15; compared to its 52-week range of 12 to 25.​
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Epizyme (EPZM) January call option implied volatility is at 70, February is at 90; compared to its 52-week range of 52 to 108 after recently submits NDA to FDA for accelerated approval of tazemetosta.​
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Six Flags Entertainment Corp (SIX) January call option implied volatility is at 23, February is at 32; compared to its 52-week range of 23 to 43 into uncertainty of projects under construction in China.​
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IBM (IBM) January call option implied volatility is at 14, February is at 20; compared to its 52-week range of 14 to 33 amid tight 10-month share price range.​
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Increasing unusual option volume: TRN SNX PTLA LOPE SIX WETF SRNE IAU​
Increasing unusual call option volume: SPWH PTLA TRIL EWY TRN PAGP MET WETF ELAN NAV​ MNST
Increasing unusual put option volume: SIX PTLA MRNA MDLA DERM BOIL CYH DKS​
Options with decreasing option implied volatility: KBH MNST BAX GLD APLS QGEN BBBY INFY KBH FIT LEN WBA XLP​
Active options January: AAPL TSLA AMD BYND T BABA FB UBER NVDA AMZN ROKU MSFT SNAP GE MU NFLX NIO QCOM BIDU LK ​