Mid-session IV Report January 13, 2020

Mid-session IV Report January 13, 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: HIIQ BYND SPCE PCG AAP WMGI TSN MA

Popular stocks with increasing unusual volume: ROKU NIO FDX BYND SPCE

Qualcomm (QCOM) January call option implied volatility is at 31, February is at 32; compared to its 52-week range of 25 to 43 as shares rally 1.5% on 5G expectations. Call put ratio 4.1 calls to 1 put with focus on January 92 and 94 calls.

Beyond Meat (BYND) January weekly call option implied volatility is at 137, February is at 78; compared to its 52-week range of 47 to 141 as shares rally 9.5%. Call put ratio 3.5 calls to 1 put with focus on January 105 and February 110 calls.

FedEx (FDX) January call option implied volatility is at 28, February is at 23; compared to its 52-week range of 21 to 41 on chatter. Call put ratio 5.1 calls to 1 put with focus on January 162.50 calls.

Facebook (FB) January call option implied volatility is at 25, February is at 29; compared to its 52-week range 22 to 43 into the expected release of quarter results on January 29 as shares trade above $220.

Nvidia (NVDA) January call option implied volatility is at 32, February is at 35; compared to its 52-week range of 28 to 60 as shares trade above $250.

Tesla (TSLA) January call option implied volatility is at 64, February is at 62; compared to its 52-week range of 34 to 75 as shares trade above $504. Call put ratio 1.5 calls to 1 put with focus on January 500 calls.

Citigroup (C) January call option implied volatility is at 35, February is at 21; compared to its 52-week range of 19 to 34 into the expected release of quarterly results before the bell on January 14. Call put ratio 5 calls to 1 put with focus on February 80 calls.

Delta Air Lines (DAL) January call option implied volatility is at 42, February is at 25; compared to its 52-week range of 20 to 36 into the expected release of quarterly results before the bell on January 14. Call put ratio 2.2 calls to 1 put with focus on January 60 calls.

JPMorgan (JPM) January call option implied volatility is at 34, February is at 19; compared to its 52-week range of 15 to 28 into the expected release of quarterly results before the bell on January 14. Call put ratio 1.1 calls to 1 put with focus on January 137 calls.

Wells Fargo (WFC) January call option implied volatility is at 33, February is at 18; compared to its 52-week range of 16 to 31 into the expected release of quarterly results before the bell on January 14. Call put ratio 1.3 calls to 1 put with focus on February 53 calls.

Wingstop (WING) January call option implied volatility is at 55, February is at 34; compared to its 52-week range of 29 to 56 into a company hosted investor day on January 16.

Epizyme (EPZM) January call option implied volatility is at 80, February is at 96; compared to its 52-week range of 52 to 108 after recently submits NDA to FDA for accelerated approval of tazemetosta.

Increasing unusual option volume: AMRN AAP CDLX RRGB AXNX RRGB FIVE NEO PXLW

Increasing unusual call option volume: AAP NEO VST BLDP JBHT MUR DDD FIVE NKTR HOLX PPG SQM

Increasing unusual put option volume: SSI ERIC JBHT FIVE EXEL GOOS SPXU HLT

Options with decreasing option implied volatility: APLS BBBY IOVA MRTX INFY REGI KBH QGEN STZ LEN ARQL KBH ISRG ELAN MNST PG MCD

Active options January 13: TSLA AAPL BYND FB AMD BAC BABA NVDA NIO ROKU T BIDU JD GE MU AMZN NFLX BMY MSFT AMRN