Mid-session IV Report January 14, 2020

Mid-session IV Report January 14, 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: BYND CGC FOSL ACHN GOOS MDLA MELI SGMS BAC BK UNH NK PINS UTHR MSI CVNA MS BAC PDD​
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Popular stocks with increasing unusual volume: UBER CGC DAL PINS DAL BYND
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Tesla (TSLA) & Beyond Meat (BYND) calls active as spreaders roll up to higher strikes as shares rally
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Tesla (TSLA) January call option implied volatility is at 77, February is at 64; compared to its 52-week range of 34 to 75 as shares trade above $531. Call put ratio 1.4 calls to 1 put with focus on January 530 and 535 calls. ​
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Beyond Meat (BYND) January call option implied volatility is at 188, February is at 97; compared to its 52-week range of 47 to 141 after its Executive Chairman Seth Goldman told China news agency Xinhua that the company hopes to enter the Chinese mainland market this year. ” Call put ratio 3.4 calls to 1 put with focus on January 125 and February 130 calls as shares rally 9%. ​
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Alcoa (AA) January call option implied volatility is at 77, February is at 36; compared to its 52-week range of 34 to 57 into the expected release of quarterly results after the bell on January 15. Call put ratio 9 calls to 1 put with focus on January 20 calls. ​

Bank of America (BAC) January call option implied volatility is at 42, 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 2.8 calls to 1 put with focus on January 35.50 calls. ​

Blackrock (BLK) January call option implied volatility is at 32, February is at 17; compared to its 52-week range of 16 to 32 into the expected release of quarterly results on January 15. Call put ratio 2.8 calls to 1 put with focus on January 520 calls. ​

Goldman Sachs (GS) January call option implied volatility is at 47, February is at 24; compared to its 52-week range of 18 to 33 into the expected release of quarterly results before the bell on January 15. Call put ratio 3 calls to 1 put with focus on January 250 calls. ​

PNC Financial Services (PNC) January call option implied volatility is at 34, February is at 17; compared to its 52-week range of 18 to 30 into the expected release of quarterly results before the bell on January 15.​

U.S. Bancorp (USB) January call option implied volatility is at 32, February is at 15; compared to its 52-week range of 14 to 26 into the expected release of quarterly results before the bell on January 15. Call put ratio 4.4 calls to 1 put with focus on January 57.50 and February 60 calls. ​

UnitedHealth Group (UNH) January call option implied volatility is at 45, February is at 26; 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 2.6 calls to 1 put with focus on January 290 calls.​

Morgan Stanley (MS) January call option implied volatility is at 43, February is at 22; compared to its 52-week range of 19 to 34 into the expected release of quarterly results before the bell on January 16. Call put ratio 4.6 calls to 1 put with focus on January 52 calls. ​

Options with increasing option volume​

Uber (UBER) January call option implied volatility is at 44, February is at 44; compared to its 52-week range of 37 to 83. Call put ratio 4.3 calls to 1 put with focus on February weekly 34 calls.​
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Capital One Financial (COF) January call option implied volatility is at 21, February is at 22; compared to its 52-week range of 17 to 34. Call put ratio 11 calls to 1 put with focus on January 103 calls and 104 calls.
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Qualcomm (QCOM) January call option implied volatility is at 28, February is at 31; compared to its 52-week range of 25 to 43 on 5g 2020. Call put ratio 2.8 calls to 1 put with focus on January 92 and 94 calls. ​

Luckin Coffee Inc. (LK) January call option implied volatility is at 97, February is at 88; compared to its 52-week range of 53 to 120 as shares near record high. Call put ratio 2.1 calls to 1 put. ​

Increasing unusual option volume: TSG HBI NK JPM SQM COF DAL BSX NK​
Increasing unusual call option volume: TSG COF ACM TRXC NK JPM SQM ICHR EBAY VG EBAY WMB​
Increasing unusual put option volume: HBI SERV SIX ACOR BSX FCAU TECK WW BP​
Options with decreasing option implied volatility: IOVA BBBY APLS ABMD INFY REGI KBH CROX STZ GLD C JPM DAL WDC APHA BIIB ILMN FIVE SPCE​
Active options January 14: TSLA AAPL JPM BYND BAC WFC AMD CGC MU AMZN FB BABA C NFLX MSFT ROKU DAL NIO NVDA PINS​
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