Mid-session IV Report January 16, 2020

Mid-session IV Report January 16, 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: NK ROKU FOSL SPCE CGC TRIP UAA MELI DBX AIG AMLP PINS RESI WAB XPO CNP LQD​
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Popular stocks with increasing unusual volume: TGT NIO MS HD SQ ACB BYND ​
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NantKwest (NK) January call option implied volatility is at 399, puts at 560, February call is at 188, puts are at 244; compared to its 52-week range of 103 to 206 after recently provides results of NK cells trial, complete response in first patients. Call put ratio 4.22 calls to 1 put.​

Apple (AAPL) 30-day call option implied volatility is at 33; compared to its 52-week range of 18 to 35 call put ratio 1.5 calls to 1 put.​
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Tesla (TSLA) January call option implied volatility is at 61, February is at 65; compared to its 52-week range of 34 to 75. Call put ratio 1.1 calls to 1 put. Out of the money February 800 calls active are active on +1100 contracts with 36 days until expiration.​

XPO Logistics (XPO) January call option implied volatility is at 56, February is at 41; compared to its 52-week range of 31 to 59 after announcing it is exploring strategic alternatives. Call put ratio 1.5 calls to 1 put. ​

iRobot Corp. (IRBT) January call option implied volatility is at 75, February is at 79; compared to its 52-week range of 36 to 86 as shares rally 4%. Call put ratio 1 call to 2.7 puts with focus on January 55 and 60 puts. ​

Signet Jewelers (SIG) January call option implied volatility is at 126, February is at 64; compared to its 52-week range of 47 to 110 after CEO says delivered holiday SSS growth ‘ahead of guidance’. Call put ratio 1.8 calls to 1 put with focus on January 30 calls. ​

NIO Inc. (NIO) January call option implied volatility is at 161, February is at 112; compared to its 52-week range of 60 to 223 as shares rally 16%. Call put ratio 1.4 calls to 1 put with focus on February 4.5 calls. ​

IV up into EPS
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Bank OZK (OZK) January call option implied volatility is at 77, February is at 31; compared to its 52-week range of 26 to 72 into the expected release of quarterly results today after the bell.​

CSX (CSX) January call option implied volatility is at 79, February is at 22; compared to its 52-week range of 18 to 35 into the expected release of quarterly results today after the bell. Call put ratio 1.1 calls to 1 put.​

Fastenal (FAST) January call option implied volatility is at 111, February is at 31; compared to its 52-week range of 19 to 43 into the expected release of quarterly results before the bell on January 17. Call put ratio 1.6 calls to 1 put with focus on January 37.50 calls. ​

J.B. Hunt (JBHT) January call option implied volatility is at 77, February is at 25; compared to its 52-week range of 22 to 38 into the expected release of quarterly results before the bell on January 17. Call put ratio 9 calls to 1 put with focus on January 120 calls. ​

Kansas City (KSU) January call option implied volatility is at 77, February is at 22; compared to its 52-week range of 18 to 32 into the expected release of quarterly results before the bell on January 17. Call put ratio 1.3 calls to 1 put with focus on January 165 calls.​

Schlumberger (SLB) January call option implied volatility is at 79, February is at 31; compared to its 52-week range of 25 to 44 into the expected release of quarterly results before the bell on January 17. Call put ratio 1 call to 6 puts with focus on May 30 and 35 puts. ​

State Street (STT) January call option implied volatility is at 98, February is at 29; compared to its 52-week range of 22 to 42 into the expected release of quarterly results before the bell on January 17. Call put ratio 2.7 calls to 1 put with focus on January 77.50 and February 87.50 calls. ​
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Taiwan Semiconductor (TSM) January call option implied volatility is at 92, February is at 24; compared to its 52-week range of 20 to 35 after the release of quarterly results. Call put ratio 6.7 calls to 1 put with focus on February 60 and 65 calls. ​

Fed put continues ​
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Increasing unusual option volume: NK NLSN MRNA VUZI BOX PPG BK XPO APRN
Increasing unusual call option volume: NK NLSN BOX MRNA VUZI SSYS CNP BK RUN​
Increasing unusual put option volume: NLSN PPG LCI XPO APPN AA TXT​
Options with decreasing option implied volatility: DERM EXAS CLF AEO SCHW TSM BK AA SIG LVS MS I ​
Active options January 16: TSLA AMD AAPL MS NIO MSFT BAC AMZN BYND TEVA ACB FB HD TGT BABA MU NVDA NFLX SNAP SQ​
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