Mid-session IV Report January 21, 2020​

Mid-session IV Report January 21, 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: LK PBYI TLRY IBM SPCE PINS STMP ROKU FLR KHC WMT BYND STMP YETI EAF IQ RCL BKNG WYNN LVS NFLX UAL IBM ​
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Popular stocks with increasing unusual volume: V ROKU DIS UBER LYFT​
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Uber (UBER) January weekly call option implied volatility is at 46, February is at 48; compared to its 52-week range of 36 to 83 as shares rally 5%. Call put ratio 2.9 calls to 1 put with focus on January weekly calls. ​
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Lyft (LYFT) January weekly call option implied volatility is at 43, February is at 49; compared to its 52-week range of 38 to 79 as shares rally 3.5%. Call put ratio 5.4 calls to 1 put with focus on January weekly calls. ​
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Netflix (NFLX) January weekly call option implied volatility is at 105, February is at 44; compared to its 52-week range of 27 to 58 into the expected of quarter results today after the bell. Call put ratio 1.1 calls to 1 put. ​
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IBM (IBM) January weekly call option implied volatility is at 58, February is at 23; compared to its 52-week range of 14 to 33 into the expected release of quarter results today after the bell. ​
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United Airlines (UAL) January weekly call option implied volatility is at 63, February is at 30; compared to its 52-week range of 20 to 36 after China virus outbreak into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.​
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TD Ameritrade (AMTD) January weekly call option implied volatility is at 55, February is at 29; compared to its 52-week range of 22 to 53 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.8 puts. ​
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Zions Bancorporation (ZION) February call option implied volatility is at 24, April is at 21; compared to its 52-week range of 20 to 34 into the expected release of quarter results today after the bell. ​
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Interactive Broker (IBKR) February and March call option implied volatility is at 27; compared to its 52-week range of 26 to 40 into the expected release of quarter results today.​
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Abbott (ABT) January weekly call option implied volatility is at 36, February is at 20; compared to its 52-week range of 16 to 28 into the expected release of quarter results before the bell on January 22. ​
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Texas Instruments (TXN) January weekly call option implied volatility is at 66, February is at 36; compared to its 52-week range of 19 to 39 into the expected release of quarter results after the bell on January 22. ​
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American Airlines (AAL) January weekly call option implied volatility is at 71, February is at 38; compared to its 52-week range of 29 to 48 after China virus outbreak into the expected release of quarter results on January 23. Call put ratio 2 calls to 1 put.​
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Novavax (NVAX) February call option implied volatility is at 142, March is at 165; compared to its 52-week range of 85 to 350 after China virus outbreak. Call put 1.9 calls to 1 put with focus on February 7 calls as shares rally 40%. ​
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Gaming resort, travel option implied volatility bid after Chinese virus outbreak​
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Wynn Resorts Ltd (WYNN) January weekly call option implied volatility is at 40, February is at 44; compared to its 52-week range of 31 to 57 after China virus outbreak. Call put ratio 1 call to 1.8 puts.​
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Las Vegas Sands (LVS) January weekly call option implied volatility is at 40, February is at 31; compared to its 52-week range of 22 to 40 after China virus outbreak and into the expected release of quarter results today after the bell. Call put ratio 6 calls to 1 put with focus on May 70 calls.​
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MGM Resorts (MGM) January weekly call option implied volatility is at 29, February is at 29; compared to its 52-week range of 20 to 41 after China virus outbreak. Call put ratio 1 call to 3 puts.​
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Melco Resorts (MLCO) January weekly call option implied volatility is at 36, February is at 33; compared to its 52-week range of 31 to 49 after China virus outbreak. Call put ratio 1 call to 2.5 puts.​
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Royal Caribbean Cruises (RCL) January weekly call option implied volatility is at 27, February is at 28; compared to its 52-week range of 20 to 39 after China virus outbreak. Call put ratio 1 call to 4.3 puts.​
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Carnival Cruise Lines (CCL) January weekly call option implied volatility is at 23, February is at 20; compared to its 52-week range of 18 to 36 after China virus outbreak. Call put ratio 2 calls to 1 put.​
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Expedia (EXPE) January weekly call option implied volatility is at 28, February is at 38; compared to its 52-week range of 20 to 41 after China virus outbreak. Call put ratio 1 call to 1.9 puts.​
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Booking Holdings (BKNG) January weekly call option implied volatility is at 25, February is at 22; compared to its 52-week range of 17 to 40 after China virus outbreak. Call put ratio 1 call to 1.8 puts.​
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TripAdvisor (TRIP) January weekly call option implied volatility is at 32, February is at 50; compared to its 52-week range of 29 to 62 after China virus outbreak. Call put ratio 1 call to 2.8 puts.​
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trivago (TRVG) January weekly call option implied volatility is at 63, March is at 58; compared to its 52-week range of 51 to 91 after China virus outbreak. Call put ratio calls to put.​
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Tapestry (TPR) January weekly call option implied volatility is at 29, February is at 44; compared to its 52-week range of 25 to 60 after China virus outbreak. Call put ratio 1 call to 4 puts with focus on January weekly 28.50 puts.​
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Capri Holdings (CPRI) January weekly call option implied volatility is at 33, February is at 50; compared to its 52-week range of 31 to 69 after China virus outbreak. Call put ratio 1 call to 1.6 puts.​
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Lakeland (LAKE) February 15 calls active as shares rally 17 on China virus outbreak. ​
Lakeland manufactures and sells industrial protective clothing and accessories for the industrial and public protective clothing market worldwide.​
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Canadian Goose (GOOS) January weekly call option implied volatility is at 43, February is at 64; compared to its 52-week range of 39 to 82 int the expected release of quarter results on February 12. ​
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YETI Holdings, Inc. (YETI) February call option implied volatility is at 64, March is at 66; compared to its 52-week range of 45 to 97. Call put ratio 3.2 calls to 1 put with focus on February 38 and 45 calls. ​
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Columbia Sportswear (COLM) February call option implied volatility is at 29, March is at 27; compared to its 52-week range of 12 to 43. Call put ratio 34 calls to 1 put with focus on February 100 calls.​
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Gilat Satellite Networks (GILT) February call option implied volatility is at 22, March is at 23; compared to its 52-week range of 27 to 107. Call put ratio 20 calls to 1 put with focus on March calls. ​
Luxury Good Retailers ​
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Increasing unusual option volume: NVAX HNRG LL ARWR LL ARAY YETI COLM HTJT CNX EMN IVV​
Increasing unusual call option volume: YETI BCRX NVAX NYCB NR SNDL AER LAKE​
Increasing unusual put option volume: EMN VWO HLT CNX UBS MDLA NVAX DOV SRCL BLDP TOT​
Options with decreasing option implied volatility: TGTX NVAX KPTI IOVA SIG APHA ATNX​
Active options January 21: TSLA AAPL NIO AMD BYND UBER MSFT NFLX ROKU BABA FB SNAP LK INTC BAC BA AMZN AMRN V DIS ​
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