Mid-session IV Report January 31, 2020​

Mid-session IV Report January 31, 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: FSCT NTNX W TTD FL DDD LB ADKS GPS MSNT BUD LK CLVS GRUB GOOS WWE BP GOOG WWE GRUB ​
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Popular stocks with increasing unusual volume: LK V XOM I DIS NIO​
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Option implied volatility increases for Momentum stocks​
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Luckin Coffee Inc. (LK) February weekly call option implied volatility is at 122, February is at 108; compared to its 52-week range of 53 to 120 into Muddy Waters announces short position in Luckin Coffee. Call put ratio 1 call to 2 put. ​
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Peloton (PTON) February weekly call option implied volatility is at 130, February is at 95; compared to its 52-week range of 58 to 98. Call put ratio 2.3 calls to 1 put with focus on February 32 calls. ​
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Roku (ROKU) February weekly call option implied volatility is at 63, February is at 91; compared to its 52-week range of 50 to 97 into expected release of quarter results on February 19. ​

Shopify (SHOP) February weekly call option implied volatility is at 45, February is at 55; compared to its 52-week range of 36 to 63 into the expected of quarter results on February 12. ​

Overstock.com (OSTK) January call option implied volatility is at 88, February is at 79; compared to its 52-week range of 67 to 154 as shares sell off 1.4%. Call put ratio 4.3 calls to 1 put with focus on February calls. ​

Virgin Galactic Holdings (SPCE) January call option implied volatility is at 85, February is at 95; compared to its 52-week range of 66 to 153. Call put ratio 4.7 calls to 1 put with focus on February 18 and 19 calls.​
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Stitch Fix (SFIX) February weekly call option implied volatility is at 51, February is at 52; compared to its 52-week range of 46 to 122. Call put ratio 2.6 calls to 1 put with focus on February weekly 24 calls. ​

Airlines IV amid coronavirus spreading​
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United Airlines (UAL) February weekly call option implied volatility is at 36, February is at 38; compared to its 52-week range of 20 to 36 amid coronavirus spreading. Call put ratio 1 call to 1 put.​

Delta (DAL) February weekly call option implied volatility is at 33, February is at 31; compared to its 52-week range of 20 to 34 amid coronavirus spreading. Call put ratio 1 call to 3.5 puts.​

Southwest Airlines (LUV) February weekly call option implied volatility is at 26, February is at 24; compared to its 52-week range of 18 to 35. Call put ratio 1 call to 2.9 puts.​

American Airlines (AAL) February weekly call option implied volatility is at 48, February is at 43; compared to its 52-week range of 29 to 48. Call put ratio 1 call to 1.2 puts.​

Alaska Air Group (ALK) February weekly call option implied volatility is at 24, February is at 25; compared to its 52-week range of 21 to 36 amid coronavirus spreading. Call put ratio 2.1 calls to 1 put.​

Allergan (AGN) February weekly call option implied volatility is at 6, February is at 12; compared to its 52-week range of 13 to 34 into the expected release of quarter results before the bell on February 3.​

Alphabet (GOOG) February weekly call option implied volatility is at 48, February is at 33; compared to its 52-week range of 14 to 33 into the expected release of quarter results after the bell on February 3.​

Hartford (HIG) February weekly call option implied volatility is at 36, February is at 26; compared to its 52-week range of 14 to 26 into the expected release of quarter results after the bell on February 3.​

NXP Semiconductor (NXPI) February weekly call option implied volatility is at 54, February is at 38; compared to its 52-week range of 25 to 55 into the expected release of quarter results after the bell on February 3.​

ON Semiconductor (ON) February call option implied volatility is at 45, March is at 39; compared to its 52-week range of 30 to 55 into the expected release of quarter results before the bell on February 3. Call put ratio 3 calls to 1 put with focus on February 26 calls. ​

Sysco (SYY) February weekly call option implied volatility is at 35, February is at 23; compared to its 52-week range of to 13 to 27 into the expected release of quarter results before the bell on February 3. Call put ratio 1 call to 1.9 puts. ​

Travelzoo (TZOO) February call option implied volatility is at 68, March is at 60; compared to its 52-week range of 50 to 98 into the expected release of quarter results after the bell on February 3.​

Abercrombie & Fitch (ANF) February weekly call option implied volatility is at 45, February is at 46; compared to its 52-week range of 37 to 90. Call put ratio 5.8 calls to 1 put with focus on February weekly 16.50 and 17 calls. ​
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Increasing unusual option volume: FOLD INDA APTV HDB SNX YANG LK NAV BZH WWE ​ANF
Increasing unusual call option volume: FOLD INDA DVY FLEX KKR YANG RDUS NAV APTV TEL ​
Increasing unusual put option volume: INDA HDB APTV IBN DHT CHKP NET SPLV PAGP TTM LE ​
Options with decreasing option implied volatility: DLPH EXTR ALGN CRUS CREE TSLA AMD NOW EBAY JNPR HSY ALGN NOW PYPL UPS KO TSLA MDLZ CRUS NOW
Active options January 31: AAPL AMZN TSLA FB AMD ROKU MSFT NIO LK T BABA V IBM XOM MU GE NFLX I BAC DIS​