Mid-session IV Report January 6, 2020​

Mid-session IV Report January 6, 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: IRBT GRUB TWTR FEYE AMD SNAP BIIB UCO ALGN TPR AMRN GCI LMT BSX ARQL SGMS NOC LMT USO MET LMT GLD RTN TXN VLO BAC ​
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Popular stocks with increasing unusual volume: LK OXY DIS ​
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Google (GOOGL) January weekly call option implied volatility is at 22, January 19, February is at 22; compared to its 52-week range of 13 to 33 as shares at record high. Call put ratio 2.6 calls to 1 put with focus on January weekly calls. ​
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Roku (ROKU) January weekly call option implied volatility is at 83, January is at 69, February is at 73; compared to its 52-week range of 50 to 97 as shares rally 4.3% into CES 2020.​

Shopify (SHOP) January weekly call option implied volatility is at 46, January is at 44, February is at 49; compared to its 52-week range of 36 to 63. Call put ratio 1.4 calls to 1 put with focus on January calls. ​
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Beyond Meat (BYND) January weekly call option implied volatility is at 58, January is at 50, February is at 54; compared to its 32-week range of 47 to 141 into CES 2020. Call put ratio 2.3 calls to 1 put. ​
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Constellation Brands (STZ) January weekly call option implied volatility is at 58, January is at 39, February is at 25; compared to its 52-week range of 18 to 38 into the expected release of quarter results before the bell on January 8. ​
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Lennar (LEN) January weekly call option implied volatility is at 55, January is at 38, February is at 26; compared to its 52-week range of 24 to 50 into the expected release of quarter results before the bell on January 8.​
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Bed Bath & Beyond (BBBY) January weekly call option implied volatility is at 148, January is at 101, February is at 68; compared to its 52-week range of 40 to 104 into the expected release of quarter results after the bell on January 8.​
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Walgreens Boots (WBA) January weekly call option implied volatility is at 48, January is at 35, February is at 26; compared to its 52-week range of 19 to 36 into the expected release of quarter results on January 8. Call put ratio 4.9 calls to 1 put with focus on January 61.50 calls. ​
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KB Home (KBH) January call option implied volatility is at 46, February is at 33; compared to its 52-week range of 28 to 56 into the expected release of quarter results after the bell on January 9. Call put ratio 2.6 calls to 1 put with focus on January 36 calls. ​
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Infosys (INFY) January call option implied volatility is at 38, February is at 24; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on January 10.​
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Refiner stock option implied volatility flat on active call volume​ as WTI Crude Oil trends above $63

Valero Energy (VLO) January weekly call option implied volatility is at 31, January 28, February is at 25; compared to its 52-week range of 30 to 52 as WTI crude oil prices trend higher. Call put ratio 2.1 calls to 1 put with focus on January calls.​
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PBF Energy (PBF) January call option implied volatility is at 34, February is at 35; compared to its 52-week range of 32 to 54 as WTI crude oil trends above $63. Call put ratio 16 calls to 1 put with focus on February 35 calls. ​
HollyFrontier (HFC) January weekly call option implied volatility is at 34, January is at 33, February is at 31; compared to its 52-week range of 26 to 42 as WTI crude oil trends above $63. Call put ratio 3.4 calls to 1 put with focus on January 75 calls.​

Delek US Holdings (DK) January call option implied volatility is at 36, February is at 35; compared to its 52-week range of 35 to 53 as WTI crude oil trends above $63. Call put ratio 1 call to 2.5 puts.​

Phillips 66 (PSX) January weekly call option implied volatility is at 23, January 20, February is at 21; compared to its 52-week range of 17 to 31 as WTI crude oil trends above $63. Call put ratio 2.3 calls to 1 put. ​

Marathon Petroleum (MPC) January weekly call option implied volatility is at 41, January 38, February is at 35; compared to its 52-week range of 24 to 48 as WTI crude oil trends above $63. Call put ratio 3.2 calls to 1 put with focus on January calls. ​

Marathon Oil (MRO) January weekly call option implied volatility is at 40, January 36, February is at 34; compared to its 52-week range of 30 to 51 as WTI crude oil prices trend higher. Call put ratio 26 calls to 1 put with focus on January 14.50 calls. ​
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Chinese Tech stocks option implied volatility into CES 2020 and Trump expected to sign ‘phase one’ trade deal with China on January 15​
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iShares China Large-Cap (FXI) 30-day call option implied volatility is at 18; compared to its 52-week range of 15 to 26 into CES 2020 and Trump expected to sign ‘phase one’ trade deal with China on January 15. Call put ratio 4.8 calls to 1 put with focus on January 45 calls. ​
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Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day call option implied volatility is at 19; compared to its 52-week range of 17 to 36. Call put ratio 29 calls to 1 put with focus on April 35 and 38 calls, ​
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Alibaba (BABA) 30-day call option implied volatility is at 27; compared to its 52-week range of 22 to 49.​
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NIO (NIO) 30-day call option implied volatility is at 115; compared to its 52-week range of 60 to 223.​
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Baidu.com (BIDU) 30-day call option implied volatility is at 32; compared to its 52-week range 25 to 54.​
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Uxin Limited (UXIN) 30-day call option implied volatility is at 91; compared to its 52-week range of 67 to 198.​
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JD.com (JD) 30-day call option implied volatility is at 31; compared to its 52-week range of 28 to 59.​
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Netease (NTES) 30-day call option implied volatility is at 31; compared to its 52-week range of 27 to 58.​
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iQIYI (IQ) 30-day call option implied volatility is at 42; compared to its 52-week range of 39 to 71. ​
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Pinduoduo (PDD) 30-day call option implied volatility is at 42; compared to its 52-week range of 38 to 83.​
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Vipshop Holdings (VIPS) 30-day call option implied volatility is at 41; compared to its 52-week range of 39 to 75 as shares near 20-month high. ​
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Sina Corp (SINA) 30-day call option implied volatility is at 40; compared to its 52-week range of 33 to 65.​
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Sohu.com, Inc. (SOHU) 30-day call option implied volatility is at 54; compared to its 52-week range of 43 to 82.​
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Luckin Coffee Inc. (LK) 30-day call option implied volatility is at 81; compared to its 52-week range of 53 to 120 as shares near record high. ​
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Farfetch Limited (FTCH) 30-day call option implied volatility is at 67; compared to its 52-week range of 46 to 118.​
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Increasing unusual option volume: CMC CALM IAU KTOS BP PFF​
Increasing unusual call option volume: CMC GT KTOS IAU BP AVAV IDCC​
Increasing unusual put option volume: CALM IGT PFF APHA GKOS WIX WEN
Options with decreasing option implied volatility: WVE APLS RAD ARQL XLY SHY​
Active options January 6: AAPL TSLA AMD NIO BP AMZN GE FB ROKU BAC MSFT T BABA DIS NFLX OXY LK BA INTC NVDA ​
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