Mid-session IV Report January 7, 2020

Mid-session IV Report January 7, 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 EDIT TWTR CLF SNAP TPR COTY CPRI YELP CPRI HAS NLOK FEYE SERV BB OSTK CCJ​
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Popular stocks with increasing unusual volume: ​GM BYND T SQ CLF NIO APA
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​Calls active, IV up into EPS and outlook

Bed Bath & Beyond (BBBY) January weekly call option implied volatility is at 172, January is at 108, February is at 69; compared to its 52-week range of 40 to 104 into the expected release of quarter results after the bell on January 8. Call put ratio 2 calls to 1 put. ​
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Walgreens Boots (WBA) January weekly call option implied volatility is at 58, January is at 37, 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 2.6 calls to 1 put with focus on January weekly 60 calls. ​

Option implied volatility for momentum stocks ​
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Apple (AAPL) January weekly call option implied volatility is at 30, January is at 26, February is at 28; compared to its 52-week range of 18 to 37.​
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AMD (AMD) January weekly call option implied volatility is at 54, January is at 48, February is at 55; compared to its 52-week range of 36 to 89 on CES headlines. Call put ratio 5.3 calls to 1 put with focus on January weekly 49 calls. Call put ratio 1.6 calls to 1 put. ​
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Tesla (TSLA) January weekly call option implied volatility is at 44, January is at 44, February is at 52; compared to its 52-week range of 34 to 75 as shares near record high after China Model 3 outlook. Call put ratio 1.8 calls to 1 put with focus on June 620 calls.​
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Micron (MU) January weekly call option implied volatility is at 43, January is at 38, February is at 37; compared to its 52-week range of 31 to 59 as shares rally 5.8%. Call put ratio 3.7 calls to 1 put with focus on January weekly 57and 57.50 calls. ​
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Alphabet (GOOGL) January weekly call option implied volatility is at 19, January is at 17, February is at 23; compared to its 52-week range of 14 to 33 as shares near record high. Call put ratio 2.6 calls to 1 put with focus on January weekly 1400 calls. ​
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Microchip (MCHP) January weekly call option implied volatility is at 40, January is at 32, February is at 31; compared to its 52-week range of 26 to 48 after guidance. Call put ratio 4.4 calls to 1 put with focus on January 110 calls. ​
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Western Digital (WDC) January weekly call option implied volatility is at 54, January is at 42, February is at 45; compared to its 52-week range of 33 to 63 as shares rally 4.7%. Call put ratio 4.2 calls to 1 put with focus on February 70 calls. ​
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Boeing (BA) January weekly call option implied volatility is at 27, January is at 26, February is at 29; compared to its 52-week range of 23 to 41 on unconfirmed headlines. Call put ratio 1.5 calls to 1 put with focus on January weekly 335 calls. ​
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Goldman Sachs (GS) January weekly call option implied volatility is at 23, January is at 26, February is at 23; compared to its 52-week range of 19 to 35 into 2020 investor day on January 29, 2020. Call put ratio 3.7 calls to 1 put with focus on January weekly and January 240 calls. ​
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Option implied volatility for semiconductor, software and technology into CES​

Ishares S&P Software Index Fund (IGV) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 33. Call put ratio 1 call to 4.3 puts into CES​

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 39 as share price near record high. ​

Technology Select Sector Spdr Fund (XLK) 30 -day option implied volatility is at 17; compared to its 52-week range of 13 to 33 as shares near record high.​
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IBM (IBM) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 34​

Beyond Meat (BYND) 30-day option implied volatility is at 55; compared to its 52-week range of 47 to 141​

Roku (ROKU) 30-day option implied volatility is at 60; compared to its 52-week range of 50 to 97​

Activision (ATVI) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 61​

Microsoft (MSFT) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 37​

Adobe (ADBE) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 40​

Qualcomm (QCOM) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 42​
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Gold near 7-year high​

Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) January weekly call option implied volatility is at 99, January is at 94, February is at 93; compared to its 52-week range of 72 to 131 after share price rally.​

iShares Gold Trust (IAU) January weekly call option implied volatility is at 10, January is at 12, February is at 13; compared to its 52-week range of 8 to 23 as shares trends higher. Call put ratio 13.5 calls to 1 put. ​

AngloGold Ashanti (IAU) January call option implied volatility is at 40, February is at 41; compared to its 52-week range of 33 to 60 as shares-gold trends higher. January 20 and 21 calls active. ​

IAMGOLD Corp. (AU) January call option implied volatility is at 80, February is at 35; compared to its 52-week range of 43 to 80 as shares trade in a tight 18-month range. January 3 calls active. ​

Market Vector Junior Gold Miners Etf (GDXJ) January weekly call option implied volatility is at 34, January is at 31, February is at 32; compared to its 52-week range of 25 to 43 as shares gold trends higher. Call put ratio 8 calls to 1 put with focus on February 35 calls. ​
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Increasing unusual option volume: EXPR HIMX AMPE APLS TCOM RDSB CARS MGA ENR​
Increasing unusual call option volume: TCOM AMPE APLS HIMX RDSB ZGNX ​
Increasing unusual put option volume: EXPR MGI APLS TDOC MLM BHVN FOXA KPTI​
Options with decreasing option implied volatility: APLS ARQL WMGI ALXN AMD OSTK ROKU ITCI LMT​
Active options January 7: AAPL TSLA AMD MU NIO FB BA GM BYND SQ AMZN T CLF BAC ROKU NFLX WDC TWTR JPM APA​
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