Mid-session IV Report July 1, 2019

Mid-session IV Report July 1, 2019

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: UAA AKAM ANET KAR ARRY YUM JNJ OSTK MKC FCX​
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Popular stocks with increasing unusual volume: TEVA FCX ABBV BYND ​
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United States Oil Fund (USO) July weekly call option implied volatility is at 28, July is at 32; compared to its 52-week range of 23 to 62. Call put ratio 2.7 calls to 1 put with focus on July 13 calls as shares rally 2.6% as oil trades higher on OPEC.​
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Micron (MU) July weekly call option implied volatility is at 37, July is at 40; compared to its 52-week range of 34 to 65 after President Donald Trump and Chinese President Xi Jinping agreed to not add new tariffs on U.S. and Chinese goods and restart talks. Call put ratio 2.2 calls to 1 put with focus on July weekly 41 calls as shares trade up 5%, above $40.​

Skyworks (SWKS) July weekly call option implied volatility is at 38, July is at 35; compared to its 52-week range of 21 to 54 after China USA trade truce. Shares up 6%.

Broadcom (AVGO) July weekly call option implied volatility is at 27, July is at 28; compared to its 52-week range of 21 to 48 after China USA trade truce. Shares up 4.2%.

Nike (NKE) July weekly call option implied volatility is at 15, July is at 17; compared to its 52-week range of 17 to 45 after China USA trade truce. Shares up 2%.
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Western Digital (WDC) July weekly call option implied volatility is at 45, July is at 44; compared to its 52-week range of 24 to 74 after China USA trade truce. Call put ratio 1.8 calls to 1 put with focus on July weekly 50 calls. ​

Gold trades below $1400.
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SPDR Gold Trust (GLD) July weekly call option implied volatility is at 19, July is at 15; compared to its 52-week range of 8 to 13 as shares gold trade below $1400. Call put ratio 1.6 calls to 1 put with focus on July 130 and 130.50 calls.​

Newmont Mining (NEM) July weekly call option implied volatility is at 24, July is at 25; compared to its 52-week range of 18 to 38. ​
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Kinross Gold (KGC) July call option implied volatility is at 34; compared to its 52-week range of 28 to 58. Call put ratio 83 calls to 1 put with focus on November 4.5 calls.​

Direxion Daily Gold Miners Bull 3x Shares (NUGT) July weekly call option implied volatility is at 80, July is at 79; compared to its 52-week range of 51 to 104. Call put ratio 1.6 calls to put with focus on July 25 calls.​
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Barrick Gold (GOLD) July weekly call option implied volatility is at 30, July is at 29; compared to its 52-week range of 21 to 44. Call put ratio 1 call to 1 put with focus on July weekly 15 puts.​
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Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) July call option implied volatility is at 54; compared to its 52-week range of 44 to 110. Call put ratio 2 calls to 1 put with focus on July 13 calls as shares sell off 10%. ​​
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iShares Gold Trust (IAU) July call option implied volatility is at 15; compared to its 52-week range of 9 to 20. ​
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Market Vectors Gold Miners ETF (GDX) July weekly call option implied volatility is at 26, July is at 27; compared to its 52-week range of 18 to 34. Call put ratio 2.8 calls to 1 put with focus on July weekly 26 calls and July 24 puts.​
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Market Vector Junior Gold Miners Etf (GDXJ) July weekly call option implied volatility is at 33, July is at 32; compared to its 52-week range of 19 to 37. Call put ratio 1.8 calls to 1 put with focus on July weekly and July 34 calls.​
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Increasing unusual option volume: ESI RTRX UFS AMP EROS PTE ITY​
Increasing unusual call option volume: ESI IYT EROS EXPD RUN VER JDST FCX​
Increasing unusual put option volume: RTRX PTE DIOD BBVA KEY PTC GWR​
Options with decreasing option implied volatility: NVAX ZGNX SRPT BB AGN CZR FOLD MU STZ AABA NRZ LEN LK ZM​
Active options: AAPL MU BABA TSLA AMD BAC FB NVDA T MSFT AMZN NFLX QCOM TWTR BYND ABBV WDC TEVA FCX BA ​