Mid-session IV Report July 10, 2019​

Mid-session IV Report July 10, 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: OSTK MKC PFE IYR BAX SGMO LLY CAG ABT JNJ AAOI MYL TRIP Z STMP​

Popular stocks with increasing unusual volume: T QCOM DBX ROKU​
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Bed Bath and Beyond (BBBY) July weekly call option implied volatility is at 205, July is at 114, August is at 72; compared to its 52-week range of 32 to 98; into the expected release of quarterly results today after the bell.​

Delta (DAL) July call option implied volatility is at 49, July is at 31, August is at 24; compared to its 52-week range of 20 to 46; into the expected release of quarterly results before the bell on July 11.​

Fastenal (FAST) July call option implied volatility is at 45, August is at 30; compared to its 52-week range of 19 to 48; into the expected release of quarterly results before the bell on July 11.​

Infosys (INFY) July call option implied volatility is at 48, August is at 28; compared to its 52-week range of 18 to 44; into the expected release of quarterly results before the bell on July 12.​

Executives from Amazon.com (AMZN), Apple (AAPL) and Alphabet’s Google (GOOG) are testifying before a House congressional committee on July 16 in a hearing to discuss the market power wielded by online platforms.​
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Facebook (FB) July weekly call option implied volatility is at 25, July 24, August is at 31; compared to its 52-week range of 23 to 53
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Alphabet (GOOGL) July weekly call option implied volatility is at 17, July 17, August is at 23; compared to its 52-week range of 18 to 41 ​

Apple (AAPL) July weekly call option implied volatility is at 20, July 21, August is at 25; compared to its 52-week range of 16 to 46 ​

Amazon (AMZN) July weekly call option implied volatility is at 19, July 20, August is at 27; compared to its 52-week range of 20 to 54 ​

Twitter (TWTR) July weekly call option implied volatility is at 31, July 29, August is at 51; compared to its 52-week range of 31 to 92
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Alibaba (BABA) July weekly call option implied volatility is at 30, July 28, August is at 28; compared to its 52-week range of 24 to 54 ​
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NIO Inc (NIO) July weekly call option implied volatility is at 129, July is at 94, August is at 95; compared to its 52-week range of 60 to 156 after reporting Q2 deliveries. Call put ratio 5.6 calls to 1 put. ​
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Overstock.com (OSTK) July weekly call option implied volatility is at 137, July is at 127, August is at 126; compared to its 52-week range of 66 to 138 as shares rally 14%. Call put ratio 5.7 calls to 1 put with focus on July weekly 18.50 and 19 calls.​
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Ishares Msci Mexico Capped Etf (EWW) July weekly call option implied volatility is at 23, July and August is at 20; compared to its 52-week range of 17 to 43 after Mexican Finance Minister Carlos Urzua resigned on Tuesday. Call put ratio 1 call to 1.4 puts with focus on July 41 puts. ​
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Symantec (SYMC) July weekly call option implied volatility is at 27, July is at 35, August is at 26; compared to its 52-week range of 24 to 59 after CNBC reports Broadcom (AVGO) acquisition of Symantec is moving ahead. Call put ratio 3.9 calls to 1 put with focus on July 26 calls.​
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Broadcom (AVGO) July weekly call option implied volatility is at 28, July is at 26, August is at 25; compared to its 52-week range of 20 to 48. ​
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Davita (DVA) July call option implied volatility is at 36, August is at 40; compared to its 52-week range of 20 to 70 after President Trump orders revamping of kidney care organ transplants. Call put ratio 1 call to 1.5 puts. Shares are up 4%.​

CareDx (CDNA) July call option implied volatility is at 55, August is at 70; compared to its 52-week range of 60 to 116 after President Trump orders revamping of kidney care organ transplants. Call put ratio 1.3 call to 1 put.​
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Increasing unusual option volume: GNC HELE ATUS DCPH PACB CXW EQT​
Increasing unusual call option volume: PACB ATUS HST RTRX VXQ CRZO​
Increasing unusual put option volume: GNC KAR DCPH ATUS LEVI CTVA​
Options with decreasing option implied volatility: AABA NRZ LEN CZR CELG LCI LK ZM​
Active options: FB AMD MU AAPL AMZN NIO BAC TSLA BABA NVDA MSFT NFLX INTC GE QCOM DBX ROKU SNAP TWTR T ​
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