Mid-session IV Report July 11, 2019

Mid-session IV Report July 11, 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: JNJ OSTK MKC WDC PFE BAX SGMO MRK PFE​

Popular stocks with increasing unusual volume: DIS PBR ALLY BBBY S​

Option implied volatility into The White House Social Media Summit ​

Twitter (TWTR) July weekly call option implied volatility is at 28, July is at 28, August is at 50; compared to its 52-week range of 32 to 92 into White House Social Media Summit. Call put ratio 2.6 calls to 1 put with focus on ATM July weekly calls.​

Facebook (FB) July weekly call option implied volatility is at 27, July is at 23, August is at 33; compared to its 52-week range of 23 to 53. Call put ratio 1.68 calls to 1 put. ​

Snap (SNAP) July weekly call option implied volatility is at 54, July is at 44, August is at 62; compared to its 52-week range of 36 to 98. Call put ratio 3.4 calls to 1 put with focus on ATM July calls. ​

Pinterest (PINS) July weekly call option implied volatility is at 35, July is at 41, August is at 57; compared to its 5-week range of 44 to 98. Call put ratio 6.8 calls to 1 put with focus on August 26.50 calls.​

Alphabet (GOOGL) July weekly call option implied volatility is at 15, July is at 15, August is at 23; compared to its 52-week range of 18 to 43. Call put ratio 3.1 calls to 1 put with focus on July 1150 calls. ​

Microsoft (MSFT) July weekly call option implied volatility is at 16, July is at 29, August is at 20; compared to its 52-week range of 16 to 44. EPS are expected to be released on July 18.​

Amazon (AMZN) July weekly call option implied volatility is at 20, July is at 20, August is at 26; compared to its 52-week range of 20 to 55. EPS are expected on July 24.​

Alibaba (BABA) July weekly call option implied volatility is at 30, July is at 27, August is at 27; compared to its 52-week range of 24 to 58​
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Apple (AAPL) July weekly call option implied volatility is at 17, July is at 19, August is at 24; compared to its 52-week range of 17 to 46 into White House Social Media Summit.​
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Drug distributors option implied volatility flat, shares up after White House pulls proposal to eliminate drug rebates​
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Anthem (ANTM) July weekly call option implied volatility is at 32, July is at 24; compared to its 52-week range of 15 to 30. Call put ratio 2.9 calls to 1 put. ​

CVS Health (CVS) July weekly call option implied volatility is at 34, July is at 24; compared to its 52-week range of 21 to 41. Call put ratio 3.1 calls to 1 put with focus on July weekly 59 calls and puts.​
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Centene (CNC) June call option implied volatility is at 27, July is at 35; compared to its 52-week range of 18 to 56. Call put ratio 3.7 calls to 1 put with focus on July 52.50, 55 and 57.50 calls. ​
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Cigna (CI) July call option implied volatility is at 32, August is at 30; compared to its 52-week range of 18 to 42. Call put ratio 2.4 calls to 1 put.​
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Humana (HUM) July weekly call option implied volatility is at 37, July is at 25; compared to its 52-week range of 15 to 37. Call put ratio 3.6 call to 1 put.​
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Molina Healthcare (MOH) July call option implied volatility is at 32, August is at 42; compared to its 52-week range of 25 to 65 after White House pulls proposal to eliminate drug rebates. Call put ratio 20 calls to 1 put with focus on July 140 and 145 calls. ​
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UnitedHealth (UNH) June call option implied volatility is at 32, July is at 33; compared to its 52-week range of 14 to 40 ​
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WellCare (WCG) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 50​
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HCA Healthcare (HCA) July weekly call option implied volatility is at 20, July is at 19; compared to its 52-week range of 17 to 44​
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Tenet (THC) July weekly call option implied volatility is at 38, July is at 39; compared to its 52-week range of 37 to 78​ option implied volatility low after White House pulls proposal to eliminate drug rebates​.

Universal Health (UHS) July weekly call option implied volatility is at 16, July is at 25; compared to its 52-week range of 17 to 39 after White House pulls proposal to eliminate drug rebates.​
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NIO Inc. (NIO) July weekly call option implied volatility is at 121, July is at 101, August is at 85; compared to its 52-week range of 60 to 156. ​ Shares are down 6.5%.
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Overstock.com (OSTK) July weekly call option implied volatility is at 113, July is at 112, August is at 121; compared to its 52-week range of 66 to 138 as shares sell off 4%. Call put ratio 3.1 calls to 1 put with focus on July weekly, July 18.50 and August 17.50 calls.​

Sprint (S) call put ratio 1 call to 8.1 puts with focus on August 6 puts.​
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Increasing unusual option volume: VRAY EVH CAR RLGY ETRN PFF ALLY BOOM GDI TEL ZBRA CC​
Increasing unusual call option volume: CAR EVH BOOM ETRN ALLY JCP AXL ATUS​
Increasing unusual put option volume: PFF RLGY ZBRA CC GDI FAST LEVI​ S
Options with decreasing option implied volatility: AABA NRZ LEN CZR CBOE BBBY DAL CGC ZM​
Active options: AMD AAPL NVDA NIO AMZN SNAP CVS FB MU BBBY MSFT TSLA DIS NFLX BYND DAL PBR BAC BABA ALLY​