Mid-session IV Report July 12, 2019

Mid-session IV Report July 12, 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: AAOI STMP ROKU TTD CPRI GOOS CYBR DBX JNJ OSTK MKC WDC BAX​

Popular stocks with increasing unusual volume: BYND F DIS CGC SQ ​
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Nutanix (NTNX) July weekly call option implied volatility is at 75, July is at 54, August is at 50; compared to its 52-week range of 42 to 86 on renewed M&A chatter. Call put ratio 18 calls to 1 put with focus on July 30 and July weekly 30 calls.​
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Citigroup (C) July call option implied volatility at 27, August is at 24; compared to its 52-week range of 21 to 46 into the expected release of quarterly results before the bell on July 15.​

J.B. Hunt Transport (JBHT) July call option implied volatility at 43, August is at 30; compared to its 52-week range of 20 to 43 into the expected release of quarterly results after the bell on July 15​.

Schwab (SCHW) July call option implied volatility at 30 , August is at 26; compared to its 52-week range of 22 to 45 into the expected release of quarterly results before the bell on July 15​
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Netflix (NFLX) July weekly call option implied volatility is at 39, July is at 60, August is at 37; compared to its 52-week range of 28 to 76 into the expected release of financial results on July 17. ​
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FedEx (FDX) July weekly call option implied volatility is at 31, July and July is 21; compared to its 52-week range of 17 to 41 as shares rally 3.2%. Call put ratio 3.4 calls to 1 put with focus on July weekly calls. ​
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Micron (MU) July call option implied volatility is at 35, August is at 36; compared to its 52-week range of 34 to 64 as shares trade above $44. ​
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Advanced Micro Devices (AMD) July call option implied volatility is at 40, August is at 55; compared to its 52-week range of 40 to 97. Call put ratio 2.1 calls to 1 put with focus on July 34 calls. ​
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Illumina (ILMN) July weekly call option implied volatility is at 102, July is at 52, August is at 39; compared to its 52-week range of 24 to 58 after less than guidance as shares sell off 15%. ​
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Eli Lilly & Co. (LLY) July weekly call option implied volatility is at 45, July is at 28, August is at 27; compared to its 52-week range of 15 to 32. ​
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Merck (MRK) July weekly call option implied volatility is at 44, July is at 23, August is at 22; compared to its 52-week range of 14 to 29.​
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iShares Nasdaq Biotechnology (IBB) July weekly call option implied volatility is at 34, July is at 21, August is at 20; compared to its 52-week range of 15 to 39. Call put ratio 1 call to 2.2 puts with focus on July 108 puts.​
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Kraft Heinz Company (KHC) July call option implied volatility is at 25, August is at 31; compared to its 52-week range of 19 to 45.​

Increasing unusual option volume: UEC CCJ MGA ILMN INFY UUUU TEN NOAH DCPH​
Increasing unusual call option volume: UEC CCJ UUUU ILMN PNR TEN INFY BRKR EROS SAP MXEA NTNX MELI​
Increasing unusual put option volume: INFY ILMN TEN TSEM DCPH GLYC ROK WY NVCR LEVI ​
Active options: TSLA AAPL NVDA AMD SNAP AMZN MU FB SQ NFLX MSFT BABA BAC NIO F DIS INTC CGC JPM BYND

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