Mid-session IV Report July 15, 2019

Mid-session IV Report July 15, 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: RTRX CGC M TPR KAR ONCE BKLN WMT TEVA BAC JPM ​

Popular stocks with increasing unusual volume: SYMC TEVA DPZ​

J.B. Hunt Transport (JBHT) July call option implied volatility at 54, August is at 33; compared to its 52-week range of 20 to 43 into the expected release of quarterly results today after the bell.​

Schwab (SCHW) July call option implied volatility at 35, August is at 27; compared to its 52-week range of 22 to 45 into the expected release of quarterly results. Call put ratio 1 call to 3.2 puts with a focus on August weekly 30 puts. ​

Canopy Growth (CGC) July call option implied volatility is at 64, August is at 60; compared to its 52-week range of 41 to 110 into the expected release of quarterly results on July 16.
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Canadian Pacific Railway (CP) July call option implied volatility is at 33, August is at 21; compared to its 52-week range of 16 to 40 into the expected release of quarterly results before the bell on July 16.​

CSX (CSX) July call option implied volatility is at 38, August is at 24; compared to its 52-week range of 17 to 49 into the expected release of quarterly results after the bell on July 16.​

Dominos Pizza (DPZ) July call option implied volatility is at 63, August is at 34; compared to its 52-week range of 23 to 45 into the expected release of quarterly results before the bell on July 16.​

Johnson & Johnson (JNJ) July call option implied volatility is at 29, August is at 22; compared to its 52-week range of 12 to 34 into the expected release of quarterly results before the bell on July 16.​

JPMorgan (JPM) July call option implied volatility is at 30, August is at 20; compared to its 52-week range of 14 to 41 into the expected release of quarterly results before the bell on July 16.​

Goldman Sachs (GS) July call option implied volatility is at 40, August is at 26; compared to its 52-week range of 16 to 49 into the expected release of quarterly results before the bell on July 16.​

Kinder Morgan (KMI) July call option implied volatility is at 28, August is at 19; compared to its 52-week range of 16 to 41 into the expected release of quarterly results after the bell on July 16​.

Prologis (PLD) July call option implied volatility is at 31, August is at 20; compared to its 52-week range of 5 to 36 into the expected release of quarterly results before the bell on July 16​.

United Airlines (UAL) July call option implied volatility is at 54, August is at 28; compared to its 52-week range of 22 to 47 into the expected release of quarterly results after the bell on July 16​.

Wells Fargo (WFC) July call option implied volatility is at 32, August is at 23; compared to its 52-week range of 16 to 45 into the expected release of quarterly results before the bell on July 16​.

Abbott (ABT) July call option implied volatility is at 38, August is at 22; compared to its 52-week range of 14 to 37 into the expected release of quarterly results before the bell on July 17.​

Adtran (ADTN) July call option implied volatility is at 74, August is at 40; compared to its 52-week range of 26 to 78 into the expected release of quarterly results before the bell on July 17.​

Bank of America (BAC) July call option implied volatility is at 37, August is at 25; compared to its 52-week range of 16 to 46 into the expected release of quarterly results before the bell on July 17.​

Bank of New York (BK) July call option implied volatility is at , August is at ; compared to its 52-week range of 16 to 38 into the expected release of quarterly results before the bell on July 17​

Comerica (CMA) July call option implied volatility is at 46, August is at 28; compared to its 52-week range of 18 to 43 into the expected release of quarterly results before the bell on July 17.​

eBay (EBAY) July call option implied volatility is at 64, August is at 31; compared to its 52-week range of 19 to 54 into the expected release of quarterly results after the bell on July 17.​
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International Business Machines (IBM) July call option implied volatility is at 50, August is at 24; compared to its 52-week range of 13 to 41 into the expected release of quarterly results after the bell on July 17.​

Netflix (NFLX) July call option implied volatility is at 87, August is at 48; compared to its 52-week range of 28 to 75 into the expected release of quarterly results after the bell on July 17.​

Skyworks (SWKS) July call option implied volatility is at 30, August is at 35; compared to its 52-week range of 22 to 55 into the expected release of quarterly results on July 17. ​

Textron (TXT) July call option implied volatility is at 58, August is at 31; compared to its 52-week range of 18 to 46 into the expected release of quarterly results before the bell on July 17. Call put ratio 3.6 calls to 1 put. ​

PNC Financial (PNC) July call option implied volatility is at 31, August is at 22; compared to its 52-week range of 16 to 42 into the expected release of quarterly results before the bell on July 17. Call put ratio 1 call to 5.1 puts with focus on January 120 and 140 puts. ​

U.S. Bancorp (USB) July call option implied volatility is at 24, August is at 21; compared to its 52-week range of 13 to 36 into the expected release of quarterly results before the bell on July 17.​

United Rentals (URI) July call option implied volatility is at 74, August is at 41; compared to its 52-week range of 25 to 68 into the expected release of quarterly results after the bell on July 17.​
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Symantec (SYMC) July call option implied volatility is at 56, July is at 35, August is at 37; compared to its 52-week range of 24 to 59 after CNBC reports Broadcom (AVGO) takeover talks have ended. Call put ratio 1.6 calls to 1 put with focus on July 22 and 22.50 calls.​
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Broadcom (AVGO) July call option implied volatility is at 30, August is at 28; compared to its 52-week range of 20 to 48 after CNBC reports Broadcom acquisition of Symantec (SYMC) have ended. Call put ratio 2.6 calls to 1 put with focus on July 295 calls.​

CIRCOR (CIR) 30-day option implied volatility is at 42, compared to its 52-week range of 21 to 80 after Crane (CR) announced it is ceasing its efforts to acquire the company and will not extend its $48 per share tender offer scheduled to expire on July 19.​ Call put ratio 3.9 calls to 1 put with focus on August 40 and 45 calls.

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Nielsen Holdings (NLSN) July call option implied volatility is at 42, August is at 52; compared to its 52-week range of 26 to 68 on renewed M&A reports. Call put ratio 3.6 calls to 1 put with focus on August 25 calls. ​

Zoom Video (ZM) July call option implied volatility is at 58, August is at 55; compared to its 8-week range of 55 to 87 as shares rally 6%. Call put ratio 2 calls to 1 put with focus on July 100 calls, and August 65 puts as shares sell off 6%. ​
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Increasing unusual option volume: DXC RLGY SM GLYC PTEN SYMC BOOT ON GTN ​
Increasing unusual call option volume: DXC GTN ON GLYC CXW BOOT APTV GDS SYMC​
Increasing unusual put option volume: DXC PTEN RLGY SYMC TSEM CPE GLYC PE ARRY​
Options with decreasing option implied volatility: C CPE DIS S SYMC AG BBBY CBAY FAST LEVI TV ARRY CY PEP​
Active options: TSLA AAPL AMD BAC FB INTC C TEVA BABA F DXC MU SYMC TWTR AMZN JPM NFLX SNAP NVDA MSFT​
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