Mid-session IV Report July 16, 2019

Mid-session IV Report July 16, 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 APRN VFF ONCE TPR NTAP KAR WMT BAC MSFT UAL OZK​

Popular stocks with increasing unusual volume: VIAB JNJ IQ MSFT ROKU​

Roku (ROKU) July call option implied volatility is at 61, August is at 80; compared to its 52-week range of 45 to 102 as shares sell off 5.9%%. Call put ratio 2.3 calls to 1 put with focus on July calls.​

Blue Apron (APRN) July call option implied volatility is at 245, August is at 113; compared to its 52-week range of 79 to 201 after saying Beyond Meat burgers are coming in August. Call put ratio 2 calls to 1 put, share price is up 40%. ​

CSX (CSX) July call option implied volatility is at 45, August is at 23; compared to its 52-week range of 17 to 49 into the expected release of quarterly results today after the bell​.

Kinder Morgan (KMI) July call option implied volatility is at 32, August is at 20; compared to its 52-week range of 16 to 41 into the expected release of quarterly results today after the bell.​

United Airlines (UAL) July call option implied volatility is at 61, August is at 29; compared to its 52-week range of 22 to 47 into the expected release of quarterly results today after the bell.​
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Abbott (ABT) July call option implied volatility is at 41, 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 91, 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 50, August is at 28; 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 48, August is at 27; compared to its 52-week range of 18 to 43 into the expected release of quarterly results before the bell on July 17. Call put ratio 1 call to 2.6 puts. ​

eBay (EBAY) July call option implied volatility is at 68, 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.​

International Business Machines (IBM) July call option implied volatility is at 54, 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 99, August is at 42; 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 31, 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 64, 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 7 calls to 1 put. ​

PNC Financial (PNC) July call option implied volatility is at 34, 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 1.6 calls to 1 put with focus on July 140 calls. ​

U.S. Bancorp (USB) July call option implied volatility is at 25, 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. Call put ratio 5 calls to 1 put with focus on July 137 calls. ​

American Express (AXP) July call option implied volatility is at 39, August is at 21; compared to its 52-week range of 14 to 41 into the expected release of quarterly results on July 18. Call put ratio 3.1 calls to 1 put.​

Alliance Data System (ADS) July call option implied volatility is at 66, August is at 36; compared to its 52-week range of 21 to 52 into the expected release of quarterly results before the bell on July 18.​

Bank of OZK (OZK) July call option implied volatility is at 77, August is at 34; compared to its 52-week range of 22 to 72 into the expected release of quarterly results after the bell on July 18. ​

BB&T (BBT) July call option implied volatility is at 35, August is at 22; compared to its 52-week range of 18 to 37 into the expected release of quarterly results before the bell on July 18. ​

Blackstone (BX) July call option implied volatility is at 44, August is at 25; compared to its 52-week range of 17 to 48 into the expected release of quarterly results before the bell on July 18. ​

Capital One (COF) July call option implied volatility is at 49, August is at 24; compared to its 52-week range of 17 to 44 into the expected release of quarterly results after the bell on July 18. ​

Chewy (CHWY) July call option implied volatility is at 144, August is at 66; compared to its 3-week range of i61 to 73 into the expected release of quarterly results after the bell on July 18. Call put ratio 5.1 calls to 1 put. ​

Cleveland Cliffs (CLF) July call option implied volatility is at 103, August is at 54; compared to its 52-week range 39 to 77 of into the expected release of quarterly results before the bell on July 18. ​

Danaher (DHR) July call option implied volatility is at 45, August is at 24; compared to its 52-week range of 14 to 38 into the expected release of quarterly results on July 18. ​

E Trade (ETFC) July call option implied volatility is at 55, August is at 31; compared to its 52-week range of 24 to 47 into the expected release of quarterly results after the bell on July 18. ​

Honeywell (HON) July call option implied volatility is at 38, August is at 20; compared to its 52-week range of 13 to 34 into the expected release of quarterly results before the bell on July 18.
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Intuitive Surgical (ISRG) July call option implied volatility is at 63, August is at 30; compared to its 52-week range of 20 to 54 into the expected release of quarterly results after the bell on July 18. ​

Kansas City Southern (KSU) July call option implied volatility is at 40, August is at 24; compared to its 52-week range of i19 to 44 into the expected release of quarterly results on July 18. ​

Microsoft (MSFT) July call option implied volatility is at 44, August is at 23; compared to its 52-week range of 16 to 44 into the expected release of quarterly results after the bell on July 18. ​

Morgan Stanley (MS) July call option implied volatility is at 43, August is at 25; compared to its 52-week range of 18 to 50 into the expected release of quarterly results before the bell on July 18. ​

Nucor (NUE) July call option implied volatility is at 35, August is at 27; compared to its 52-week range of 22 to 46 into the expected release of quarterly results before the bell on July 18.​

Philip Morris (PM) July call option implied volatility is at 44, August is at 24; compared to its 52-week range of 16 to 38 into the expected release of quarterly results on July 18. ​

SAP (SAP) July call option implied volatility is at 56, August is at 28; compared to its 52-week range of 17 to 34 into the expected release of quarterly results on July 18. ​

SunTrust (STI) July call option implied volatility is at 26, August is at 21; compared to its 52-week range of 17 to 44 into the expected release of quarterly results before the bell on July 18. ​

UnitedHealth Group (UNH) July call option implied volatility is at 38, August is at 22; compared to its 52-week range of 14 to 40 into the expected release of quarterly results before the bell on July 18.​

Increasing unusual option volume: APRN LSCC TRN CDNA BRKS LPL​
Increasing unusual call option volume: APRN BRKS RYAM FHN LSCC KNX JBHT​
Increasing unusual put option volume: LSCC LNC APRN PETS HPE​
Options with decreasing option implied volatility: BBBY FOLD LEVI FAST AABA JBHT CZR DAL​
Active options: AAPL AMD TSLA ROKU BAC BABA MSFT FB JPM WFC MU NVDA C F GS AMZN X DIS NFLX BYND​
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