Mid-session IV Report July 17, 2019​

Mid-session IV Report July 17, 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: BRK.B NSC TMUS GE KSU UNP WBA TWLO AG WBA F HSY UNP BP​

Popular stocks with increasing unusual volume: SHOP ROKU DIS CSX TEVA​

Shopify (SHOP) July call option implied volatility is at 46, August is at 48; compared to its 52-week range of 36 to 73 as shares near record high. Call put ratio 2.1 calls to 1 put with focus on July calls as shares near record high.
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Netflix (NFLX) July call option implied volatility is at 116, August is at 43; compared to its 52-week range of 28 to 75 into the expected release of quarterly results today after the bell. Call put ratio 2.1 calls to 1 put with focus on July 340 and 365 calls.​
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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 today after the bell.​
option implied volatility elevated into EPS and outlook​
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International Business Machines (IBM) July call option implied volatility is at 64, August is at 24; compared to its 52-week range of 13 to 41 into the expected release of quarterly results today after the bell.​
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United Rentals (URI) July call option implied volatility is at 93, August is at 41; compared to its 52-week range of 25 to 68 into the expected release of quarterly results today after the bell. Call put ratio 1.8 calls to 1 put with focus on July 135 calls. ​
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American Express (AXP) July call option implied volatility is at 44, 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 1 call to 1.2 puts.​

Alliance Data System (ADS) July call option implied volatility is at 82, August is at 31; compared to its 52-week range of 21 to 52 into the expected release of quarterly results before the bell on July 18. Call put ratio 1 call to 1.9 puts with focus on July 150 puts. ​

Bank of OZK (OZK) July call option implied volatility is at 99, August is at 35; compared to its 52-week range of 22 to 72 into the expected release of quarterly results after the bell on July 18. Call put ratio 1 call to 13 puts with focus on August 30 puts.​
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BB&T (BBT) July call option implied volatility is at 40, 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. Call put ratio 3.7 calls to 1 put with focus on July 49 calls. ​

Blackstone (BX) July call option implied volatility is at 49, 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. Call put ratio 1 call to 1.2 puts with focus on August 45 calls and July 43 puts.​

Capital One (COF) July call option implied volatility is at 63, August is at 26; compared to its 52-week range of 17 to 44 into the expected release of quarterly results after the bell on July 18. Call put ratio 3.6 calls to 1 put with focus on August 92.50 calls. ​

Chewy (CHWY) July call option implied volatility is at 174, August is at 64; compared to its 3-week range of 61 to 73 into the expected release of quarterly results after the bell on July 18. Call put ratio 2 calls to 1 put with focus on July 35 and 40 calls. ​

Danaher (DHR) July call option implied volatility is at 51, August is at 24; compared to its 52-week range of 14 to 38 into the expected release of quarterly results on July 18. Call put ratio 8 calls to 1 put with focus on July 140 calls. ​

E Trade (ETFC) July call option implied volatility is at 64, August is at 33; compared to its 52-week range of 24 to 47 into the expected release of quarterly results after the bell on July 18. Call put ratio 2.4 calls to 1 put. ​

Honeywell (HON) July call option implied volatility is at 50, 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. Call put ratio 1 call to 1.5 puts with focus on July 167.50 and 170 puts.​

Intuitive Surgical (ISRG) July call option implied volatility is at 73, August is at 31; compared to its 52-week range of 20 to 54 into the expected release of quarterly results after the bell on July 18. Call put ratio 2.3 calls to 1 put with focus on July 570 calls. ​

Kansas City Southern (KSU) July call option implied volatility is at 58, August is at 26; compared to its 52-week range of 19 to 44 into the expected release of quarterly results on July 18. ​

Microsoft (MSFT) July call option implied volatility is at 54, August is at 28; compared to its 52-week range of 16 to 44 into the expected release of quarterly results after the bell on July 18. Call put ratio 1.9 calls to 1 put. ​
Morgan Stanley (MS) July call option implied volatility is at 46, August is at 26; 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 41, 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. Call put ratio 1 call to 2 puts. ​

Philip Morris (PM) July call option implied volatility is at 54, August is at 25; 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 68, August is at 28; compared to its 52-week range of 17 to 34 into the expected release of quarterly results on July 18. Call put ratio 1 call to 3 puts with focus on July 135 puts. ​

SunTrust (STI) July call option implied volatility is at 35, August is at 22; 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 42, 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. Call put ratio 2.4 calls to 1 put. ​

Cleveland Cliffs (CLF) July call option implied volatility is at 120, August is at 53; compared to its 52-week range 39 to 77 of into the expected release of quarterly results before the bell on July 18. Call put ratio 3.8 calls to 1 put with focus on July 11 and 11.5 calls. ​
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Increasing unusual option volume: EMLC VAR CTAS FSM PETS COMM APRN​
Increasing unusual call option volume: EMLC PETS FSM GTT NGL VTI SGEN TRN IQV APRN BIG CSX ​
Increasing unusual put option volume: RRC COMM APRN IWO XAU RDFN TRV CSX PETS ADNT​
Options with decreasing option implied volatility: BK UAL PGR ABT PNC BAC UAL CSX NOK DPZ BYND​
Active options: BAC TSLA AMD NFLX AAPL FB QCOM MSFT QCOM MSFT AMZN NVDA JPM TEVA CSX DIS ROKU MU T BABA WFC SHOP​
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