Mid-session IV Report July 18, 2019​

Mid-session IV Report July 18, 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: S CELG TTD TMUS LVS CLDR TELL CVX CWH PCG SQ CGC NTAP M TPR WMT​
Popular stocks with increasing unusual volume: ROKU SNAP​
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Marker Therapeutics (MRKR) 30 day call option implied volatility is at 128; compared to its 52-week range of 82 to 179 into readouts from ongoing academic-sponsored trials. Call put ratio 1 call to 1.8 puts with focus on August 7.5 puts into readouts from ongoing academic-sponsored trials.​
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Option implied volatility low for large hourly wage employers into Washington lawmakers to vote on $15 minimum wage bill​

McDonald’s (MCD) July call option implied volatility is at 14, August is at 22; compared to its 52-week range of 14 to 30 into lawmakers to vote on $15 minimum wage bill. ​
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Home Depot (HD) July call option implied volatility is at 19, August is at 18; compared to its 52-week range of 14 to 37 ​

Kroger (KR) July call option implied volatility is at 20, August is at 23; compared to its 52-week range of 22 to 46 ​

Target (TGT) July call option implied volatility is at 22, August is at 21; compared to its 52-week range of 18 to 44 ​

Yum! Brands (YUM) July call option implied volatility is at 13, August is at 21; compared to its 52-week range of 13 to 31 ​
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Walmart (WMT) July call option implied volatility is at 15, August is at 21; compared to its 52-week range of 14 to 30 i. Call put ratio 3 calls to 1 put.​
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American Express (AXP) July call option implied volatility is at 56, August is at 21; compared to its 52-week range of 14 to 41 into the expected release of quarterly results today. Call put ratio 1 call to 1.1 puts.​

Bank of OZK (OZK) July call option implied volatility is at 99, August is at 38; 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 3.7 puts with focus on July and August 30 puts.​
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Capital One (COF) July call option implied volatility is at 83, August is at 26; compared to its 52-week range of 17 to 44 into the expected release of quarterly results today after the bell. Call put ratio 1.8 calls to 1 put with focus on July 90 calls. ​

Chewy (CHWY) July call option implied volatility is at 234, August is at 68; compared to its 3-week range of 61 to 73 into the expected release of quarterly results today after the bell. Call put ratio 2.1 calls to 1 put with focus on July 35 and 40 calls. ​
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Intuitive Surgical (ISRG) July call option implied volatility is at 95, August is at 31; compared to its 52-week range of 20 to 54 into the expected release of quarterly results today after the bell. Call put ratio 2.1 calls to 1 put with focus on July 570 calls. ​
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Microsoft (MSFT) July call option implied volatility is at 74, August is at 26; compared to its 52-week range of 16 to 44 into the expected release of quarterly results today after the bell. Call put ratio 1.3 calls to 1 put. ​
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Blackrock (BLK) July call option implied volatility is at 41, August is at 21; compared to its 52-week range of 16 to 41 into the expected release of quarterly results before the bell on July 19. Call put ratio 1 call to 2.4 puts.​

Regions (RF) July call option implied volatility is at 49, August is at 26; compared to its 52-week range of 19 to 41 into the expected release of quarterly results before the bell on July 19. ​
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Schlumberger (SLB) July call option implied volatility is at 62, August is at 33; compared to its 52-week range of 19 to 55 into the expected release of quarterly results before the bell on July 19. ​
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Cleveland Cliffs (CLF) July call option implied volatility is at 165, August is at 53; compared to its 52-week range of 39 to 77 of into the expected release of quarterly results before the bell on July 19. Call put ratio 1.2 calls to 1 put with focus on July 11 calls and July 10.5 puts. ​

Increasing unusual option volume: BTG DEO XES WEX FLS TSM NEPT EB LQD ENPH​
Increasing unusual call option volume: BTG TSM LH ENPH SMSI DISH​
Increasing unusual put option volume: XES EB CCK NVO LBTYA SAP ITB BHVN​
Options with decreasing option implied volatility: ERIC ALLY BPL EBAY JBHT UAL IBM ACN BK​
Active options: NFLX AMD AAPL MSFT IBM BAC MU AMZN NVDA TSLA FB TSM ROKU DIS EBAY AMRN T SNAP BABA GE​
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