Mid-session IV Report July 19, 2019

Mid-session IV Report July 19, 2019

Mid-session IV Report July 19, 2019The 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 AMRN ACB EPV ARM NTAP M TPR WMT ​

Popular stocks with increasing unusual volume: BYND SNAP FCX CLF​

FDX, BYBD & K call stock options are active on unconfirmed chatter
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FedEx (FDX) July weekly call option implied volatility is at 24, August is 23; compared to its 52-week range of 17 to 41 as shares rally 1.6%. Call put ratio 5.7 calls to 1 put with focus on July weekly 170 calls. ​
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Beyond Meat (BYND) July weekly call option implied volatility is at 59, August is at 83; compared to its 5-week range of 72 to 141. Call put ratio 2.6 calls to 1 put with focus on July weekly 180 calls as shares rally 2.9%.​
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Kellogg (K) August call option implied volatility is at 24, September is at 21; compared to its 52-week range of 18 to 34 into the expected release of quarterly results before the bell on August 1. Call put ratio 9 calls to 1 put with focus on July and August 55 calls.​
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Snap (SNAP) July weekly call option implied volatility is at 115, August is at 71; compared to its 52-week range of 37 to 99 into the expected release of quarterly results after the bell on July 23.​
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Texas Instruments (TXN) July weekly call option implied volatility is at 39, August is at 25; compared to its 52-week range of 18 to 45 into the expected release of quarterly results after the bell on July 23. Call put ratio 3.9c calls to 1 put. ​
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Facebook (FB) July weekly call option implied volatility is at 32, August is at 27; compared to its 52-week range of into the expected release of quarterly results after the bell on July 24.​
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Alphabet (GOOGL) July weekly call option implied volatility is at 40, August is at 26; compared to its 52-week range of 18 to 42 into the expected release of quarterly results after the bell on July 26.​
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Amazon (AMZN) July weekly call option implied volatility is at 39, August is at 27; compared to its 52-week range of 20 to 55 into the expected release of quarterly results after the bell on July 26​
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FedEx (FDX) July weekly call option implied volatility is at 24, August is 23; compared to its 52-week range of 17 to 41 as shares rally 1.6%. Call put ratio 5.7 calls to 1 put with focus on July weekly 170 calls. ​

Beyond Meat (BYND) July weekly call option implied volatility is at 59, August is at 83; compared to its 5-week range of 72 to 141. Call put ratio 2.6 calls to 1 put with focus on July weekly 180 calls as shares rally 2.9%.​
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Kellogg (K) August call option implied volatility is at 24, September is at 21; compared to its 52-week range of 18 to 34 into the expected release of quarterly results before the bell on August 1. Call put ratio 9 calls to 1 put with focus on July and August 55 calls. ​

Increasing unusual option volume: CLF BYND FCX AMRN IVZ TUP ARAY JAG WDR BEN MRKR BPMC​
Increasing unusual call option volume: IVZ TUP BPMC BEN ZBRA SKX BVN​
Increasing unusual put option volume: ARAY WDR BEN FSP TROW ADNT​
Options with decreasing option implied volatility: IBM NFLX HON URI SKX CRON ERIC NFLX CLF EBAY ALLY ISRG UIR BK DPZ​
Active options: MSFT NFLX BA MU IVZ TSLA AMZN AMD FB CLV BAC BABA T NVDA BYND SNAP FCX AMRN F ​
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