Mid-session IV Report July 2, 2019​

Mid-session IV Report July 2, 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: JNJ OSTK MKC WDC PFE BAX SGMO ABT SCO ARRY CY​
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Popular stocks with increasing unusual volume: NIO BYND WDC ROKU AMAT DAL S SNAP​

S&P Dep Receipts (SPY) July weekly call option implied volatility is at 10, July is at 11; compared to its 52-week range of 9 to 32. Call put ratio 1 call to 1.5 puts into June employment report release on July 5. ​

PowerShares QQQ Trust (QQQ) July weekly call option implied volatility is at 14, July is at 15; compared to its 52-week range of 12 to 36. Call put ratio 1 call to 1 put into June employment report release on July 5. ​

NIO Inc. (NIO) call put ratio 1 call to 6.3 puts with focus on July 2 puts​

Sprint Corp. (S) July weekly 7 calls active into DoJ decision​

Sprint Corp. (S) July weekly call option implied volatility is at 43, July is at 71, August is at 51; compared to its 52-week range of 24 to 132 into DoJ decision regard to the Sprint merger deal with T-Mobile (TMUS). Call put ratio 3 calls to 1 put with focus on July weekly 7 calls.​
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T-Mobile (TMUS) July weekly call option implied volatility is at 22, July is at 24, August is at 24; compared to its 52-week range of 18 to 38 into DoJ decision in regard to the T-Mobile merger deal with Sprint (S). Call put ratio 9 calls to 1 put with focus on July weekly 77.5 calls.​
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DISH Network (DISH) July weekly call option implied volatility is at 35, July is at 41; compared to its 52-week range of 33 to 73. Call put ratio 8 calls to 1 put with focus on July weekly 40.50 calls.​

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Nike (NKE) July weekly call option implied volatility is at 17, July is at 19: compared to its 52-week range of 17 to 46 after Arizona Governor withdraws incentives to Nike after Betsy Ross shoe cancelled.​

Howard Hughes Corp. (HHC) July call option implied volatility is at 22, August is at 25; compared to its 52-week range of 14 to 43. Call put ratio 1 call to 2.5 puts with focus on July 120 puts.​
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Delta Air Lines (DAL) option implied volatility increases as shares sell off on UK grounds all Boeing 737 Max aircraft​

Delta (DAL) July weekly call option implied volatility is at 20, July is at 27; compared to its 52-week range of 20 to 46 after reports June traffic up 6.2%, capacity up 4%. Call put ratio 2.46 calls to 1 put.​
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Southwest Airlines (LUV) July weekly call option implied volatility is at 16, July is at 19; compared to its 52-week range of 20 to 46 after Delta Air Lines (DAL) reports June traffic up 6.2%, capacity up 4%. Call put ratio 5.3 calls to 1 put with focus on August 50 calls. ​
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American Airlines (AAL) July weekly call option implied volatility is at 23, July is at 28; compared to its 52-week range of 28 to 65 after Delta Air Lines (DAL) reports June traffic up 6.2%, capacity up 4%.​

United Airlines (UAL) July weekly call option implied volatility is at 18, July is at 30; compared to its 52-week range of 22 to 48.

JetBlue Airways (JBLU) July call option implied volatility is at 22, August is at 26; compared to its 52-week range of 22 to 43. Call put ratio 19 calls to 1 put with focus on September 17 calls.​

Spirit (SAVE) July call option implied volatility is at 28, August is at 35; compared to its 52-week range of 29 to 51.

Allegiant Travel (ALGT) July call option implied volatility is at 22, August is at 29; compared to its 52-week range of 25 to 55.

Alaska Air (ALK) July call option implied volatility is at 20, August is at 27; compared to its 52-week range of 23 to 46 after Delta Air Lines (DAL) reports June traffic up 6.2%, capacity up 4%. October 60 puts are active on +2K contracts.​

Increasing unusual option volume: SQM EIX AAXN FCEL PUMP PHG CBRL GBX​
Increasing unusual call option volume: EIX SQM AAXN EGO DOVA EROS EVH EVH CBRL EGO​
Increasing unusual put option volume: FOLD PUMP MMP CHGG SQM ALK NIO MAS GBX CIM​
Options with decreasing option implied volatility: AABA NRZ LEN CZR CELG LCI NVAX ZGNX BB BYND SOXS JKS MU SRPT STZ​
Active options: AAPL NIO AMD FB NVDA MU TSLA AMZN BAC BYND ROKU SNAP NFLX TWTR BABA AMRN BA T VZ AMAT​
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