Mid-session IV Report July 22, 2019

Mid-session IV Report July 22, 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.

Options with increasing option implied volatility: BYND DDS SNAP CMG SNAP TSLA QEP FL GPS LB URBN ADKS LOW INTU TGT TSLA FB GOOGL AMZN HOG

Popular stocks with increasing unusual volume: MU BYND DIS CHK MGM HAL AMAT

Beyond Meat (BYND) July weekly 190, 195 and 200 calls active, IV increases, shares up 8.5%
Beyond Meat (BYND) July weekly call option implied volatility is at 92, August is at 92; compared to its 5-week range of 72 to 141 into the expected release of quarterly results on July 29. Call put ratio 1.9 calls to 1 put with focus on July weekly 190, 195 and 200 calls.

Dillard’s (DDS) 30-day option implied volatility is at 68; compared to its 52-week range of 35 to 65 on wide price movement. Call put ratio 1.3 calls to 1 put.

Micron Technology (MU) July weekly call option implied volatility is at 50, August is at 41; compared to its 52-week range of 34 to 65 after upgraded to Buy from Neutral at Goldman Sachs.

Whirlpool (WHR) July weekly call option implied volatility is at 65, August is at 34; compared to its 52-week range of 21 to 49 into the expected release of quarterly results today after the bell. Call put ratio 1.1 calls to 1 put.

Harley-Davidson (HOG) July weekly call option implied volatility is at 70, August is at 39; compared to its 52-week range of 23 to 45 into the expected release of quarterly results today before the bell on July 23.

Biogen (BIIB) July weekly call option implied volatility is at 48, August is at 31; compared to its 52-week range of 21 to 44 into the expected release of quarterly results before the bell on July 23.

Visa (V) July weekly call option implied volatility is at 32, August is at 20; compared to its 52-week range of 15 to 45 into the expected release of quarterly results after the bell on July 23. Call put ratio 1 call to 1.8 puts.

Chipotle (CMG) July weekly call option implied volatility is at 74, August is at 35; compared to its 52-week range of 21 to 55 into the expected release of quarterly results after the bell on July 23. Call put ratio 1 call to 1.9 puts with focus on July weekly puts.

Coca-Cola (KO) July weekly call option implied volatility is at 31, August is at 19; compared to its 52-week range of 11 to 26 into the expected release of quarterly results before the bell on July 23. Call put ratio 2.7 calls to 1 put with focus on July weekly 52 calls.

Snap (SNAP) July weekly call option implied volatility is at 163, August is at 75; compared to its 52-week range of 37 to 99 into the expected release of quarterly results after the bell on July 23. Call put ratio 4.7 calls to 1 put with focus on July weekly 14, 14.5 and 15 calls.

Boeing (BA) July weekly call option implied volatility is at 40, August is at 26; compared to its 52-week range of 20 to 46 into the expected release of quarterly results before the bell on July 24.

Caterpillar (CAT) July weekly call option implied volatility is at 51, August is at 29; compared to its 52-week range of 20 to 50 into the expected release of quarterly results before the bell on July 24.

Tesla (TSLA) July weekly call option implied volatility is at 85, August is at 56; compared to its 52-week range of 43 to 86 into the expected release of quarterly results after the bell on July 24.

Facebook (FB) July weekly call option implied volatility is at 73, August is at 33; compared to its 52-week range of 23 to 53 into the expected release of quarterly results after the bell on July 24. Call put ratio 3.7 calls to 1 put with focus on July weekly 200, 202.50 and 205 calls.

United Technologies (UTX) July weekly call option implied volatility is at 33, August is at 20; compared to its 52-week range of 15 to 38 into the expected release of quarterly results before the bell on July 24.

Sprint (S) July weekly call option implied volatility is at 101, August is at 67; compared to its 52-week range of 24 to 133 into the expected release of quarterly results on July 30.

Options with decreasing option implied volatility: SKX HAL NFLX ERIC DPZ EBAY URI BK DVA ALLY APC AXP

Increasing unusual option volume: HIMX APH UCTT NTEC PHM BVN SMSI CCK XLC FNF PAYS GCI
Increasing unusual call option volume: HIMX PHM XLC BVN SMSI CCK TRTN PEI PAYS GEO LCI DDS NYT
Increasing unusual put option volume: LBTYA LBTYK BC HPE FITB CCK CFG SPR PTE SIG MGM MAT
Active options: AAPL NFLX MU MSFT FB BAC T AMD BYND NVDA SNAP TSLA HAL AMZN CHK DIS RIG INTC BABA ROKU