Mid-session IV Report July 23, 2019

Mid-session IV Report July 23, 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: TSLA T AAL BA V CMG IRBT TXN FL GPS GEO JWN URBN CZR LOW HRL TGT USAT

Popular stocks with increasing unusual volume: KO BIIB BYND WHR GM HAS AN HOG

Apple (AAPL) July weekly call option implied volatility is at 22, August is at 28, September is at 23; compared to its 52-week range of 17 to 46 into the expected release of quarterly results on July 30 and reports of releases of three ‘iPhone 11’ models this fall.

Beyond Meat (BYND) July weekly 220, 230, 240 and 250 calls active, IV increases, shares above $203

Beyond Meat (BYND) July weekly call option implied volatility is at 112, August is at 102; compared to its 5-week range of 72 to 141 into the expected release of quarterly results on July 29. Call put ratio 1.3 calls to 1 put with focus on July weekly 220, 230, 240 and 250 calls.

Visa (V) July weekly call option implied volatility is at 33, August is at 20; compared to its 52-week range of 15 to 45 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 1 put.

Chipotle (CMG) July weekly call option implied volatility is at 87, August is at 39; compared to its 52-week range of 21 to 55 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 1.8 puts with focus on July weekly puts.

Snap (SNAP) July weekly call option implied volatility is at 195, August is at 80; compared to its 52-week range of 37 to 99 into the expected release of quarterly results today after the bell. Call put ratio 1.8 calls to 1 put with focus on July weekly 14, 14.5 and 15 calls.

iRobot (IRBT) July weekly call option implied volatility is at 155, August is at 65; compared to its 52-week range of 38 to 87 into the expected release of quarterly results today after the bell.

Texas Instruments (TXN) July weekly call option implied volatility is at 55, August is at 29; compared to its 52-week range of 18 to 45 into the expected release of quarterly results today after the bell. Call put ratio 1.3 calls to 1 put.

Allergan (AGN) July weekly call option implied volatility is at 15, August is at 15; compared to its 52-week range of 15 to 42 into the expected release of quarterly results before the bell on July 24. Call put ratio 14 calls to 1 put with focus on July weekly 165 calls.

American Airlines (AAL) July weekly call option implied volatility is at 65, August is at 38; compared to its 52-week range of 28 to 65 into the expected release of quarterly results before the bell on July 24.

Anthem (ANTM) July weekly call option implied volatility is at 53, August is at 28; compared to its 52-week range of 15 to 43 into the expected release of quarterly results before the bell on July 24. Call put ratio 1 call to 4.7 puts with focus on August 265 puts.

AT&T (T) July weekly call option implied volatility is at 55, August is at 26; compared to its 52-week range of 14 to 40 into the expected release of quarterly results before the bell on July 24.

Boeing (BA) July weekly call option implied volatility is at 44, August is at 25; compared to its 52-week range of 19 to 46 into the expected release of quarterly results before the bell on July 24.

Citrix (CTXS) July weekly call option implied volatility is at 55, August is at 26; compared to its 52-week range of 18 to 36 into the expected release of quarterly results before the bell on July 24. Call put ratio 2.9 calls to 1 put.

Deutsche Bank (DB) July weekly call option implied volatility is at 55, August is at 53; compared to its 52-week range of 29 to 62 into the expected release of quarterly results before the bell on July 24.

Facebook (FB) July weekly call option implied volatility is at 84, August is at 39; compared to its 52-week range of 22 to 53 into the expected release of quarterly results after the bell on July 24.

Ford (F) July weekly call option implied volatility is at 59, August is at 32; compared to its 52-week range of 19 to 55 into the expected release of quarterly results before the bell on July 24. Call put ratio 4.1 calls to 1 put with focus on July weekly 10.50 calls.

Freeport McMoRan (FCX) July weekly call option implied volatility is at 72, August is at 42; compared to its 52-week range of 34 to 66 into the expected release of quarterly results before the bell on July 24. Call put ratio 2 calls to 1 put.

General Dynamics (GD) July weekly call option implied volatility is at 42, August is at 22; compared to its 52-week range of 16 to 42 into the expected release of quarterly results before the bell on July 24.

GlaxoSmithKline (GSK) July weekly call option implied volatility is at 28, August is at 16; compared to its 52-week range of 14 to 30 into the expected release of quarterly results before the bell on July 24. Call put ratio 3.5 calls to 1 put.

Knight Swift (KNX) August call option implied volatility is at 55, September is at 51; compared to its 52-week range of 31 to 67 into the expected release of quarterly results before the bell on July 24.

Las Vegas Sands (LVS) July weekly call option implied volatility is at 56, August is at 28; compared to its 52-week range of 22 to 64 into the expected release of quarterly results after the bell on July 24. Call put ratio 1 call to 2.5 puts with focus on July weekly 63 puts.

Norfolk Southern (NSC) July weekly 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 24. Call put ratio 1 call to 5.7 puts with focus on August 192.50 puts.

Nielsen (NLSN) August call option implied volatility is at 48, September is at 40; compared to its 52-week range of 26 to 68 into the expected release of quarterly results before the bell on July 24. Call put ratio 14 calls to 1 put with focus on August 24 calls.

Northern Trust (NTRS) July weekly call option implied volatility is at 23, August is at 24; compared to its 52-week range of 17 to 40 into the expected release of quarterly results before the bell on July 24.

Northrop Grumman (NOC) July weekly call option implied volatility is at 25, August is at 24; compared to its 52-week range of 18 to 41 into the expected release of quarterly results before the bell on July 24. Call put ratio 1 call to 1.9 puts.

PayPal (PYPL) July weekly call option implied volatility is at 67, August is at 30; compared to its 52-week range of 21 to 51 into the expected release of quarterly results after the bell on July 24. Call put ratio 2.5 calls to 1 put with focus on July weekly 120 calls.

Spirit (SAVE) July weekly call option implied volatility is at 37, August is at 34; compared to its 52-week range of 29 to 51 into the expected release of quarterly results after the bell on July 24.

UPS (UPS) July weekly call option implied volatility is at 58, August is at 29; compared to its 52-week range of 15 to 42 into the expected release of quarterly results before the bell on July 24.

Xerox (XRX) July weekly call option implied volatility is at 32, August is at 29; compared to its 52-week range of 23 to 61 into the expected release of quarterly results after the bell on July 24.

Xilinx (XLNX) July weekly call option implied volatility is at 103, August is at 48; compared to its 52-week range of 21 to 50 into the expected release of quarterly results after the bell on July 24.

V.F. Corp (VFC) July weekly call option implied volatility is at 72, August is at 31; compared to its 52-week range of 17 to 43 into the expected release of quarterly results before the bell on July 24.

Caterpillar (CAT) July weekly call option implied volatility is at 58, August is at 30; 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 90, 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.

Options with decreasing option implied volatility: SKX CRWD FOLD CHWY HOG HAS NFLX COF WHR SWK
Increasing unusual option volume: ACHN HAS FTI MAN CHKP BRFS TKC AN LOGI LCI WHR LW ACAD
Increasing unusual call option volume: ANGI ACHN RLGY LCI HAS BRFS LOGI CHKP LW ACAD HOG
Increasing unusual put option volume: CXW ENR CALM IONS CROX KPTI CHKP ZIXI WHR GM SFM PAYS SWIR SIX
Active options: AAPL KO FB BYND SNAP T INTC MSFT GE NFLX NVDA MU BABA GM AMD TEVA JPM WFC DIS