Mid-session IV Report July 24, 2019

Mid-session IV Report July 24, 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: MCD LVS PYPL INTC HOME FL LB GEO GPS URBN JWN CREE LOW TGT HRL INTU TOL F AAL AMZN

Popular stocks with increasing unusual volume: NIO JD TXN T ROKU

Facebook (FB) July weekly call option implied volatility is at 105, August is at 40; compared to its 52-week range of 23 to 53 into Justice Department confirms it’s reviewing practices of market-leading online platforms, confirms to pay $5B penalty as part of FTC settlement and the expected release of quarterly results today after the bell. Call put ratio 1.5 calls to 1 put.

Sprint Corp. (S) and T-Mobile (TMUS) after CNBC say’s Sprint (S) merger to be approved by DOJ tomorrow

Sprint (S) July weekly call option implied volatility is at 85, August is at 60; compared to its 52-week range of 24 to 132 after CNBC say’s T-Mobile (NASDAQ: TMUS), Sprint merger to be approved by DOJ tomorrow. Quarterly results are expected to be released on July 30.

T-Mobile (TMUS) July weekly call option implied volatility is at 49, August is at 24; compared to its 52-week range of 18 to 38 into expected to release quarterly results on July 25.

DISH Network (DISH) July weekly call option implied volatility is at 60, August is at 52; compared to its 52-week range of 33 to 73 after CNBC say’s T-Mobile (NASDAQ: TMUS), Sprint (S) merger to be approved by DOJ tomorrow.

AT&T (T) July weekly call option implied volatility is at 29, August is at 19; compared to its 52-week range of 14 to 40 after EPS.

Verizon Communications (VZ) July weekly call option implied volatility is at 23, August is at 21; compared to its 52-week range of 13 to 34. Quarterly results are expected before the bell on August 1.

Las Vegas Sands (LVS) July weekly call option implied volatility is at 68, August is at 30; compared to its 52-week range of 22 to 64 into the expected release of quarterly results today after the bell. Call put ratio 4.9 calls to 1 put with focus on January 70 calls.

Ford (F) July weekly call option implied volatility is at 71, August is at 34; compared to its 52-week range of 19 to 55 into the expected release of quarterly results today after the bell. Call put ratio 3.8 calls to 1 put with focus on July weekly 10.50 calls.

Expedia (EXPE) July weekly call option implied volatility is at 85, August is at 33; compared to its 52-week range of 19 to 50 after the Justice Department confirms it’s reviewing practices of market-leading online platforms. Quarterly financial results are expected after the bell on July 25.

PayPal (PYPL) July weekly call option implied volatility is at 76, August is at 31; compared to its 52-week range of 21 to 51 into the expected release of quarterly results today after the bell.

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 today after the bell. Call put ratio 4.1 calls to 1 put.

Xilinx (XLNX) July weekly call option implied volatility is at 130, August is at 50; compared to its 52-week range of 21 to 50 into the expected release of quarterly results today after the bell.

Tesla (TSLA) July weekly call option implied volatility is at 112, August is at 56; compared to its 52-week range of 43 to 86 into the expected release of quarterly results today after the bell. Call put ratio 1.1 calls to 1 put.

American Airlines (AAL) July weekly call option implied volatility is at 72, August is at 36; compared to its 52-week range of 28 to 65 into the expected release of quarterly results before the open on July 25.

INTC (INTC) July weekly call option implied volatility is at 81, August is at 34; compared to its 52-week range of 19 to 45 into the expected release of quarterly results on July 25. Call put ratio 3.3 calls to 1 put with focus on January 45 and 55 calls.

Amazon (AMZN) July weekly call option implied volatility is at 64, August is at 28; compared to its 52-week range of 20 to 54 after Justice Department confirms it’s reviewing practices of market-leading online platforms and the expected release of quarterly results after the bell July 25.

Yandex (YNDX) July weekly call option implied volatility is at 91, August is at 40; compared to its 52-week range of 34 to 76 into the expected release of release of EPS before the bell on July 25.

AbbVie (ABBV) July weekly call option implied volatility is at 52, August is at 27; compared to its 52-week range of 20 to 47 into the expected release of quarterly results on July 25.

Southwest Airlines (LUV) July weekly call option implied volatility is at 71, August is at 30; compared to its 52-week range of 20 to 45 into the expected release of quarterly results on July 25. Call put ratio 2 calls to 1 put.

3M (MMM) July weekly call option implied volatility is at 66, August is at 29; compared to its 52-week range of 16 to 36 into the expected release of quarterly results before the bell on July 25.

Charter (CHTR) July weekly call option implied volatility is at 69, August is at 30; compared to its 52-week range of 19 to 43 into the expected release of quarterly results before the bell on July 26.

Colgate (CL) July weekly call option implied volatility is at 52, August is at 21; compared to its 52-week range of 15 to 39 into the expected release of quarterly results before the bell on July 26.

McDonalds (MCD) July weekly call option implied volatility is at 45, August is at 21; compared to its 52-week range of 14 to 30 into the expected release of quarterly results on July 25.

Twitter (TWTR) July weekly call option implied volatility is at 166, August is at 59; compared to its 52-week range of 31 to 92 into Justice Department confirms it’s reviewing practices of market-leading online platforms and the expected release of quarterly results before the bell July 26.

Apple (AAPL) July weekly call option implied volatility is at 23, August is at 29, 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 call option implied volatility is at 98, August is at 103; compared to its 5-week range of 72 to 141 after announcing a partnership with Dunkin’ Brands (DNKN) to introduce the Beyond Sausage breakfast sandwich. Call put ratio 1.55 calls to 1 put as shares rally 4%.

Options with decreasing option implied volatility: SNAP UPS SWK IRBT HAS CLF EBAY ITCI BA UTX S
Increasing unusual option volume: RHI CSTM CSII FLIR SAND BLMN RPD NAVI
Increasing unusual call option volume: CSTM SAND ROK SIEN BLMN NAVI CSII WMGI EW
Increasing unusual put option volume: RHI KNX EHTH GLYC ROL EWU WBT SIRI WBT
Active options: SNAP FB BAC T MU AMD AAPL NFLX NVDA BA MSFT TSLA NIO JD BYND CAT BABA CAT CMG ROKU INTC