Mid-session IV Report July 25, 2019

Mid-session IV Report July 25, 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: TWTR GOOGL GOOG AMZN SBUX CHTR TWTR MCD BYND TEVA FL HOME LB GPS MCD MGM

Popular stocks with increasing unusual volume: PYPL NIO AAL BYND

Beyond Meat (BYND) July weekly call option implied volatility is at 103, August is at 105; compared to its 6-week range of 72 to 140. Call put ratio 1.65 call to 1 put with focus on July weekly 215 calls and July weekly 205 puts as shares rally 3.5% to $210.

Alphabet (GOOGL) July weekly call option implied volatility is at 95, August is at 31; compared to its 52-week range of 18 to 41 into the expected release of quarterly results today after the bell.

Amazon (AMZN) July weekly call option implied volatility is at 81, August is at 28; compared to its 52-week range of 20 to 54 into the expected release of quarterly results today after the bell.

Starbucks (SBUX) July weekly call option implied volatility is at 89, August is at 26; compared to its 52-week range of 15 to 39 into the expected release of quarterly results today after the bell.

MGM Resorts (MGM) July weekly call option implied volatility is at 112, August is at 35; compared to its 52-week range of 25 to 59 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 3.5 puts with focus on July weekly 28.50 and 29.50 puts.

Alaska Air Group (ALK) August call option implied volatility is at 28, September is at 25; compared to its 52-week range of 23 to 45 into the expected release of quarterly results today after the bell.

Intel (INTC) July weekly call option implied volatility is at 106, August is at 34; compared to its 52-week range of 19 to 45 into the expected release of quarterly results today after the bell.

T-Mobile (TMUS) July weekly call option implied volatility is at 49, August is at 22; compared to its 52-week range of 18 to 38 into the expected release of quarterly results today after the bell and regulatory decisions.

Colgate (CL) July weekly call option implied volatility is at 65, August is at 22; compared to its 52-week range of 15 to 39 into the expected release of quarterly results before the bell on July 26.

Charter (CHTR) July weekly call option implied volatility is at 88, August is at 27; compared to its 52-week range of 19 to 43 into the expected release of quarterly results before the bell on July 26.

McDonalds (MCD) July weekly call option implied volatility is at 59, August is at 21; compared to its 52-week range of 14 to 30 into the expected release of quarterly results before the bell on July 26. Call put ratio 2.2 calls to 1 put with focus on July weekly 215 calls.

Twitter (TWTR) July weekly call option implied volatility is at 227, August is at 61; compared to its 52-week range of 31 to 91 into the expected release of quarterly results before the bell on July 26. Call put ratio calls 2.6 to 1 put with focus on July weekly calls.

Apple (AAPL) July weekly call option implied volatility is at 24, August is at 29; compared to its 52-week range of 16 to 46 into the expected release of quarterly results after the bell July 30.

YETI Holdings, Inc. (YETI) July weekly call option implied volatility is at 77, August is at 78; compared to its 52-week range of 48 to 97 into the expected release of quarterly results on August 1.

Shopify (SHOP) July weekly call option implied volatility is at 52, August is at 51; compared to its 52-week range of 36 to 73 as shares at record high. Call put ratio 2.2 calls to 1 put with focus on July weekly calls .

Luxury goods company IV after LVMH shares trend higher on financial results

Tapestry (TPR) 30-day option implied volatility is at 43; compared to its 52-week range 20 to 59
Tiffany (TIF) 30-day option implied volatility is at 24; compared to its 52-week range 20 to 51
Capri Holdings (CPRI) 30-day option implied volatility is at 53; compared to its 52-week range 24 to 69

Market Vectors Semiconductor ETF (SMH) July weekly call option implied volatility is at 30, August is at 25; compared to its 52-week range of 17 to 40 as shares sell off 1% from record high. Call put ratio 1 call to 1.3 puts.

Options with decreasing option implied volatility: PYPL LVS FB TSLA SKX ITCI S CMG HAS
Increasing unusual option volume: DBD TAL IGV UAA FTI VAR BBVA AAN EWG ZIXI SAVE ALGN HBAN BBVA FTI
Increasing unusual call option volume: DBD TAL EWG FTI EMB UAA CRUS HBAN FTI
Increasing unusual put option volume: ZIXI IGV PAAS GLW TAL SAND ALGN AAN BBVA IGV
Active options: TSLA FB SNAP AAPL BAC F NFLX BA BYND INTC NVDA MSFT MU BMY BABA T AMD PYPL NIO AAL