Mid-session IV Report July 26, 2019

Mid-session IV Report July 26, 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: HOME FL LB GPS JWN TGT LOW BYND MYL

Popular stocks with increasing unusual volume: SBUX MGM TWTR DECK GT

Beyond Meat (BYND) July weekly call option implied volatility is at 177, August weekly is at 155, August is at 119; compared to its 6-week range of 72 to 141 into the expected release of quarterly results after the bell on July 29. Call put ratio 1 call to 1 put.

Apple (AAPL) July weekly call option implied volatility is at 21, August weekly is at 40, 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.

Mylan (MYL) August weekly call option implied volatility is at 87, August is at 77; compared to its 52-week range of 27 to 73 into a company hosted investor day on July 31.

Square (SQ) August weekly call option implied volatility is at 59, August is at 45; compared to its 52-week range of 33 to 79 into the expected release of quarterly results after the bell August 1. Call put ratio 3.9 calls to 1 put with focus on July weekly 81 and 81.50 calls.

AK Steel (AKS) August weekly call option implied volatility is at 95, August is at 70; compared to its 52-week range of 40 to 96 into the expected release of quarterly results after the bell July 29.

Anadarko Petroleum (APC) August weekly call option implied volatility is at 13, August is at 8; compared to its 52-week range of 10 to 57 into the expected release of quarterly results on July 29. Call put ratio 1 call to 12 puts.

Baidu (BIDU) August weekly call option implied volatility is at 29, August is at 40; compared to its 52-week range of 25 to 58 into the expected release of quarterly results after the bell July 29.

Booz Allen (BAH) August call option implied volatility is at 26, September is at 24; compared to its 52-week range of 26 to 58 into the expected release of quarterly results before the bell on July 30.

Chegg (CHGG) August call option implied volatility is at 52, September is at 43; compared to its 52-week range of 32 to 90 into the expected release of quarterly results after the bell July 29.

Illumina (ILMN) August weekly call option implied volatility is at 43, August is at 33; compared to its 52-week range of 24 to 58 into the expected release of quarterly results on July 29.

McDermott (MDR) August weekly call option implied volatility is at 74, August is at 68; compared to its 52-week range of 32 to 108 into the expected release of quarterly results after the bell July 29.

Nabor (NBR) August weekly call option implied volatility is at 55, August is at 70 compared to its 52-week range of 43 to 147 into the expected release of quarterly results after the bell July 29.

NXP Semiconductor (NXPI) August weekly call option implied volatility is at 63, August is at 43; compared to its 52-week range of 21 to 55 into the expected release of quarterly results after the bell July 29.

Rambus (RMBS) August call option implied volatility is at 38, September is at 33; compared to its 52-week range of 21 to 63 into the expected release of quarterly results after the bell July 29. August 13 calls active.

Terex (TEX) August call option implied volatility is at 38, September is at 32; compared to its 52-week range of 28 to 62 into the expected release of quarterly results after the bell July 29.

8×8 (EGHT) August call option implied volatility is at 54, September is at 44; compared to its 52-week range of 30 to 68 into the expected release of quarterly results after the bell July 30.

Advanced Micro Devices (AMD) August weekly call option implied volatility is at 94, August is at 62; compared to its 52-week range of 41 to 97 into the expected release of quarterly results after the bell July 30. Call put ratio 2.2 calls to 1 put.

Akamai (AKAM) August weekly call option implied volatility is at 55, August is at 34; compared to its 52-week range of 21 to 52 into the expected release of quarterly results after the bell July 30.

Allstate (ALL) August call option implied volatility is at 24, September is at 20; compared to its 52-week range of 14 to 33 into the expected release of quarterly results after the bell July 30.

Altria (MO) August weekly call option implied volatility is at 36, August is at 27; compared to its 52-week range of 17 to 38 into the expected release of quarterly results before the bell on July 30.

Amgen (AMGN) August weekly call option implied volatility is at 33, August is at 27; compared to its 52-week range of 16 to 39 into the expected release of quarterly results after the bell July 30. Call put ratio 1 call to 2.5 puts with focus on August 175 puts.

Boyd Gaming (BYD) August call option implied volatility is at 36, September is at 31; compared to its 52-week range of 26to 64 into the expected release of quarterly results after the bell July 30.

BP PLC (BP) August weekly call option implied volatility is at 24, August is at 20; compared to its 52-week range of 15 to 35 into the expected release of quarterly results on July 30. Call put ratio 2.6 calls to 1 put with focus on August weekly calls.

Corning (GLW) August weekly call option implied volatility is at 52, August is at 35; compared to its 52-week range of 17 to 48 into the expected release of quarterly results before the bell on July 30. Call put ratio 4 calls to 1 put with focus on August 34 calls.

Electronic Arts (EA) August weekly call option implied volatility is at 55, August is at 39; compared to its 52-week range of 24 to 58 into the expected release of quarterly results after the bell July 30.

Eli Lilly (LLY) August weekly call option implied volatility is at 32, August is at 25; compared to its 52-week range of 15 to 31 into the expected release of quarterly results before the bell on July 30.

FireEye (FEYE) August weekly call option implied volatility is at 81, August is at 54; compared to its 52-week range of 29 to 68 into the expected release of quarterly results after the bell July 30. Call put ratio 16.4 calls to 1 put with focus on August weekly 15.50 and 16 calls.

Gilead (GILD) August weekly call option implied volatility is at 41, August is at 29; compared to its 52-week range of 18 to 43 into the expected release of quarterly results after the bell July 30.

Groupon (GRPN) August weekly call option implied volatility is at 90, August is at 44; compared to its 52-week range of 36 to 104 into the expected release of quarterly results after the bell July 30.

HCA Healthcare (HCA) August weekly call option implied volatility is at 37, August is at 26; compared to its 52-week range of 17 to 44 into the expected release of quarterly results before the bell on July 30.

Ingersoll Rand (IR) August call option implied volatility is at 24, September is at 22; compared to its 52-week range of 17 to 39 into the expected release of quarterly results before the bell on July 30.

Mastercard (MA) August weekly call option implied volatility is at 31, August is at 23; compared to its 52-week range of 18 to 50 into the expected release of quarterly results before the bell on July 30.

Merck (MRK) August weekly call option implied volatility is at 27, August is at 22; compared to its 52-week range of 14 to 30 into the expected release of quarterly results before the bell on July 30.

Mondelez (MDLZ) August weekly call option implied volatility is at 32, August is at 24; compared to its 52-week range of 13 to 29 into the expected release of quarterly results on July 30.

Pfizer (PFE) August weekly call option implied volatility is at 25, August is at 24; compared to its 52-week range of 13 to 34 into the expected release of quarterly results on July 30.

Proctor & Gamble (PG) August weekly call option implied volatility is at 32, August is at 22; compared to its 52-week range of 13 to 34 into the expected release of quarterly results before the bell on July 30.

Ralph Lauren (RL) August weekly call option implied volatility is at 59, August is at 40; compared to its 52-week range of 23 to 52 into the expected release of quarterly results before the bell on July 30. August 110 puts are active.

Sprint (S) August weekly call option implied volatility is at 73, August is at 69; compared to its 52-week range of 24 to 132 into the expected release of quarterly results on July 30. Call put ratio 3.1 calls to 1 put with focus on August 8.5 weekly calls.

Under Armour (UA) August weekly call option implied volatility is at 86, August is at 57; compared to its 52-week range of 31 to 73 into the expected release of quarterly results on July 30. Call put ratio 2.4 calls to 1 put with focus on August weekly calls.

Wynn Resorts (WYNN) August weekly call option implied volatility is at 42, August is at 37; compared to its 52-week range of 27 to 72 into the expected release of quarterly results on July 30. Call put ratio 3.8 calls to 1 put with focus on August weekly 140 calls.

S&P Dep Receipts (SPY) August weekly call option implied volatility is at 11, August is at 12; compared to its 52-week range of 9 to 32 into FOMC meeting next week.

Options with decreasing option implied volatility: S ITCI DBD SNAP IRBT TWTR XLNX WWE MAT NOK HAS CMG
Increasing unusual option volume: CONE ETRN SMSI ACHN GT SAVE THC
Increasing unusual call option volume: ETRN SMSI ACHN XLC THC ZBH SNBR GT SPN
Increasing unusual put option volume: SAVE GT DNR FIVE MLCO MHK COG KN JBL JNPR
Active options: FB TWTR AAPL TSLA AMZN BYND INTC NFLX AMD SBUX SNAP MSFT GOOGL MU NVDA BA NVDA PFE BAC GOOG DIS