Mid-session IV Report July 29, 2019

Mid-session IV Report July 29, 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 AAPL GE WDC QCOM AMD DKS SIRI AMD PG CVX AAPL BYND NOW WDAY OKTA

Popular stocks with increasing unusual volume: T ROKU DIS SNAP MYL PCG BYND

Apple (AAPL) August weekly call option implied volatility is at 50, August is at 31; compared to its 52-week range of 16 to 46 into the expected release of quarterly results after the bell July 30. Call put ratio 1 calls to 2 puts with focus on August 190 puts.

Beyond Meat (BYND) August weekly call option implied volatility is at 213, August is at 136; compared to its 6-week range of 72 to 141 into the expected release of quarterly results today after the bell. Call put ratio 1.3 calls to 1 put.

Mylan (MYL) August weekly call option implied volatility is at 81, August is at 45; compared to its 52-week range of 27 to 73 after Pfizer (PFE) announced deal to merge off-patent business with Mylan. Mylan is hosting an investor day on July 31. Call put ratio 3.4 calls to 1 put with focus on August weekly 21 and 22 calls.

Pfizer (PFE) August weekly call option implied volatility is at 24, August is at 19; compared to its 52-week range of 13 to 34 after announcing Pfizer (PFE) deal to merge off-patent business with Mylan.

Ishares S&P Software Index Fund (IGV) August call option implied volatility is at 15, September is at 18; compared to its 52-week range of 17 to 44. Call put ratio 1 call to 13 puts with focus on August 220 and 225 puts as shares sell off 2.5%.

Workday (WDAY) August weekly call option implied volatility is at 34, August is at 39; compared to its 52-week range of 27 to 60 as shares sell off 4.4%.

ServiceNow (NOW) August weekly call option implied volatility is at 33, August is at 32; compared to its 52-week range of 25 to 57 as shares sell off 4%.

Okta (OKTA) August weekly call option implied volatility is at 43, August is at 51; compared to its 52-week range of 38 to 104 as shares sell off 8%.

S&P Dep Receipts (SPY) August weekly call option implied volatility is at 14, August is at 11; compared to its 52-week range of 9 to 32 into FOMC policy meeting. Call put ratio 1 call to 1.7 puts.

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 20, August is at 16; compared to its 52-week range of 13 to 36 into FOMC policy meeting. Call put ratio 2.6 calls to 1 put.

iShares Russell 2000 ETF (RUT) August weekly call option implied volatility is at 19 August is at 15; compared to its 52-week range of 12 to 34 into FOMC policy meeting. Call put ratio 1 call to 2.4 puts.

iShares Russell 2000 ETF (IWM) August weekly call option implied volatility is at 20, August is at 16; compared to its 52-week range of 12 to 34 into FOMC policy meeting.

S&P Dep Receipts (SPY) August weekly call option implied volatility is at 14, August is at 11; compared to its 52-week range of 9 to 32 into FOMC policy meeting. Call put ratio 1 call to 1.7 puts.

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 20, August is at 16; compared to its 52-week range of 13 to 36 into FOMC policy meeting. Call put ratio 2.6 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 38, August is at 30; compared to its 52-week range of 18 to 35 into FOMC policy meeting and decision and U.S. July employment report. Call put ratio 2.5 calls to 1 put.

Advanced Micro Devices (AMD) August weekly call option implied volatility is at 116, August is at 66; 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 1.4 calls to 1 put.

Akamai (AKAM) August weekly call option implied volatility is at 77, August is at 38; 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 29, August is at 25; compared to its 52-week range of 17 to 38 into the expected release of quarterly results before the bell on July 30. Call put ratio 2.5 calls to 1 put.

Amgen (AMGN) August weekly call option implied volatility is at 30, August is at 25; 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 1.3 calls to 1 put.

Boyd Gaming (BYD) August call option implied volatility is at 39, September is at 32; 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 31, August is at 19; compared to its 52-week range of 15 to 35 into the expected release of quarterly results on July 30. Call put ratio 2.2 calls to 1 put with focus on August weekly calls.

Corning (GLW) August weekly call option implied volatility is at 65, August is at 36; 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 77, August is at 45; 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 39, August is at 26; 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 102, August is at 56; 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 4.9 calls to 1 put with focus on August weekly calls.

Gilead (GILD) August weekly call option implied volatility is at 54, August is at 32; 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 100, August is at 60; 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 45, August is at 28; 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 25, September is at 23; 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 39, August is at 24; 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 31, 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. Call put ratio 2.3 calls to 1 put.

Mondelez (MDLZ) August weekly call option implied volatility is at 41, August is at 22; 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 20; 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 40, August is at 24; 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 75, August is at 44; compared to its 52-week range of 23 to 52 into the expected release of quarterly results before the bell on July 30.

Sprint (S) August weekly call option implied volatility is at 65, August is at 42; 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 weekly calls.

Under Armour (UA) August weekly call option implied volatility is at 116, August is at 63; 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 45, August is at 45; compared to its 52-week range of 27 to 72 into the expected release of quarterly results on July 30.

Options with decreasing option implied volatility: ITCI SNAP DBD IRBT BOOM MYL FLEX S MAT
Increasing unusual option volume: DLPH LYG WAT ETRN HMY
Increasing unusual call option volume: KNX ETRN HMY EWU LH BUD
Increasing unusual put option volume: DLPH STI SAVE GT APHA MDY ORLY
Active options: AAPL AMD BYND FB TSLA NFLX MU AMZN MSFT BAC GE KNX T BABA DIS TWTR SNAP INTC NVDA