Mid-session IV Report July 3, 2019

Mid-session IV Report July 3, 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.​
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Options with increasing option implied volatility: W FEYE CC UA ANET OLED UAA SHAK BPL EA GRMN RL YUM JNJ OSTK MKC​
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Popular stocks with increasing unusual volume: SYMC AMRN AAL FCEL NIO TW SBUX BYND F ​
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S&P 500 Implied volatility has firms up into June Jobs report due out Friday​

S&P Dep Receipts (SPY) July weekly call option implied volatility is at 9, July is at 10, August is at 12; compared to its 52-week range of 9 to 32. Call put ratio 1.2 calls to 1 put into June employment report release on July 5. ​
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PowerShares QQQ Trust (QQQ) July weekly call option implied volatility is at 13, July is at 14, August is at 16; compared to its 52-week range of 12 to 36. Call put ratio 1 call to 1.2 puts into June employment report release on July 5. ​
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Option implied volatility into The White House Social Media Summit set for July 11. ​

Twitter (TWTR) July weekly call option implied volatility is at 24, July is at 29, August is at 51; compared to its 52-week range of 32 to 92. Call put ratio 2.9 calls to 1 put with focus on ATM July weekly calls.​

Facebook (FB) July weekly call option implied volatility is at 18, July is at 23, August is at 31; compared to its 52-week range of 23 to 53. Call put ratio 1.8 calls to 1 put. ​

Snap (SNAP) July weekly call option implied volatility is at 38, July is at 44, August is at 59; compared to its 52-week range of 36 to 98. Call put ratio 3.7 calls to 1 put with focus on ATM July weekly calls. ​

Pinterest (PINS) July weekly call option implied volatility is at 28, July is at 39, August is at 57; compared to its 4-week range of 44 to 98. Call put ratio 3.7 calls to 1 put with focus. ​

Alphabet (GOOGL) July weekly call option implied volatility is at 13, July is at 15, August is at 23; compared to its 52-week range of 18 to 43 ​

Microsoft (MSFT) July weekly call option implied volatility is at 13, July is at 16, August is at 23; compared to its 52-week range of 16 to 44 ​

Amazon (AMZN) July weekly call option implied volatility is at 13, July is at 18, August is at 26; compared to its 52-week range of 20 to 55 ​

Alibaba (BABA) July weekly call option implied volatility is at 20, July is at 26, August is at 28; compared to its 52-week range of 24 to 58 ​

Apple (AAPL) July weekly call option implied volatility is at 15, July is at 19, August is at 25; compared to its 52-week range of 17 to 46 ​

Roku (ROKU) July weekly call option implied volatility is at 36, July is at 47, August is at 71; compared to its 52-week range of 45 to 103.​

Tesla (TSLA) July weekly call option implied volatility is at 44, July is at 50, August is at 58; compared to its 52-week range of 43 to 86 after reporting Q2 production and deliveries data. TSLA shares recently up 5%.​

Broadcom (AVGO) and Symantec (SYMC) option implied volatility increases after reports of M&A​
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Symantec (SYMC) July weekly call option implied volatility is at 41, July is at 42, August is at 35; compared to its 52-week range of 24 to 59 after reports that it is in advanced talks to be acquired by Broadcom (AVGO).​
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Broadcom (AVGO) July weekly call option implied volatility is at 32, July is at 28, August is at 28; compared to its 52-week range of 20 to 48 ​
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Howard Hughes Corp. (HHC) July call option implied volatility is at 20, August is at 24; compared to its 52-week range of 14 to 43. Call put ratio 1 call to 1.2 puts with focus on July 120 puts after announcing its exploring alternatives.​

Tradeweb Markets (TW) July call option implied volatility is at 38, August is at 42 compared to its 7-week range of 41 to 62. Call put ratio 17.8 calls to 1 put with focus on July 50 calls as shares rally 4.8% after introducing price streams and iDeal.​
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Canopy Growth (CGC) July weekly call option implied volatility is at 41, July is at 43, August is at 42; compared to its 52-week range of 42 to 110 after co-CEO Bruce Linton announced he is stepping down, Mark Zekulin remains CEO. Call put ratio 3 calls to 1 put with focus on July weekly July 39 calls.​
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General Mills (GIS) July call option implied volatility is at 17, August is at 20; compared to its 52-week range of 18 to 39 into a company hosted investor day to be held on July 9.​
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Increasing unusual option volume: DK WMGI K SYMC ZIXI NIO FSM FCEL AAL AMRN TW​
Increasing unusual call option volume: WMGI K ITB SYMC AES FSM NIO EROS DUST IOVA FCEL K ​
Increasing unusual put option volume: NCLH SYMC FND ZIXI HSBC NIO FEYE ​
Options with decreasing option implied volatility: NVAX ZGNX BYND SRPT JKS SQQQ AYI AABA NRZ CZR CELG​
Active options: TSLA NIO FB AAPL AMZN CGC BAC AMD BABA NFLX SYMC AMRN T ROKU NVDA MSFT AAL SNAP CSCO FCEL ROKU CGC F GE BYND SBUX​
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