Mid-session IV Report July 30, 2019

Mid-session IV Report July 30, 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: MNK COTY NTNX DDS PLAY AM DKS BBY TIF AMBA CIEN ULTA COF WMT SIRI FEYE ZNGA TEVA SWN RRC VZ GM XOM CVX YUM OXY GE CME

Popular stocks with increasing unusual volume: GRUB COF UAA DISH

Apple (AAPL) August weekly call option implied volatility is at 63, August is at 33; 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 1.3 calls to 1 put.

Beyond Meat (BYND) August weekly call option implied volatility is at 111, August is at 89; compared to its 6-week range of 72 to 141 after quarterly results. Call put ratio 1.1 calls to 1 put.

Capital One Financial (COF) August weekly call option implied volatility is at 33, August is at 26; compared to its 52-week range of 17 to 44 after disclosing data breach. Call put ratio 1 call to 2.8 puts with focus on September 82.50 puts.

Advanced Micro Devices (AMD) August weekly call option implied volatility is at 120, August is at 63; compared to its 52-week range of 41 to 97 into the expected release of quarterly results today after the bell. Call put ratio 1.4 calls to 1 put.

Akamai (AKAM) August weekly call option implied volatility is at 82, August is at 40; compared to its 52-week range of 21 to 52 into the expected release of quarterly results today after the bell. Call put ratio 2.3 calls to 1 put.

Amgen (AMGN) August weekly call option implied volatility is at 44, August is at 28; compared to its 52-week range of 16 to 39 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 1 put.

Electronic Arts (EA) August weekly call option implied volatility is at 84, August is at 44; compared to its 52-week range of 24 to 58 into the expected release of quarterly results today after the bell.

Gilead (GILD) August weekly call option implied volatility is at 55, August is at 33; compared to its 52-week range of 18 to 43 into the expected release of quarterly results today after the bell.

Cirrus Logic (CRUS) August weekly call option implied volatility is at 84, September is at 33; compared to its 52-week range of 29 to 71 into the expected release of quarterly results after the bell on July 31. Call put ratio 1 call to 1.8 puts.

CME Group (CME) August weekly call option implied volatility is at 37, September is at 20; compared to its 52-week range of 15 to 34 into the expected release of quarterly results before the bell on July 31. Call put ratio 1 call to 13 puts with focus on August 185 and August weekly 190 puts.

Fitbit (FIT) August weekly call option implied volatility is at 156, August is at 76, September is at 64; compared to its 52-week range of 38 to 94 into the expected release of quarterly results after the bell on July 31. Call put ratio 5.4 calls to 1 put with focus on August weekly 4.5 calls.

General Electric (GE) August weekly call option implied volatility is at 75, September is at 30; compared to its 52-week range of 22 to 72 into the expected release of quarterly results before the bell on July 31.

Qualcomm (QCOM) August weekly call option implied volatility is at 72, August is at 41, September is at 33; compared to its 52-week range of 19 to 45 into the expected release of quarterly results after the bell on July 31. Call put ratio 1.6 calls to 1 put.

Western Digital (WDC) August weekly call option implied volatility is at 95, September is at 53; compared to its 52-week range of 25 to 73 into the expected release of quarterly results after the bell on July 31.

Zynga (ZNGA) August weekly call option implied volatility is at 103, September is at 41; compared to its 52-week range of 29 to 74 into the expected release of quarterly results on July 31. Call put ratio 5 calls to 1 put with focus on August weekly 6.5 calls.

Kraft Heinz (KHC) August weekly call option implied volatility is at 53, August is at 39; compared to its 52-week range of 19 to 45 into expected release of quarterly results on August 1.

iShares MSCI Brazil (EWZ) August call option implied volatility is at 31, September is at 29; compared to its 52-week range of 26 to 64 into FOMC rate decision. Call put ratio 2.5 calls to 1 put with focus on August weekly 46 and 46.50 calls.

Options with decreasing option implied volatility: SNAP IRBT DISH DBD S TWTL MYL FOLD GRUB
Increasing unusual option volume: GCI TACO SNN XAU TREX SSNC BR BERY AMKR
Increasing unusual call option volume: SNN TREX WAB SSNC BERY UUP CHGG MDY UPWK
Increasing unusual put option volume: BERY COF SSNC BDX OC XAU MDR HCA UA SLCA
Active options: BYND AAPL AMD BABA FB PFE T NFLX MDR AMZN BAC PG SNAP BA HAL MU MSFT MO