Mid-session IV Report July 31, 2019

Mid-session IV Report July 31, 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: TIF BURL CIEN ADSK BBY GM MT FLR FSLR ZYNG GPRO YETI XOM

Popular stocks with increasing unusual volume: EA GILD JD

S&P Dep Receipts (SPY) July weekly call option implied volatility is at 36, August weekly is at 21, August is at 13; compared to its 52-week range of 9 to 32 into FOMC policy meeting. Call put ratio 1 call to 1.4 puts.

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 24, August is at 16; compared to its 52-week range of 13 to 36 into FOMC policy meeting. Call put ratio 1 call to 1.2 puts.

Apple (AAPL) August weekly call option implied volatility is at 31, August is at 21; compared to its 52-week range of 16 to 46. Call put ratio 1 calls 1.2 puts.

Zynga (ZNGA) August weekly call option implied volatility is at 144, August is at 61; compared to its 52-week range of 29 to 74 into the expected release of quarterly results today. Call put ratio 28 calls to 1 put with focus on August weekly and August calls.

Arcelormittal (MT) August weekly call option implied volatility is at 73, August is at 47; compared to its 52-week range of 30 to 53 into the expected release of quarterly results on August 1. Call put ratio 6 calls to 1 put.

Archer Daniels Midland (ADM) August call option implied volatility is at 54, August is at 26; compared to its 52-week range of 15 to 35 into the expected release of quarterly results before the bell on August 1. Call put ratio 1 call to 6.4 puts.

Avon (AVP) August call option implied volatility is at 80, September is at 35; compared to its 52-week range of 34 to 106 into the expected release of quarterly results before the bell on August 1.

Clorox (CLX) August weekly call option implied volatility is at 58, September is at 28; compared to its 52-week range of 17 to 33 into the expected release of quarterly results before the bell on August 1.

Crocs (CROX) August call option implied volatility is at 67, September is at 50; compared to its 52-week range of 36 to 73 into the expected release of quarterly results on August 1.

EOG Resources (EOG) August weekly call option implied volatility is at 50, September is at 30; compared to its 52-week range of 22 to 58 into the expected release of quarterly results after the bell on August 1. Call put ratio 1 call to 1.5 puts.

First Solar (FSLR) August weekly call option implied volatility is at 107, September is at 48; compared to its 52-week range of 30 to 56 into the expected release of quarterly results on August 1. Call put ratio 3.9 calls to 1 put.

Flour (FLR) August call option implied volatility is at 144, September is at 57; compared to its 52-week range of 20 to 53 into the expected release of quarterly results after the bell on August 1.

Generac (GNRC) August call option implied volatility is at 39, September is at 31; compared to its 52-week range of 22 to 54 into the expected release of quarterly results before the bell on August 1.

General Motors (GM) August call option implied volatility is at 61, September is at 26; compared to its 52-week range of 21 to 45 into the expected release of quarterly results before the bell on August 1.

GoPro (GPRO) August call option implied volatility is at 192, September is at 86; compared to its 52-week range of 40 to 109 into the expected release of quarterly results after the bell on August 1. Call put ratio 5.7 calls to 1 put.

Hanesbrands (HBI) August call option implied volatility is at 56, September is at 38; compared to its 52-week range of 24 to 64 into the expected release of quarterly results before the bell on August 1. Call put ratio 4.4 calls to 1 put.

Herbalife (HLF) August weekly call option implied volatility is at 117, September is at 37; compared to its 52-week range of 21 to 47 into the expected release of quarterly results after the bell on August 1

Intercontinental Exchange (ICE) August call option implied volatility is at 21, September is at 19; compared to its 52-week range of 14 to 34 into the expected release of quarterly results before the bell on August 1.

Iron Mountain (IRM) August call option implied volatility is at 25, September is at 23; compared to its 52-week range of 15 to 34 into the expected release of quarterly results on August 1. Call put ratio 1 call to 8.4 puts with focus on August 27.50 and 30 puts.

Kellogg (K) August call option implied volatility is at 33, September is at 26; compared to its 52-week range of 17 to 34 into the expected release of quarterly results before the bell on August 1.

Motorola Solutions (MSI) August call option implied volatility is at 34, September is at 25; compared to its 52-week range of 17 to 45 into the expected release of quarterly results after the bell on August 1. Call put ratio 1 call to 22 puts with focus on July 140 and 150 puts.

Penn National Gaming (PENN) August call option implied volatility is at 61, September is at 46; compared to its 52-week range of 30 to 63 into the expected release of quarterly results on August 1 .Call put ratio 7.9 calls to 1 put.

Redfin (RDFN) August call option implied volatility is at 72, September is at 51; compared to its 52-week range of 41 to 106 into the expected release of quarterly results after the bell on August 1.

Shopify (SHOP) August weekly call option implied volatility is at 117, September is at 49; compared to its 52-week range of 36 to 73 into the expected release of quarterly results before the bell on August 1.

United States Steel (X) August call option implied volatility is at 113, September is at 48; compared to its 52-week range of 34 to 64 into the expected release of quarterly results after the bell on August 1. Call put ratio 4.5 calls to 1 put.

Verizon (VZ) August call option implied volatility is at 41, September is at 22; compared to its 52-week range of 13 to 35 into the expected release of quarterly results before the bell on August 1. Call put ratio 3.4 calls to 1 put.

Wayfair (W) August call option implied volatility is at 27, September is at 84; compared to its 52-week range of into the expected release of quarterly results before the bell on August 1. Call put ratio 3.7 calls to 1 put with focus on ATM August calls.

XPO Logistics (XPO) August call option implied volatility is at 57, September is at 46; compared to its 52-week range of 37 to 94 into the expected release of quarterly results after the bell on August 1. Call put ratio 1 call to 6.8 puts.

YETI Holdings (YETI) August call option implied volatility is at 202, September is at 66; compared to its 52-week range of 48 to 97 into the expected release of quarterly results before the bell on August 1.

YUM! Brand (YUM) August weekly call option implied volatility is at 56, September is at 24; compared to its 52-week range of 13 to 30 into the expected release of quarterly results before the bell on August 1.

Broadcom (AVGO) August weekly call option implied volatility is at 37, August is at 26; compared to its 52-week range of 21 to 48 after Apple (APPL) results.

Cirrus Logic (CRUS) August weekly call option implied volatility is at 91, August is at 42; compared to its 52-week range of 29 to 71 into expected release of quarterly results today after the close.
Qorvo (QRVO) August weekly call option implied volatility is at is at 45, August is at 33; compared to its 52-week range of 27 to 56 after Apple (AAPL) earnings.

CrowdStrike Holdings Inc. (CRWD) August call option implied volatility is at 59, September is at 60; compared to its 5-week range of 53 to 87 after wide price movement. Call put ratio 3.7 calls to 1 put with focus on August 100 calls.

Kraft Heinz (KHC) August weekly call option implied volatility is at 25, August is at 44, September is at 33; compared to its 52-week range of 19 to 45. Call put ratio 8.4 calls to 1 put with focus on August 35 calls and January 27.50 puts.

NIO Inc. (NIO) August weekly call option implied volatility is at 84, August is at 89, August is at 94; compared to its 52-week range of 60 to 157. Call put ratio 21 calls to 1 put with focus on August weekly 3.5 calls.

Overstock.com (OSTK) August weekly call option implied volatility is at 115, August is at 105; compared to its 52-week range of 66 to 138. Call put ratio 4.8 calls to 1 put with focus on August and September calls.

Options with decreasing option implied volatility: DBD ENPH LSCC MYL TWTR BYND TWTR FLEX FEYE DISH NLSN
Increasing unusual option volume: CONE TWNK HSC TWOU UIS AMCX EXTR
Increasing unusual call option volume: CONE TWOU AMCX UIS YUMC NYCB CLBK CNX
Increasing unusual put option volume: AR EXTR LPL DBD TWOU MRTX
Active options: AAPL AMD GE TSLA TWTR NFLX BYND MSFT FB MU PFE AMZN NVDA EA BAC GILD DIS BA JD BABA