Mid-session IV Report July 6, 2020

Mid-session IV Report July 6, 2020

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: NIO ASHR IEF KNDI BCRX CHAU YANG BLNK RRC

Popular stocks with increasing unusual volume: NIO GNUS NKLA SQ PCG FCX

PowerShares QQQ Trust (QQQ) July weekly call option implied volatility is at 25, July is at 24; compared to its 52-week range of 12 to 79 as shares at record high. Call put ratio 1 call to 1.8 puts with focus on July weekly 257 puts.

Apple (AAPL) July weekly call option implied volatility is at 30, July is at 27; compared to its 52-week range of 17 to 90 as shares rally 2.8%. Call put ratio 2.4 calls to 1 put with focus on July weekly 375 and 380 calls.

Amazon (AMZN) 30-day option implied volatility is at 40, July is at 37; compared to its 52-week range of 20 to 69 as shares rally 3.7%. Call put ratio 2.3 calls to 1 put with focus on July weekly and July 3000 calls.

NIO Inc. (NIO) 30-day option implied volatility is at 181; compared to its 52-week range of 76 to 221 as shares rally 26%. Call put ratio 4.2 calls to 1 put with focus on July calls.

Levi Strauss (LEVI) July call option implied volatility is at 77, August is at 58; compared to its 52-week range of 30 to 136 into the expected release of quarter results after the bell on July 7. Call put ratio 3.3 calls to 1 put with focus on July 15 and 16 calls.

Paychex (PAYX) July call option implied volatility is at 42, August is at 34; compared to its 52-week range of 14 to 84 into the expected release of quarter results after the bell on July 7. Call put ratio 4.9 calls to 1 put with focus on July 80 and 82.50 calls.

Bed Bath & Beyond (BBBY) July weekly call option implied volatility is at 172, July is at 130; compared to its 52-week range of 44 to 214 into the expected release of quarter results after the bell on July 8. Call put ratio 1 call to 1 put.

Delta Air Lines (DAL) July weekly call option implied volatility is at 75, July is at 79; compared to its 52-week range of 20 to 265 into the expected release of quarter results before the bell on July 9. Call put ratio 3.7 calls to 1 put with focus on July weekly 30 calls.

Walgreens Boots Alliance (WBA) July weekly call option implied volatility is at 66, July is at 49; compared to its 52-week range of 19 to 88 into the expected release of quarter results on July 9. Call put ratio 3.2 calls to 1 put with focus on July weekly calls.

Genius Brands Int’l (GNUS) July weekly call option implied volatility is at 343, July is at 310; compared to its 52-week range of 210 to 410 as shares pull back 10%. Call put ratio 6.1 calls to 1 put with focus on July weekly ATM options.

Chinese stocks surge in biggest 1-day jump for over a year

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 34; compared to its 52-week range of 17 to 71 as shares rally 6.6%. Call put ratio 12 calls to 1 put with focus on February 85 calls.

iShares China Large-Cap (FXI) July weekly call option implied volatility is at 40, July is at 37, August is at 28; compared to its 52-week range of 15 to 65 as shares rally 8.4%.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) July weekly option implied volatility is at 41, July is at 40, August is at 30; compared to its 52-week range of 17 to 60 as shares rally 10%. Call put ratio 75 calls to 1 put with focus on August calls.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 65 as shares rally 4%.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 82 as shares rally 4.9%. Call put ratio 3.7 calls to 1 put with focus on July calls.

Increasing unusual option volume: WKHS IRDM ASHR D ANGI VICI TME SINA
Increasing unusual call option volume: WKHS ASHR D XLNX ANGI
Increasing unusual put option volume: NKLA D WTRH WU OPK PLCE GGAL
Options with decreasing option implied volatility: INO APT CLDR TNA BBBY
Active options: AAPL NIO TSLA BABA FB MSFT AMZN GNUS BAC NKLA SQ BA AMD UBER PCG ROKU AAL NFLX FCX NVDA