Mid-session IV Report July 8, 2019

Mid-session IV Report July 8, 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: STMP AAOI GSKY DDD ROKU W MYL GOOS SHAK UAA GRMN JNJ OSTK MKC WDC PFE IYR BAX​
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Popular stocks with increasing unusual volume: IQ DB NIO ROKU​

PepsiCo (PEP) July weekly call option implied volatility is at 28, July is at 18, August is at 18; compared to its 52-week range of 13 to 30; into the expected release of quarterly results on July 9. Call put ratio 1.6 calls to 1 put with focus on July weekly 133 and 134 calls. ​
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Levi (LEVI) July weekly call option implied volatility is at 53, August is at 41; compared to its 9-week range of 31 to 54; into the expected release of quarterly results after the bell on July 9. Call put ratio 4.5 calls to 1 put with focus on July 25 calls. ​

WD-40 (WDFC) July call option implied volatility is at 28, August is at 24; compared to its 52-week range of 17 to 47 into the expected release of quarterly results on after the bell on July 9.​

General Mills (GIS) July call option implied volatility is at 20, August is at 20; compared to its 52-week range of 18 to 38 into a company hosted investor meeting on July 9. Call put ratio 3.2 calls to 1 put with focus on July 52.50 and 55 calls.​

Wynn Resorts (WYNN) July weekly call option implied volatility is at 52, July is at 41, August is at 42; compared to its 52-week range of 28 to 72 into company hosted investor meeting on July 10. ​
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Shopify (SHOP) July weekly call option implied volatility is at 42, July is at 37, August is at 44; compared to its 52-week range of 36 to 73 as shares near record high. Call put ratio 1.6 calls to 1 put July weekly 320 and 325 calls. SHOP’s price target raised to $350 from $300 at KeyBanc and Barron’s Tech column story. ​
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Verizon Communications (VZ) July and July weekly call option implied volatility is at 14, August is at 18; compared to its 52-week range of 13 to 34 after downgraded to Neutral from Buy at Citi. Call put ratio 2.3 calls to 1 put with focus on August weekly (23) 59 calls. ​

Oil Majors IV flat​

BP (BP) July weekly call option implied volatility is at 17, August is at 18; compared to its 52-week range of 15 to 36.​

Chevron (CVX) July weekly call option implied volatility is at 15, July is at 15, August is at 16; compared to its 52-week range of 16 to 39.​

ConocoPhillips (COP) July weekly call option implied volatility is at 24, July is at 24, August is at 25; compared to its 52-week range of 21 to 48. ​

Exxon Mobil (XOM) July weekly call option implied volatility is at 17, July is at 16, August is at 17; compared to its 52-week range of 13 to 38. Call put ratio 2.3 calls to 1 put with focus on August 77.50 calls. ​

Royal Dutch Shell (RDS.A) July weekly, July and August call option implied volatility is at 14; compared to its 52-week range of 15 to 34. ​

Total (TOT) July weekly call option implied volatility is at 15, August is at 16; compared to its 52-week range of 15 to 33. Call put ratio 2.8 calls to 1 put. ​
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Noah Holdings (NOAH) call put ratio 1 call to 3.2 puts with focus on July 35 puts as shares sell off 17%​
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Increasing unusual option volume: ADS CROX PACB GREK NGL EQM IQV ​
Increasing unusual call option volume: ADS CROX PACB GREK NGL EQM IQV CTST KN​
Increasing unusual put option volume: NOAH SGMO CRUS PETS UNVR CTST EGO DB EWC LYB PTC​
Options with decreasing option implied volatility: KPTI ITCI MLNT S AYI GREK CZR EEM XLB AABA NRZ LEN CELG LCI CBOE​
Active options: AAPL AMD TSLA BAC BABA MU MSFT AMZN T FB ROKU NVDA INTC GE DB WFC BA SNAP NFLX NIO​
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