Mid-session IV Report July 9, 2019

Mid-session IV Report July 9, 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 MYL ROKU WW TTD WW DDD Z CPRI DVA SEAS BHC MNST BKNG JNJ OSTK PFE WDC LLY​

Popular stocks with increasing unusual volume: M RL MLCO NIO AMRN TM ​

DaVita (DVA) July and August 50 puts active as shares sell off 7% on expected Trump initiatives​

Davita (DVA) July call option implied volatility is at 42, August is at 41; compared to its 52-week range of 20 to 70 after Political reported President Trump is expected to announce a series of initiatives to encourage more kidney transplants and treatment at home. Call put ratio 1 call to 4.5 puts with focus on July and August 50 puts. ​
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CareDx (CDNA) call put ratio 23 calls to 1 put with focus on August 40 calls as shares rally 7% on expected Trump initiatives​

CareDx (CDNA) July call option implied volatility is at 58, August is at 66; compared to its 52-week range of 60 to 116 after Political reported President Trump is expected to announce a series of initiatives to encourage more kidney transplants and treatment at home. Call put ratio 23 calls to 1 put with focus on August 40 calls as shares rally 7%. EPS are expected to be released on August 12.​
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Shopify (SHOP) July weekly call option implied volatility is at 42, July is at 38, August is at 45; compared to its 52-week range of 36 to 73 as shares near record high. Call put ratio 2.4 calls to 1 put July weekly 322.50 and 325 calls. ​

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 33, August is at 20; compared to its 52-week range of 17 to 47 into the expected release of quarterly results today after the bell.​

Wynn Resorts (WYNN) July weekly call option implied volatility is at 53, July is at 42, August is at 41; compared to its 52-week range of 28 to 72 into company hosted investor meeting on July 10. Call put ratio 2.3 calls to 1 put with focus on July weekly 135 calls. ​

Bed Bath and Beyond (BBBY) July weekly call option implied volatility is at 166, July is at 110, August is at 69; compared to its 52-week range of 32 to 98; into the expected release of quarterly results on after the bell on July 10.​
Costco (COST) July weekly call option implied volatility is at 17, July is a 15, August is at 16; compared to its 52-week range of 15 to 33 into June 2019 sales release on July 10.​
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Delta (DAL) July weekly call option implied volatility is at 43, July is at 29, August is at 23; compared to its 52-week range of 20 to 46; into the expected release of quarterly results on after the bell on July 11. Call put ratio 3.7 calls to 1 put with focus on July weekly 60 calls.​

Fastenal (FAST) July call option implied volatility is at 40, August is at 30; compared to its 52-week range of 19 to 48; into the expected release of quarterly results on after the bell on July 11. Call put ratio 1 call to 3.5 puts with focus on July 30 puts. ​

Infosys (INFY) July call option implied volatility is at , August is at ; compared to its 52-week range of 18 to 44; into the expected release of quarterly results on after the bell on July 12.​

Chewy (CHWY) July call option implied volatility is at 84, August is at 56; compared to its 3-week range of 61 to 73. Call put ratio 1 call to 1.2 puts with focus on July 30 puts. ​

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.​

PepsiCo (PEP) July weekly call option implied volatility is at 18, July is at 16, August is at 15; compared to its 52-week range of 13 to 30 after the release of quarterly results.​

Increasing unusual option volume: WETF LEG ACIA ADVM SPIKE ELF NVT LBTYA RL MLCO KNDI LNN SGEN CDNA ​
Increasing unusual call option volume: RL SPIKE MLCO ACIA ELF SGEN LBTYA ELAN HES KNDI HIBB DVA​
Increasing unusual put option volume: LEG ACIA INFY KNDI CARS ICPT TMUS QEP KPTI ONCE NVT LYB CNDA ​
Options with decreasing option implied volatility: AABA NRZ LEN LCI ZM ACIA PEP KPTI ITCI FOLD ONCE ARRY​
Active options: AMD NIO AAPL T SQ AMZN SNAP FB BAC NFLX MU TSLA BABA GE NVDA ROKU INTC MSFT AMRN M​
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