Mid-session IV Report July 9, 2020

Mid-session IV Report July 9, 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 ALT JMIA SPCE LVGO ETSY ROKU TME CZR

Popular stocks with increasing unusual volume: NIO BABA BBBY WMT SNAP

Option implied volatility for FANG stocks

Facebook (FB) 30-day option implied volatility is at 47; compared to its 52-week range of 21 to 82. Call put ratio 2.1 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 49; compared to its 52-week range of 17 to 69. Call put ratio 2.2 calls to 1 put as shares up 1.2%

Netflix (NFLX) 30-day option implied volatility is at 53; compared to its 52-week range of 26 to 99.

Alphabet (GOOG) 30-day option implied volatility is at 37; compared to its 52-week range of 13 to 75. Call put ratio 2.7 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 90. Call put ratio 2.1 calls to 1 put.

China stocks IV steady on more calls than puts after recent share price rally

iShares MSCI China ETF (MCHI) July call option implied volatility is at 31, August is at 29; compared to its 52-week range of 17 to 71. Call put ratio 10.6 calls to 1 put with focus on August, November and February calls.

iShares China Large-Cap (FXI) July weekly call option implied volatility is at 39, July is at 38, August is at 29; compared to its 52-week range of 15 to 65.

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 38; compared to its 52-week range of 17 to 60. Call put ratio 10.1 calls to 1 put with focus on July and August calls.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 65.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 82. Call put ratio 5.8 calls to 1 put.

GSX Techedu Inc. (GSX) July call option implied volatility is at 140, August is at 121; compared to its 52-week range of 61 to 168. Call put ratio 1 call to 5.6 puts.

Virgin Galactic (SPCE) July weekly call option implied volatility is at 177, July is at 140; compared to its 52-week range of 39 to 238 as shares rally 13%. Call put ratio 8.9 calls to 1 put with focus on July weekly and July calls.

Lululemon (LULU) July weekly call option implied volatility is at 45, July is at 42; compared to its 52-week range of 22 to 128 after reports of started warehouse sale online today.

Industrial metal stock option implied volatility amid iron ore near $100 a ton

Freeport-McMoran (FCX) 30-day option implied volatility is at 64; compared to its 52-week range of 35 to 185 as iron ore rises 30% on China’s Dalian exchange since April. Call put ratio 31 calls to 1 put with focus on July, August and November calls.

Southern Copper (SCCO) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 114.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 33; compared to its 52-week range of 14. to 94. Call put ratio 12.4 calls to 1 put with focus on September weekly (30) 22 calls.

Vale S.A. (VALE) 30-day option implied volatility is at 48; compared to its 52-week range of 27 to 157.

Rio Tinto plc (RIO) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 115. Call put ratio 45 calls to 1 put.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 124.

ArcelorMittal (MT) 30-day option implied volatility is at 67; compared to its 52-week range of 35 to 148.

Nucor (NUE) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 110.

Steel Dynamics (STLD) 30-day option implied volatility is at 54; compared to its 52-week range of 27 to 125.

TimkenSteel (TMST) 30-day option implied volatility is at 64; compared to its 52-week range of 53 to 203.

U.S. Steel (X) 30-day option implied volatility is at 87; compared to its 52-week range of 48 to 173. Call put ratio 15 calls to 1 put with focus on July weekly 7 calls.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 88; compared to its 52-week range of 37 to 186. Call put ratio 4.3 calls to 1 put.

Option implied volatility for insurance stocks

AIG (AIG) 30-day call option implied volatility is at 62; compared to its 52-week range of 18 to 145

Hartford Financial (HIG) 30-day call option implied volatility is at 47; compared to its 52-week range of 14 to 123

Travelers (TRV) 30-day call option implied volatility is at 36; compared to its 52-week range of 14 to 123

Chubb Corp. (CB) 30-day call option implied volatility is at 39; compared to its 52-week range of 14 to 123

MetLife (MET) 30-day call option implied volatility is at 54; compared to its 52-week range of 16 to 172

Prudential Financial (PRU) 30-day call option implied volatility is at 50; compared to its 52-week range of 18 to 127

Berkshire Hathaway (BRK.B) 30-day call option implied volatility is at 25; compared to its 52-week range of 12 to 79

Allstate (ALL) 30-day call option implied volatility is at 39; compared to its 52-week range of 15 to 88

Aon plc (AON) 30-day call option implied volatility is at 31; compared to its 52-week range of 15 to 97

Increasing unusual option volume: TIP ELC CLNE WKHS QD
Increasing unusual call option volume: ELF CLNE WKHS FTCH QD
Increasing unusual put option volume: SPWR SABR ALT HAS GES JMIA
Options with decreasing option implied volatility: BBBY
Active options: AMD AAPL BABA SPCE ROKU NIO MSFT TSLA WMT NKLA BBBY FB AMZN NVDA TWTR AAL BA BAC DIS SNAP