Mid-session IV Report June 10, 2019

Mid-session IV Report June 10, 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: ZAYO MLNX NYCB DB CLDR EWW VKTX XLRE DATA UNG TPR​

Popular stocks with increasing unusual volume: SQ CRM SNAP​
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Beyond Meat (BYND) June weekly call option implied volatility is at 227, June is at 177, July is at 126; compared to its 4-week range of 89 to 125 as shares rally 22% to trade $170. Call put ratio 1.08 calls to 1 put with focus on June 90 calls and June weekly 170 puts.​
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Shutterfly (SFLY) June call option implied volatility is at 49, July is at 43; compared to its 52-week range of 24 to 81 after Reuters reported Apollo (APO) in the lead to buy. Call put ratio 12.5 calls to 1 put with focus on June 52.50 and July 55 calls.​
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Chicos (CHS) June call option implied volatility is at 138, July is at 74; compared to its 52-week range of 36 to 105 into the expected release of quarterly results before the bell on June 11.​
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Dave and Busters Entertainment (PLAY) June call option implied volatility is at 100, July is at 60; compared to its 52-week range of 27 to 67 into the expected release of quarterly results after the bell on June 11.​
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H&R Block (HRB) June call option implied volatility is at 58, July is at 37; compared to its 52-week range of 20 to 55 into the expected release of quarterly results before the bell on June 11.​

HD Supply (HDS) June call option implied volatility is at 38, July is at 27; compared to its 52-week range of 18 to 40 into the expected release of quarterly results before the bell on June 11.​
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Kraft Heinz (KHC) June call option implied volatility is at 34, July is at 31; compared to its 52-week range of 18 to 44 into the expected release of quarterly results before the bell on June 11.​

lululemon athletica (LULU) June weekly call option implied volatility is at 117, June is at 77, July is at 48; compared to its 52-week range of 24 to 63 into the expected release of quarterly results on June 12.​
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RH (RH) June weekly call option implied volatility is at 170, June is at 118, July is at 74; compared to its 52-week range of 41 to 91 into the expected release of quarterly results after the bell on June 12.​
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Broadcom (AVGO) June weekly call option implied volatility is at 74, June is at 51, July is at 36; compared to its 52-week range of 21 to 48 into the expected release of quarterly results after the bell on June 13.​
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Campbell Soup (CPB) June call option implied volatility is at 28, July is at 25; compared to its 52-week range of 23 to 52 into a company hosted investor day on June 13. Call put ratio 1 call to 4.1 puts with focus on June weekly 42 puts and July weekly 38 puts.​
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Esperion (ESPR) June call option implied volatility is at 51, July is at 48; compared to its 52-week range of 44 to 170 into a company hosted investor day on June 13.​
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Arthur J. Gallagher (AJG) June call option implied volatility is at 11, July is at 12; compared to its 52-week range of 12 to 29 into a company hosted investor meeting on June 13.​
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Corning (GLW) June call option implied volatility is at 28, July is at 27; compared to its 52-week range of 12 to 29 into a company hosted investor day on June 14. Call put ratio 4.2 calls to 1 put with focus on June 30 calls. ​
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Centene (CNC) June call option implied volatility is at 34, July is at 31; compared to its 52-week range of 18 to 56 into a company hosted investor day on June 14.​
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Salesforce (CRM) June weekly call option implied volatility is at 42, June is at 37, July is at 33; compared to its 52-week range of 21 to 57 after acquiring Tableau (DATA) in an all-stock transaction. Call put ratio 1.7 calls to 1 put.​
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Tableau Software (DATA) June weekly call option implied volatility is at 32, June is at 31, July is at 29; compared to its 52-week range of 25 to 65 after Salesforce (CRM) acquiring in an all-stock transaction.​
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Raytheon (RTN) June weekly call option implied volatility is at 30, June and July is at 22; compared to its 52-week range of 20 to 53 after announcing with United Technologies (UTX) an agreement to combine in an all-stock merger of equals. Call put ratio 4.1 calls to 1 put with focus on June weekly 190 and June 195 calls.​

United Technologies (UTX) June weekly, June and July call option implied volatility is at 19; compared to its 52-week range of 15 to 38 after announcing with Raytheon (RTN) an agreement to combine in an all-stock merger of equals. Call put ratio 2.7 calls to 1 put with focus on June weekly 138 calls.​
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Increasing unusual option volume: SIL EXTR THO HGV THO ASH DNKN EROS​
Increasing unusual call option volume: ASH HGV IYT DNKN ONCE KWEB UPLD HDS SFLY NAV​
Increasing unusual put option volume: THO EROS COUP LYB ONCE OKE DATA HUBS EAT BHVN ​
Options with decreasing option implied volatility: BKS TIVO SFIX SIG DOMO GES PVTL BOX MIK AMBA CIEN SFIX PVTL EWU CLDR CRON​
Active options: AMD AAPL FB TSLA BABA AMZN MSFT BAC BYND CRM NFLX GE NVDA SNAP QCOM INTC MU T DIS SQ​
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