Mid-session IV Report June 11, 2019

Mid-session IV Report June 11, 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: S BBBY LULU DB ​

Popular stocks with increasing unusual volume: X CREE CLF KHC BYND
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Beyond Meat (BYND) June weekly call option implied volatility is at 185, June is at 155, July is at 122; compared to its 4-week range of 89 to 140 after downgraded to Neutral from Overweight at JPMorgan. Call put ratio 1 call to 1.2 puts.​ BYND is recently down 16% to $140.44.

Large cap technology stocks option implied volatility into Congress tech market power discussions​

Twitter (TWTR) June weekly call option implied volatility is at 43, June is at 40, July is at 38; compared to its 52-week range of 32 to 91.​

Facebook (FB) June weekly call option implied volatility is at 33, June is at 30, July is at 28; compared to its 52-week range of 20 to 53.​

Snap (SNAP) June weekly call option implied volatility is at 55, June is at 50, July is at 48; compared to its 52-week range of 36 to 99.​

Amazon (AMZN) June weekly call option implied volatility is at 28, June is at 26, July is at 25; compared to its 52-week range of 19 to 55.​
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Netflix (NFLX) June weekly call option implied volatility is at 43, June is at 37, July is at 43; compared to its 52-week range of 26 to 76.​
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Alphabet (GOOG) June weekly call option implied volatility is at 25, June is at 23, July is at 22; compared to its 52-week range of 16 to 40.​
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Apple (AAPL) June weekly call option implied volatility is at 33, June is at 27, July is at 25; compared to its 52-week range of 16 to 45.​

Pinterest (PINS) June weekly call option implied volatility is at 52, June is at 47, July is at 50; compared to its 4-week range of 54 to 97.​
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lululemon athletica (LULU) June weekly call option implied volatility is at 195, June is at 98, July is at 66; 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 196, June is at 122, July is at 77; compared to its 52-week range of 41 to 91 into the expected release of quarterly results after the bell on June 12.​

Kraft Heinz (KHC) June call option implied volatility is at 29, July is at 25; compared to its 52-week range of 18 to 44. Call put ration 4.1 calls to 1 put.​

Broadcom (AVGO) June weekly call option implied volatility is at 77, June is at 51, July is at 36; compared to its 52-week range of 21 to 48 after announcing certain subsidiaries of the company entered into a statement of work with Apple (AAPL) providing for a supply arrangement for two years of new programs. Quarterly results are expected after the bell on June 13.​

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 41 puts with focus on June weekly 42 puts.​
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Esperion (ESPR) June call option implied volatility is at 39, July is at 33; 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 27, July is at 22; compared to its 52-week range of 12 to 29 into a company hosted investor day on June 14. ​

Centene (CNC) June call option implied volatility is at 33, July is at 31; compared to its 52-week range of 18 to 56 into a company hosted investor day on June 14.​

U.S. equities are extending Monday’s gains amid elevated hopes for a resolution to U.S.-China trade frictions and optimism that central banks, notably the Fed, will deliver additional accommodation into CPI on Wednesday. The G20 meeting will be in Osaka, Japan, on June 28-29.​

Increasing unusual option volume: SHLX PSTG BJ CBAY VUZI HDS ERF ​
Increasing unusual call option volume: VUZI NRE CHS​
Increasing unusual put option volume: PSTG HDS HTZ SAN EROS CDE​
Options with decreasing option implied volatility: ITCI BKS SFLY TIVO​
Active options: AAPL AMD TSLA FB BABA AMZN BYND MSFT NVDA FCX NFLX SQ QCOM WMT BAC CRM ROKU CLF GE KHC​