Mid-session IV Report June 12, 2019

Mid-session IV Report June 12, 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: LULU AVGO RH S BB LYB CELG ARCC GBT HYG GME GRUB CAT APC ZNGA BBBY ZAYO NYCB MYL TEVA MNK​

Popular stocks with increasing unusual volume: KO TEVA BB ROKU​

lululemon athletica (LULU) June weekly call option implied volatility is at 161, June is at 85, July is at 49; compared to its 52-week range of 24 to 63 into the expected release of quarterly results today after the bell.​
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RH (RH) June weekly call option implied volatility is at 234, 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 today after the bell.​
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Broadcom (AVGO) June weekly call option implied volatility is at 98, June is at 55, July is at 38; compared to its 52-week range of 21 to 48 into the expected release of quarterly results after the bell on June 13.​

Campbell Soup (CPB) June call option implied volatility is at 36, June is at 28, July is at 24; 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 1.9 puts.​
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Teva (TEVA) June weekly call option implied volatility is at 98, June is at July is at 71, July is at 59; compared to its 52-week range of 28 to 68. Call put ratio 1 call to 2.8 puts with focus on June weekly 8.5 puts as shares sell off 5%.​

Mallinckrodt (MNK) June weekly call option implied volatility is at 98, June is at 40, July is at 72; compared to its 52-week range of 42 to 95. Call put ratio 1 call to 1000 puts with focus on June weekly 9 puts as shares trend lower.​

Johnson & Johnson (JNJ) June weekly call option implied volatility is at 20, June is at 17, July is at 16; compared to its 52-week range of 12 to 34. Call put ratio 1 call to 1.4 puts.​

Mylan (MYL) June weekly call option implied volatility is at 58, June is at 50, July is at 49; compared to its 52-week range of 27 to 55. Call put ratio 2 calls to 1 put as shares trend lower.​
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New York Community Bancorp (NYCB) June call option implied volatility is at 40, July is at 34; compared to its 52-week range of 18 to 45. Call put ratio 5 calls to 1 put with focus on July 10 calls and puts. ​
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National Beverage (FIZZ) June call option implied volatility is at 55, July is at 56; compared to its 52-week range of 34 to 55 into the expected release of quarterly results on July 8. ​

Gold ETF volatility flat after recent rally into G20​

Market Vectors Gold Miners ETF (GDX) June call option implied volatility is at 26, July is at 25; compared to its 52-week range of 18 to 34.​
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Market Vector Junior Gold Miners Etf (GDXJ) June call option implied volatility is at 32, July is at 30; compared to its 52-week range of 19 to 36. Call put ratio 3.8 calls to 1 put with focus on July and August 30 calls.​
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Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) June call option implied volatility is at 95, July is at 90; compared to its 52-week range of 48​
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Increasing unusual option volume: MDGL NYCB XAU PLAY EYE YPF MOH QNST VUZI SBNY CNR​
Increasing unusual call option volume: NYCB BKLN EYE MOH KO EROS MAT NEPT THO CNR MYGN​
Increasing unusual put option volume: PLAY YPF XAU RRC URBN SAN NYCB IRDM TM MDSO RGLD FI HBI​
Options with decreasing option implied volatility: PLAY BYND TSLA GE BKS SFIX MDSO GES DOMO LK SIG MIK GME PVTL CIEN HRB FIVE​
Active options: TSLA AAPL KO AMD BABA BYND TEVA FB AMZN ROKU BAC NFLX MSFT MU SNAP BB YPF CMCSA​
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