Mid-session IV Report June 13, 2019

Mid-session IV Report June 13, 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: ZNGA AVGO ADP BB BBBY ZIOP​

Popular stocks with increasing unusual volume: DIS BYND TSN ROKU RH ​

Uber (UBER) and Lyft (LYFT) IV trends lower​

Uber (UBER) June weekly call option implied volatility is at 51, June is at 42, July is at 41; compared to its 52-week range of call put ratio 6.5 calls to 1 put with focus on July 43 calls.​
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Lyft (LYFT) June weekly call option implied volatility is at 62, June is at 53, July is at 49; compared to its 52-week range of 48 to 79. Call put ratio 3.2 calls to 1 put with focus on June 59 weekly calls.​

Alibaba (BABA) June weekly call option implied volatility is at 38, June is at 31, July is at 33; compared to its 52-week range of 23 to 58 into Hong Kong IPO. Call put ratio 1.9 calls to 1 put.​
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Red Robin Gourmet Burgers (RRGB) June call option implied volatility is at 58, July is at 43; compared to its 52-week range of 31 to 93 as shares rally 28% amid private equity reports. Call put ratio 9.7 calls to 1 put with focus on June 30 calls as shares rally 26%.​
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Beyond Meat (BYND) June weekly call option implied volatility is at 171, June is at 137, July is at 106; compared to its 4-week range of 89 to 140. Call put ratio 1.28 calls to 1 put with focus on June 140 calls.​

Tyson (TSN) June weekly call option implied volatility is at 29, June is at 28, July is at 25; compared to its 52-week range of 19 to 35 after saying it will begin selling plant-based nuggets this summer. Call put ratio 10.8 calls to 1 put with focus on June 82.50 and 84 calls. ​

Broadcom (AVGO) June weekly call option implied volatility is at 125, June is at 58, July is at 37; compared to its 52-week range of 21 to 48 into the expected release of quarterly results today after the bell.​

Campbell Soup (CPB) June weekly call option implied volatility is at 35, June is at 24, July is at 23; compared to its 52-week range of 23 to 52 into a company hosted investor day today. ​
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Callaway Golf (ELY) June call option implied volatility is at 28, July is at 21; compared to its 52-week range of 21 to 50 after Jana Partners discloses 9.5% activist stake. Call put ratio 84 calls to 1 put with focus on June 17 and 18 calls. ​

American Airlines (AAL) June weekly call option implied volatility is at 45, June is at 39, July is at 37; compared to its 52-week range of 28 to 65 as shares rally 5%.​

Increasing unusual option volume: SSRM SUM RRGB TGE TELL ELY AVAV SVRA BOIL TAP FTV LULU​
Increasing unusual call option volume: SSRM SUM TGE ELY TELL TAP BOIL AVAV CRZO TSN GBT FRO LULU​
Increasing unusual put option volume: ARCC SVRA LYG IGT LULU MAT TLRD NEPT​
Options with decreasing option implied volatility: TLRD LYFT UBER GES BKS DOMO MDSO RH HOME FOLD PLAY S NYCB TSLA​
Active options: AAPL DIS TSLA LULU AMD FB AMZN GE BABA NFLX TWTR BYND NVDA MSFT SNAP ROKU MU RH SSRM BB​
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