Mid-session IV Report June 14, 2019

Mid-session IV Report June 14, 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 HTZ BBBY ZIOP BB LYB CELG ARCC ZNGA CAT​

Popular stocks with increasing unusual volume: AVGO KKR AEO ROKU BYND​
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Sprint (S) June call option implied volatility is at 86, July is at 69; compared to its 52-week range of 30 to 132 as investors wait for regulatory approval of T-Mobile (TMUS) merger. Call put ratio 1 call to 2.8 puts.​

T-Mobile (TMUS) June call option implied volatility is at 30, July is at 29; compared to its 52-week range of 18 to 38.​
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CBS Corp. (CBS) June weekly call option implied volatility is at 40, June is at 21, July is at 23: compared to its 52-week range of 21 to 41 into CBS board member meeting today. Call put ratio 1 call to 4.5 puts with a focus on June weekly 43 and 44.50 puts. ​
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Viacom (VIAB) June call option implied volatility is at 24, July is at 26: compared to its 52-week range of 22 to 47.​
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Recent IPO’s option implied volatility trends lower as duration lengthens ​

Pinterest (PINS) June call option implied volatility is at 45, July is at 47; compared to its 5-week range of 51 to 98.​
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Uber (UBER) June call option implied volatility is at 43, July is at 39; compared to its 3-week range of 41 to 59​
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Lyft (LYFT) June call option implied volatility is at 49, July is at 48; compared to its 5-week range of 49 to 79 ​
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Beyond Meat (BYND) June call option implied volatility is at 130, July is at 109; compared to its 4-week range of 88 to 141. Call put ratio 1.3 calls to 1 put with focus on June 160 calls.​
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Zoom Video (ZM) June call option implied volatility is at 63, July is at 64; compared to its 4-week range of 66 to 87. Call put ratio 2.4 calls to 1 put with focus on June 105 calls. ​
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Levi Strauss (LEVI) June call option implied volatility is at 33, July is at 34; compared to its 5-week range of 31 to 53.​
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Tradeweb Markets (TW) June call option implied volatility is at 34, July is at 41; compared to its 4-week range of 41 to 62. July 45 and 50 calls active. ​
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PagerDuty (PD) June call option implied volatility is at 62, July is at 68; compared to its 4-week range of 72 to 101.​
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Renaissance Ipo Etf (IPO) June call option implied volatility is at 12, July is at 15; compared to its 4-week range of 7 to 27 as shares at upper end of range. ​

Upcoming IPO’s​: Chewy (CHWY), Slack (WORK), Airbnb, Palantir Technologies, Robinhood, Postmates, WeWork​
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Option implied volatility for aerospace technology into Paris Air Show

Lockheed Martin (LMT) 30-day option implied volatility is at 18; compared to its 52-week range 15 to 41​

Boeing (BA) 30-day option implied volatility is at 25; compared to its 52-week range 19 to 46 ​
Northrop Grumman (NOC) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 44​

Harris Corporation (HRS) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 40​

Honeywell (HON) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 35​

Raytheon (RTN) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 42 ​

United Technologies (UTX) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 38 ​

General Electric (GE) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 72​

L3 Technologies (LLL) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 40​
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Increasing unusual option volume: DLTH GBT LC NYCB ARQL USAT​
Increasing unusual call option volume: NYCB FXB GBT USAT AU AMPE RDFN RRGB SAVE AMPE WU​
Increasing unusual put option volume: WU ITT MAS MEET ARQL DLTH GBT SAN FIS NYCB RRGB LOGM PSTG ​
Options with decreasing option implied volatility: PLAY S BB NYCB TSLA AMD GE GME MO TWLO M ARQL TLRD RH HOME LULU KHC AVGO​
Active options: AAPL FB AMD DIS TSLA NVDA GE AMZN BABA AVGO MU NFLX BYND NIO SNAP NYCB SBUX MSFT ROKU INTC QCOM WU​
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