Mid-session IV Report June 15, 2020

Mid-session IV Report June 15, 2020

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.

Options with increasing option implied volatility: VIXY UVXY SGMO TCO BA

Popular options with increasing volume: HTZ NKLA DKNG DAL AAL

Oracle (ORCL) June call option implied volatility is at 72, July is at 37; compared to its 52-week range of 15 to 92 into the expected release of quarter results after the bell on June 16. Call put ratio 3.4 calls to 1 put.

McDonald’s (MCD) 30-day option implied volatility is at 36; compared to its 52-week range of 12 to 98 into Evercore ISI – Virtual Consumer & Retail Summit on June 16, 2020 at 11:00 AM EDT.

High growth stocks; calls active as shares trade higher

Zoom Video Communications (ZM) June call option implied volatility is at 87, July is at 75; compared to its 52-week range of 36 to 136 as shares rally 6%. Call put ratio 2.5 calls to 1 put with focus on June 230 calls.

Peloton (PTON) June call option implied volatility is at 97, July is at 81; compared to its 52-week range of 58 to 158. Call put ratio 9.3 calls to 1 put amid shares up 6.3%.

Wayfair (W) June call option implied volatility is at 89, July is at 79; compared to its 52-week range of 39 to 210 amid shares up 2.4%.

DocuSign Inc. (DOCU) June call option implied volatility is at 73, July is at 53; compared to its 52-week range of 28 to 108 as shares rally 4.8%. Call put ratio 2.7 calls to 1 put with focus on June 160 calls.

DraftKings (DKNG) June call option implied volatility is at 115, July is at 99; compared to its 52-week range of 54 to 142 as shares rally 9.9%. Call put ratio 6.25 calls to 1 put.

Beyond Meet (BYND) June weekly call option implied volatility is at 99, June is at 81; compared to its 52-week range of 47 to 140 as shares rally 2%. Call put ratio 3.6 calls to 1 put with focus on June 150 calls.

Virgin Galactic (SPCE) June call option implied volatility is at 96, July is at 110; compared to its 52-week range of 39 to 238. Call put ratio 6.8 calls to 1 put with focus on June 15, 15.5 and 16 calls.

Cloudera, Inc. (CLDR) June call option implied volatility is at 109, June is at 91; compared to its 52-week range of 41 to 124 as shares rally 7%. Call put ratio 5.2 calls to 1 put with focus on June 13 and July 12.50 calls.

Netflix (NFLX) June option implied volatility is at 51, July is at 44; compared to its 52-week range of 27 to 98. Call put ratio 2.1 calls to 1 put with focus on June 425 and 430 calls.

Roku (ROKU) June option implied volatility is at 82, July is at 70; compared to its 52-week range of 50 to 129. Call put ratio 2.7 calls to 1 put with focus on July 100 and 105 calls.

Increasing unusual option volume: MITT NKLA GSK SKYY DISH WUBA
Increasing unusual call option volume: MITT GSK DISH NKLA ANGI AZUL CLDR
Increasing unusual put option volume: NKLA GOGO SABR RSP IVZ CS SIL
Options with decreasing option implied volatility: RWT TWO SFIX GRUB
Active options: AAPL AMD BAC HTZ BA AAL MSFT NIO FB ZM F GE DKNG JPM GILD DAL WFC NKLA INTC