Mid-session IV Report June 18, 2019

Mid-session IV Report June 18, 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: HTZ SKX IBM KR CGC BYND JBL APC CLDR RTN ALGN TSN EFA ORCL ADBE ​

Popular stocks with increasing unusual volume: ROKU X DIS BYND FCX ​

Beyond Meat (BYND) June call option implied volatility is at 156, July is at 113; compared to its 4-week range of 88 to 141 as shares rally 5%. Call put ratio 1.4 calls to 1 put with focus on June 160 calls.​
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Tyson Foods (TSN) June call option implied volatility is at 34, July is at 24; compared to its 52-week range of 18 to 35 as Beyond Meat (BYND) trades up 5%.​

Hormel Foods (HRL) June call option implied volatility is at 23, July is at 20; compared to its 52-week range of 16 to 38 as Beyond Meat (BYND) trades up 5%.​
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Adobe (ADBE) June call option implied volatility is at 55, July is at 30; compared to its 52-week range of 20 to 52 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 2.6 puts with focus on August 50 puts.​

Jabil Circuit (JBL) June call option implied volatility is at 80, July is at 35; compared to its 52-week range of 20 to 47 into the expected release of quarterly results today after the bell.​

La-Z-Boy (LZB) June call option implied volatility is at 100, July is at 41; compared to its 52-week range of 24 to 63 into the expected release of quarterly results today after the bell .​

The Kraft Heinz Company (KHC) June call option implied volatility is at 30, July is at 25; compared to its 52-week range of 19 to 45. Call put ratio 10 calls to 1 put with focus on October 30 calls.​

Oracle (ORCL) June call option implied volatility is at 63, July is at 28; compared to its 52-week range of 16 to 40 into the expected release of quarterly results after the bell on June 19. Call put ratio 1 call to 2.6 puts with focus on August 50 puts.​

Kroger (KR) June call option implied volatility is at 103, July is at 42; compared to its 52-week range of 22 to 46 into the expected release of quarterly results before the bell on June 20.​

Canopy Growth Corporation (CGC) June call option implied volatility is at 102, July is at 57; compared to its 52-week range of 44 to 110 into the expected release of quarterly results after the bell on June 20. Call put ratio 3 calls to 1 put with focus on June calls. ​

Shopify (SHOP) June call option implied volatility is at 55, July is at 45; compared to its 52-week range of 36 to 73 into hosting an investor meeting on June 19.​
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Tempur Sealy (TPX) June call option implied volatility is at 45, July is at 33; compared to its 52-week range of 33 to 67 into hosting a business news update conference call on June 19.​
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Biohaven (BHVN) June call option implied volatility is at 100, July is at 76; compared to its 52-week range of 46 to 105 as shares trade down $14.80 to $42.80 after recently announcing an equity raise.​

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Facebook (FB) June call option implied volatility is at 35, July is at 30; compared to its 52-week range of 21 to 53 after announcing blockchain currency Libra with plans to launch in 2020. Call put ratio 3.7 calls to 1 put with focus on June and July weekly calls as shares rally 1.2%.​
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Mastercard Inc (MA), Visa Inc Class A (V), American Express (AXP) and PayPal (PYPL) 30 day call option implied volatility after Facebook (FB) announces new crypto currency called ‘Libra’ and into FOMC meeting​
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Mastercard Inc (MA) June call option implied volatility is at 24, July is at 22; compared to its 52-week range of 16 to 45 after Facebook (FB) announces new crypto currency called ‘Libra’ and into FOMC meeting.​
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Visa (V) June call option implied volatility is at 21, July is at 18; compared to its 52-week range of 15 to 40 after Facebook (FB) announces new crypto currency called ‘Libra’ and into FOMC meeting.​
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American Express (AXP) June call option implied volatility is at 20, July is at 22; compared to its 52-week range of 14 to 40 after Facebook (FB) announces new crypto currency called ‘Libra’ and into FOMC meeting.​
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PayPal (PYPL) June call option implied volatility is at 28, July is at 27; compared to its 52-week range of 20 to 51 after Facebook (FB) announces new crypto currency called ‘Libra’ and into FOMC meeting.​

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Increasing unusual option volume: MGI VNQ KN HUN NDAQ XON EDIT XNET​
Increasing unusual call option volume: XME KIN IQV ENDP XNET REGI NDAQ CENX RSX XLE DELL​
Increasing unusual put option volume: VNQ HUN AAXN OAS CXO IGT ROK ITB EWH WIX DD ORCL​
Options with decreasing option implied volatility: ARQL TLRD GBT S MDSO RH BHVN PYX LULU​
Active options: FB AAPL AMD TSLA BABA BYND BAC SNAP NVDA MU AMZN DIS MSFT NFLX GE INTC X FCX ROKU T ​
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