Mid-session IV Report June 18, 2020

Mid-session IV Report June 18, 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: CLDR CARS VIPS X DISH SPOT CRM

Popular options with increasing volume: NKLA NIO SPOT AAL X CCL ROKU CLDR

Option implied volatility for Cloud Software stocks

Ishares S&P Software Index Fund (IGV) 30-day option implied volatility is at 44; compared to its 52-week range of 14 to 85 as shares near record high. Call put ratio 2.7 calls to 1 put with focus on June 275 calls.

Cloudera, Inc. (CLDR) 30-day option implied volatility is at 100; compared to its 52-week range of 41 to 124. Call put ratio 77 calls to 1 put with focus on July 15 calls.

ServiceNow (NOW) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 84 as shares near record high.

Twilio (TWLO) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 98 as shares near record high.

Microsoft (MSFT) 30-day option implied volatility is at 33; compared to its 52-week range of 15 to 90. Call put ratio 2.5 calls to 1 put with focus on July 200 and 210 calls.

Sap (SAP) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 79 amid shares near upper end of range.

Salesforce (CRM) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 97. Call put ratio 4.5 calls to 1 put with focus on July 200 calls.

Workday (WDAY) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 84. Call put ratio 7.1 calls to 1 put with focus on June calls.

Zendesk (ZEN) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 95. Call put ratio 6.8 calls to 1 put with focus on June 85 calls.

Amazon (AMZN) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 69. Call put ratio 1.8 calls to 1 put.

Splunk (SPLK) 30-day option implied volatility is at 44; compared to its 52-week range of 27 to 97. Call put ratio 2.5 calls to 1 put.

VMware (VMW) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 88.

IBM (IBM) 30-day option implied volatility is at 38; compared to its 52-week range of 15 to 85.

Oracle (ORCL) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 92 after recently announcing quarter results. Call put ratio 2 calls to 1 put as shares rally 1.8%.

Dell Technology (DELL) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 117.

Atlassian (TEAM) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 95. Call put ratio 9.8 calls to 1 put with focus on July 200 calls as shares at upper end of range.

HubSpot (HUBS) 30-day option implied volatility is at 51; compared to its 52-week range of 31 to 99 as shares near upper end of range.

Shopify (SHOP) 30-day option implied volatility is at 62; compared to its 52-week range of 40 to 124 as shares near upper end of range. Call put ratio 3 calls to 1 put s shares rally 3%.

Increasing unusual option volume: SPOT VIPS NKLA WYND CLDR SONO ZYNE
Increasing unusual call option volume: CLDR SONO VIPS MOMO SPOT BILI
Increasing unusual put option volume: NKLA DD KR SWBI HRB MOS
Options with decreasing option implied volatility: SGMO PLAY RWT CCL CRON PLUG SAVE BA GRUB
Active options: AAPL TSLA BA CLDR BAC ROKU MSFT FB X CCL KR NIO AMD SPOT AAL ENPH F SNAP GE DAL