Mid-session IV Report June 19, 2019​

Mid-session IV Report June 19, 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: SKX NFLX IBM HTZ EWG JWN TMUS CELG NLSN RIO​
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Popular stocks with increasing unusual volume: NIO ADBE JWN M FIZZ JBL DISH ADBE ​
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S&P Dep Receipts (SPY) June call option implied volatility is at 20, July is at 14; compared to its 52-week range of 8 to 31. Call put ratio 1 call to 1.2 puts into Federal Reserve Chairman Powell hosting a news conference on the economy and monetary policy following the FOMC rate decision on today at 2:30 pm.​

Financial Select Sector SPDR ETF (XLF) June call option implied volatility is at 22, July is at 18; compared to its 52-week range of 13 to 34 into FOMC policy decision.
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Oracle (ORCL) June call option implied volatility is at 77, July is at 29; compared to its 52-week range of 16 to 40 into the expected release of quarterly results today after the bell on June 19. Call put ratio 1 call to 2.1 puts with focus on August 52.50 puts.​

Kroger (KR) June call option implied volatility is at 127, 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 117, 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 2 calls to 1 put with focus on June 43 calls. ​

Steelcase (SCS) June call option implied volatility is at 116, July is at 38; compared to its 52-week range of 25 to 60 into the expected release of quarterly results today after the bell.​

Commercial Metals (CMC) June call option implied volatility is at 88, July is at 43; compared to its 52-week range of 26 to 61 into the expected release of quarterly results before the bell on June 20.​

Korn Ferry (KFY) June call option implied volatility is at 49, July is at 22; compared to its 52-week range of 22 to 70 into the expected release of quarterly results after the bell on June 20.​

CarMax (KMX) June call option implied volatility is at 110, July is at 37; compared to its 52-week range of 20 to 49 into the expected release of quarterly results before the bell on June 20. Call put ratio 1 call to 4.2 puts with focus on June 82.50 puts. ​
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Mattel (MAT) June call option implied volatility is at 40, July is at 42; compared to its 52-week range of 33 to 71 after MGA CEO says Mattel not worth more than $6 per share. Call put ratio 1 call to 3.7 puts with focus on January 8 puts.​
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Nucor (NUE) June call option implied volatility is at 34, July is at 30; compared to its 52-week range of 22 to 46 into to a hosted investor day on June 20.​
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Merck (MRK) June call option implied volatility is at 24, July is at 17; compared to its 52-week range of 14 to 30 into a company hosted investor day on June 20. Call put ratio 4.9 calls to 1 put with focus on June 84.50 and 85 calls.​
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Tyson Foods (TSN) June call option implied volatility is at 40, July is at 26; compared to its 52-week range of 18 to 35 into a company hosted investor day on June 20. Call put ratio 1.3 calls to 1 put with focus on June 76.50 calls.​
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Micron (MU) June call option implied volatility is at 51, July is at 54; compared to its 52-week range of 34 to 64 into the expected release of quarterly results on June 25. Call put ratio 1.5 calls to 1 put with focus on June 34.50 calls a day after Facebook (FB) announced blockchain currency Libra. ​
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Advanced Micro Devices (AMD) June call option implied volatility is at 55, July is at 49; compared to its 52-week range of 40 to 97. Call put ratio 1.8 calls to 1 put with focus on June and July calls. ​
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BlackBerry (BB) June call option implied volatility is at 35, July is at 52; compared to its 52-week range of 30 to 61 into the expected release of quarterly results on June 26. Call put ratio 8.9 calls to 1 put with focus on June 8.50 calls. ​

YETI Holdings, Inc. (YETI) June call option implied volatility is at 54, July is at 52; compared to its 52-week range of 48 to 96. Call put ratio 5.4 calls to put with focus on June weekly 29 calls.​

Bruker (BRKR) June call option implied volatility is at 22, July is at 23; compared to its 52-week range of 22 to 55 into a hosted investor day on June 20. ​
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BeiGene (BGNE) June call option implied volatility is at 37, July is at 44; compared to its 52-week range 42 to 70 of into updated results from a pivotal Phase 2 Study of Tislelizumab on June 20.​

Axon Enterprise (AAXN) June call option implied volatility is at 48, July is at 39; compared to its 52-week range of 33 to 81. Call put ratio 1 call to 12 puts with focus on June 65 puts after Spuce Point puts ‘Strong Sell’ on shares. (Taser)​

National Beverage (FIZZ) June call option implied volatility is at 57, July is at 59; compared to its 52-week range of 33 to 58. Call put ratio 1 call to 11 puts with focus on June and July 40 puts after a Consumer Reports article that the company has been operating illegally in Massachusetts. ​

Macy’s (M) call put ratio 2.9 calls to 1 put with focus on June 22 and 22.50 calls​

Nordstrom (JWN) June call option implied volatility is at 53, July is at 40; compared to its 52-week range of 28 to 58. Call put ratio 16 calls to 1 put with focus on June 32.50. June 33 and July 35 calls.​
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Increasing unusual option volume: MGI WGO FDS KBH JBL CHS FIZZ JWN TRIP HOG JWN M FIZZ AAXN LZB​
Increasing unusual call option volume: JWN AXTA JBL XME CFX LQD MTCH SLCA EIX EMB MTCH​
Increasing unusual put option volume: AAXN LZB KBH YY CHS FIZZ DISH NCR TELL FDS​
Options with decreasing option implied volatility: ARQL TLRD RH GBT S ARRY LULU​
Active options: FB BAC AAPL TSLA AMD X BABA GE ADBE NFLX BA BYND MSFT INTC SNAP AMZN NIO DIS NVDA T​
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