Mid-session IV Report June 24, 2019​

Mid-session IV Report June 24, 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: ALXN LL IRBT FDX MU BB DIS TWTR CMG CELG SRPT GLD​
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Popular stocks with increasing unusual volume: MRK CGC MSFT BMY CZR LYB CELG BMY TAK ERI CCL SHOP DBX SHOP​
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FedEx (FDX) June weekly call option implied volatility is at 65, July is 37; compared to its 52-week range of 17 to 41 into the expected quarterly release after the bell on June 25.​

Lennar (LEN) July call option implied volatility is at is 34, August is at 31 compared to its 52-week range of 26 to 56 into the expected quarterly release before the bell on June 25. Call put ratio 2.1 calls to 1 put with focus on July 52.50 calls. ​

Micron (MU) June weekly call option implied volatility is at 92, July is at 53; compared to its 52-week range of 34 to 64 into the expected release of quarterly results after the bell on June 25. Call put ratio 1 call to 1 put. ​
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BlackBerry (BB) June weekly call option implied volatility is at 105, July is at 53; compared to its 52-week range of 30 to 61 into the expected release of quarterly results on June 26. Call put ratio 10.9 calls to 1 put with focus on June weekly and July calls. ​
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Advanced Micro Devices (AMD) June weekly call option implied volatility is at 57, July is at 50; compared to its 52-week range of 40 to 97. Call put ratio 1.5 calls to 1 put with focus on June weekly 29.5 calls. ​
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Beyond Meat (BYND) June weekly call option implied volatility is at 133, July is at 109; compared to its 4-week range of 88 to 141 as shares sell of 8.5% to $140. Call put ratio 1 calls to 1 put with focus on June 140 weekly calls and puts.​
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Facebook (FB) June weekly call option implied volatility is at 31, July 27, January is at 31; compared to its 52-week range of 23 to 53 into the California Consumer Privacy Act, the state’s attempt to regulate the collection and sale of personal data, going into effect on January 1, 2020. Call put ratio 3.7 calls to 1 put with focus on June weekly 195 calls​.

Alphabet (GOOGL) June weekly call option implied volatility is at 22, July 21, January is at 23; compared to its 52-week range of 17 to 41 into the California Consumer Privacy Act, the state’s attempt to regulate the collection and sale of personal data, going into effect on January 1, 2020.​

Sarepta Therapeutics (SRPT) June weekly call option implied volatility is at 95, July is at 67; compared to its 52-week range of 47 to 87 ahead of Pfizer (NYSE: PFE) presenting initial PhIb data of PF-06939926 in DMD patients on June 28.​
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The Kraft Heinz Company (KHC) June weekly call option implied volatility is at 24, July is at 25; compared to its 52-week range of 19 to 45 after CNBC’s David Faber said numerous sources have told him that Warren Buffett and 3G, which are both investors in Kraft Heinz, are “not getting along” at present. Call put ratio 1.7 calls to 1 put with focus on June weekly 30.5 calls.​
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Disney (DIS) June weekly call option implied volatility is at 28, July is at 23; compared to its 52-week range of 15 to 34. Call put ratio 2.8 calls to 1 put with focus on June weekly 140 calls. ​

Increasing unusual option volume: AXTA CASA ERI OC AMAG TAK ANGI COF GI PAYS CBOE​
Increasing unusual call option volume: ERI AXTA AMAG OC COF ANGI TAK PPL ROK PAYS NCLH XSP DAN CZR​
Increasing unusual put option volume: CASA COUP OC TAK CBOE AMAG AEP ERI FI QD FDS SNY​
Options with decreasing option implied volatility: BHVN KR DRI ARRY CZR ORCL KMX ADBE BKS CY S BIDU​
Active options: AMD LYB FB MU CZR AAPL TSLA BAC BYND DIS NFLX BMY SNAP GE BABA T MSFT CGC AMZN MRK​
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