Mid-session IV Report June 25, 2019​

Mid-session IV Report June 25, 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.​
​
Options with increasing option implied volatility: S TMUS GLD CVS ALXN TWTR IRBT CMG HAS NOW ABBV GWW JNPR UPS CELG MU FDX NKE ZAYO​
​
Popular stocks with increasing unusual volume: AGN ABBV ROKU SNAP BYND​

Jerome Powell is speaking at 1pm

Amazon (AMZN) June weekly call option implied volatility is at 25, July is at 24; compared to its 52-week range of 20 to 55 into Amazon Prime two-day event on July 15 to July 16.​
​
Microsoft (MSFT) June weekly call option implied volatility is at 24, July is at 23; compared to its 52-week range of 15 to 44 as shares sell off 2.1%.​

Alphabet (GOOGL) June weekly call option implied volatility is at 26, July is at 22; compared to its 52-week range of 18 to 42 as shares sell off 2.4%. Call put ratio 2.4 calls to 1 put as shares sell off 2.4%.​

FedEx (FDX) June weekly call option implied volatility is at 75, July is 37; compared to its 52-week range of 17 to 41 into the expected quarterly release after the bell on June 25. Call put ratio 1 call to 1.3 puts.​

Micron (MU) June weekly call option implied volatility is at 109, July is at 55; 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 1.3 calls to 1 put. ​

BlackBerry (BB) June weekly call option implied volatility is at 135, July is at 56; compared to its 52-week range of 30 to 61 into the expected release of quarterly results on June 26. Call put ratio 4.6 calls to 1 put with focus on June weekly and July calls. ​

Boston Scientific (BSX) June weekly call option implied volatility is at 31, July is at 22; compared to its 52-week range 16 to 43 into a company hosted investor day on June 26. Call put ratio 24 calls to 1 put with focus on November 43 and 48 calls.​
​
Allergan (AGN) June weekly call option implied volatility is at 24, puts at 34, July is at 17; compared to its 52-week range 19 to 41 on AbbVie (ABBV) acquiring. Call put ratio 1.2 calls to 1 put with focus on June weekly 165 calls and puts.​

AbbVie (ABBV) June weekly call option implied volatility is at 48, above a level of 24 from June 24, July is at 32; compared to its 52-week range of 20 to 46 after acquiring Allergan (AGN). Call put ratio 2.8 calls to 1 put.​

Recent IPO’s
​
Uber (UBER) 30 day option implied volatility is at 40; compared to its 4-week range of 39 to 59.​
​
Lyft (LYFT) 30 day option implied volatility is at 50; compared to its 7-week range of 47 to 79.​
​
Pinterest (PINS) 30 day option implied volatility is at 53; compared to its 6-week range of 49 to 97.​
​
Zoom (ZM) 30 day option implied volatility is at 65; compared to its 5-week range of 60 to 87. Call put ratio 1.8 calls to 1 put with focus on June weekly 90 calls. ​
​
Beyond Meat (BYND) 30 day option implied volatility is at 105; compared to its 4-week range of 88 to 140. Call put ratio 1.3 calls to 1 put with focus on June weekly 155 calls as shares rally 4%.​
​
Levi Strauss (LEVI) 30 day option implied volatility is at 42; compared to its 6-week range of 31 to 54.​
​
Luckin Coffee Inc. (LK) 30 day option implied volatility is at 81; compared to its 5-week range of 81 to 120.​
​
Tradeweb Markets (TW) 30 day option implied volatility is at 44; compared to its 5-week range of 43 to 62.​
​
PagerDuty, Inc. (PD) 30 day option implied volatility is at 74; compared to its 3-week range of 70 to 101.​
​
Chewy (CHWY) July call option implied volatility is at 73, August is at 65; compared to its 2-week range of 69 to 73. Call put ratio 3.3 calls to 1 put with focus on July 30 puts. ​
​
Roku (ROKU) June weekly call option implied volatility is at 54, July is at 73; compared to its 52-week range of 45 to 103.​

Sarepta Therapeutics (SRPT) June weekly call option implied volatility is at 99, July is at 68; 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. Call put ratio 2.4 calls to 1 put.​

Riot Blockchain (RIOT) June weekly call option implied volatility is at 210, July is at 152; compared to its 52-week range of 90 to 258. Call put ratio 3.2 calls to 1 put with focus on June weekly 3.5 and 4 calls.​

Increasing unusual option volume: EXTR RPM CCK SBGL RMD AGN ABBV RIOT​
Increasing unusual call option volume: RPM CCK SBGL ABBV AGN WES KWEB NWL ERI CHTR GDX NGD​
Increasing unusual put option volume: BYD AGN EXTR AGN ABBV CBL BYD WTI NSC ERI CHWY​
Options with decreasing option implied volatility: CZR BHVN KR AGN DRI DVA KMX ORCL BKLN HYG AOBC KR DRI​
Active options: BAC ABBV AMD MSFT AGN AAPL MU BYND FB WMT BHC NFLX BABA TSLA ROKU SNAP AMZN GOOGL GOLD GE ​
​