Mid-session IV Report June 26, 2019

Mid-session IV Report June 26, 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: DAKT NKE JNJ PFE LLY OSTK WDC IYR BAX CAG ABT MDT ALXN IRBT TWTR LL CMG ALGN AMC GRUB​ S
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Popular stocks with increasing unusual volume: DBX FDX WDC ABBV BB ROK GIS​ S
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Dropbox (DBX) June weekly call option implied volatility is at 44, July is at 39; compared to its 52-week range of 34 to 72. Call put ratio 16.5 calls to 1 put with focus on June weekly and July calls on renewed MSFT chatter.​

Target (TGT) June weekly call option implied volatility is at 27, July is at 22; compared to its 52-week range of 19 to 44 into ‘Target Deal Days’ sale on July 15 and 16.​
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Amazon (AMZN) June weekly call option implied volatility is at 24, July is at 23; compared to its 52-week range of 20 to 55 into Amazon Prime two-day event on July 15 to July 16.​
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Petrobras (PBR) June weekly call option implied volatility is at 39, July is at 36; compared to its 52-week range of 32 to 93 after 120M shares priced at $15.84. Call put ratio 1 call to 20 puts with focus on July 14 puts.​

Global Chip makers rally on Micron (MU) upbeat results, outlook and China shipments ​
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Applied Materials (AMAT) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 75 ​
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NVIDIA (NVDA) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 86 following

Micron’s (MU) commentary and announced steps targeting supply growth discipline. Call put ratio 2 calls to 1 put with focus on June weekly calls.​
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Intel (INTC) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 45. Call put ratio 2.2 calls to 1 put with focus on June weekly 48.50 and July calls. ​

AMD (AMD) 30-day option implied volatility is at 60; compared to its 52-week range of 41 to 96. Call put ratio 2.4 calls to 1 put with focus on July 5 calls. ​

Micron (MU) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 67 after announcing quarterly results.​

Qualcomm (QCOM) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 44. Call put ratio 1.9 calls to 1 put with focus on July call volume.​

Texas Instruments (TXN) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 45. Call put ratio 2.5 calls to 1 put with focus on October 125 calls. ​

Broadcom (AVGO) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 48 ​

Marvell (MRVL) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 58. Call put ratio 4.2 calls to 1 put.​

Microchip (MCHP) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 57. Call put ratio 1 call to 39 puts with focus on July weekly 85 puts.​

Western Digital (WDC) 30-day option implied volatility is at 58; compared to its 52-week range of 25 to 73. Call put ratio 2.4 calls to 1 put with focus on June weekly 41.50 calls.​

Market Vectors Semiconductor ETF (SMH) March weekly call option implied volatility is at 27, April is at 23; compared to its 52-week range of 18 to 40. Call put ratio 1 call to 7.2 puts.​
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Herman Miller (MLHR) July call option implied volatility is at 33, August is at 28; compared to its 52-week range of 19 to 58 into the expected quarterly release today after the bell.​

H.B. Fuller (FUL) July call option implied volatility is at 32, August is at 27; compared to its 52-week range of 18 to 43 into the expected quarterly release today after the bell.​

KB Home (KBH) July call option implied volatility is at 44, August is at 38 compared to its 52-week range of 31 to 60 into the expected quarterly release today after the bell.​

Worthington Industries (WOR) July call option implied volatility is at 33, August is at 29; compared to its 52-week range of 22 to 48 into the expected quarterly release today after the bell.​

Accenture (ACN) June weekly call option implied volatility is at 59, July is at 24; compared to its 52-week range of 15 to 35 into the expected quarterly release before the bell on June 27.​

Conagra (CAG) July call option implied volatility is at 37, August is at 30; compared to its 52-week range of 17 to 48 into the expected quarterly release before the bell on June 27. Call put ratio 1 call to 6 puts with focus on July 25 puts.​

McCormick (MKC) July call option implied volatility is at 29, August is at 25; compared to its 52-week range of 16 to 34 into the expected quarterly release before the bell on June 27.​

Nike (NKE) June weekly call option implied volatility is at 79, July is at 32: compared to its 52-week range of 17 to 46 into the expected quarterly release after the bell on June 27.​

Walgreens Boots Alliance (WBA) June weekly call option implied volatility is at 84, July is at 35; compared to its 52-week range of 18 to 39 into the expected quarterly release before the bell on June 27.​

Constellation Brands (STZ) June weekly call option implied volatility is at 93, July is at 37; compared to its 52-week range of 16 to 45 into the expected quarterly release before the bell on June 28.​

Increasing unusual option volume: IWN FICO HGV BAH QD XAU FLIR GEO PBR​
Increasing unusual call option volume: AMC BB FNV HIMX GTT AMAG HGV AEM GTT MAC TSG​
Increasing unusual put option volume: MDLZ TCX BAX CREE PBR QD HRTX FNV XAU GBT BAC JBLU​
Options with decreasing option implied volatility: AGN CZR AABA CBOE MLNT HTZ AGN KR KMX DRI ORCL​
Active options: MU AMD AAPL PBR NVDA BABA MSFT F BAC BYND NFLX FDX WDC AMZN INTC ABBV BB ROKU GIS SNAP T PBR​
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