Mid-session IV Report June 26, 2020

Mid-session IV Report June 26, 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: GPS CRBP TNA CLDR TNA LVS UAA FB INO PLUG FSLY

Popular stocks with increasing unusual volume: GPS INO AAL NKE NKLA

Gap, Inc. (GPS) June weekly call option implied volatility is at 310, July is at 176; compared to its 52-week range of 30 to 131 after confirms collaboration with Kanye West. Call put ratio 6 calls to 1 put with focus on June weekly calls.

Kroger (KR) June weekly call option implied volatility is at 51, July is at 34; compared to its 52-week range of into 28 to 95 after Albertsons (ACI) prices IPO at $16 a share. Call put ratio 3.9 calls to 1 put with focus on June weekly calls.

China digital retailer’s option implied volatility flat amid share prices at upper end of range

Alibaba (BABA) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 63 as shares near upper end of range. Call put ratio 2.6 calls to 1 put with focus on June weekly 217.50 and 220 calls.

JD.com (JD) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 81 as shares near upper end of range.

Pinduoduo (PDD) 30-day option implied volatility is at 63; compared to its 52-week range of 38 to 84 as shares near record high.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 60; compared to its 52-week range of 39 to 80 as shares near upper end of range.

Financial Select Sector SPDR ETF (XLF) June weekly call option implied volatility is at 64, July is at 41; compared to its 52-week range of 13 to 111 as shares sell off 3.2%. Call put ratio 1.3 calls to 1 put after Federal Reserve Annual Stress Tests.

Spdr S&P Bank Etf (KBE) July call option implied volatility is at 53, August is at 50; compared to its 52-week range of 17 to 126 after Federal Reserve Annual Stress Tests. Call put ratio 1 call to 1 put. Shares are down 5%.

Increasing unusual option volume: ZGNX WKHS GPS CLDR
Increasing unusual call option volume: WKHS ZGNX GPS CLDR AZN PAYS
Increasing unusual put option volume: GDS USFD MOS FSLY NKLA RSX GPS SPOT
Options with decreasing option implied volatility: NKLA NKE CZR
Active options: AAPL FB TSLA GPS MSFT BA BAC AMZN INO WFC AAL NKE AMD JPM SNAP BABA UBER DIS LK NKLA