Mid-session IV Report June 27, 2019

Mid-session IV Report June 27, 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: OSTK IRBT ALXN GRUB XLNX ALGN CMG TEAM JNJ OSTK MKC PFE​
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Popular stocks with increasing unusual volume: BB ABBV LEN F BYND NIO​
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Howard Hughes Corp. (HHC) call put ratio 1 call to 1 put with focus on July 120 calls and 115 puts after CNBC says company exploring alternatives. Shares are currently halted up $27.50 to $120.09.​

Overstock.com (OSTK) June weekly call option implied volatility is at 168, July is at 98; compared to its 52-week range of 65 to 137 as shares trade up from multi-year low.​
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Nike (NKE) June weekly call option implied volatility is at 109, July is at 33: compared to its 52-week range of 17 to 46 into the expected quarterly release today after the bell.​

Constellation Brands (STZ) June weekly call option implied volatility is at 110, 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.​

JinkoSolar (JKS) July call option implied volatility is at 67, August is at 65, compared to its 52-week range of 49 to 93 into the expected quarterly release before the bell on June 28.​

Navistar (NAV) June weekly call option implied volatility is at 33, July is at 32; compared to its 52-week range of 32 to 63 into Volkswagen truck unit IPO.​
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Gold option implied volatility at upper end of range​ after recent rally into G20
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SPDR Gold Trust (GLD) June weekly call option implied volatility is at 23, July is at 13; compared to its 52-week range of 8 to 13 as shares gold trends higher. Call put ratio 1.8 calls to 1 put with focus on June weekly 133, 134 and 135 calls.​

Newmont Mining (NEM) June weekly call option implied volatility is at 30, July is at 25; compared to its 52-week range of 18 to 38. ​

Kinross Gold (KGC) July call option implied volatility is at 42; compared to its 52-week range of 28 to 58. Call put ratio 4.3 calls to 1 put.​

Direxion Daily Gold Miners Bull 3x Shares (NUGT) June weekly call option implied volatility is at 124, July is at 90; compared to its 52-week range of 51 to 104. Call put ratio 1.9 calls to put with focus on July 21 and 22 calls.​

Barrick Gold (GOLD) June weekly call option implied volatility is at 40, July is at 31; compared to its 52-week range of 21 to 44. Call put ratio 1.3 calls to 1 put with focus on January 22 calls, June weekly 15.50 puts.​

Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) June weekly call option implied volatility is at 147, July is at 107; compared to its 52-week range of 48 to 110. Call put ratio 2.4 calls to 1 put with focus on June weekly 12 and 12.50 calls. ​

iShares Gold Trust (IAU) June weekly call option implied volatility is at 25, July is at 17; compared to its 52-week range of 9 to 20 .

Market Vectors Gold Miners ETF (GDX) June weekly call option implied volatility is at 44, July is at 31; compared to its 52-week range of 18 to 34. Call put ratio 1 call to 2.6 puts with focus on August 25 puts.​

Market Vector Junior Gold Miners Etf (GDXJ) June weekly call option implied volatility is at 35, July is at 37; compared to its 52-week range of 19 to 37. Call put ratio 1.3 calls to 1 put with focus on August 35 calls.​

Increasing unusual option volume: MEIP ASND DOVA MED LEN SUM WAT NVRO AG KBH ZGNX HHC​
Increasing unusual call option volume: MTN ERI KBH ASND LEN SUM MED VNQ ZGNX NAK OSTK​ HHC
Increasing unusual put option volume: FIZZ TJX KBH CAG GPRE NVRO ON OC LQD ​HHC
Options with decreasing option implied volatility: MLNT ZGNX CZR AGN KMX BB WBA GIS ACN AABA NRZ CZR ​
Active options: AMD AAPL MU BAC BA NVDA TSLA FB NIO NFLX BABA BYND BB AMZN UBER BHC ABBV MSFT LEN F​
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