Mid-session IV Report June 28, 2019

Mid-session IV Report June 28, 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: QURE TWTR IRBT GRUB XLNX CMG HAS EXPE

Popular stocks with increasing unusual volume: AAPL SNAP NKE BYND

Oil option implied volatility into President Trump to met on Saturday with China’s Xi. OPEC and OPEC plus with Putin

BP plc (BP) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 36.

Chevron (CVX) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 38.

EOG Resources (EOG) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 58.

ExxonMobil (XOM) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 39. Call put ratio 4 calls to 1 put with focus on June weekly 76.50 and August 80 calls.

Occidental Petroleum (OXY) 30-day option implied volatility is at 50; compared to its 52-week range of 18 to 45. Call put ratio 4.8 calls to 1 put with focus on August 55 calls.

ConocoPhillips (COP) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 48. Call put ratio 3.9 calls to 1 put with focus on June weekly calls.

Chesapeake Energy (CHK) 30-day option implied volatility is at 74; compared to its 52-week range of 43 to 116. Call put ratio 2.8 calls to 1 put.

Diamondback Energy (FANG) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 63. Call put ratio 4.3 calls to 1 put with focus on August 110 calls.

Oasis Petroleum (OAS) 30-day option implied volatility is at 66; compared to its 52-week range of 39 to 98

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 55.

Halliburton (HAL) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 57

Marathon Oil (MRO) 30-day option implied volatility is at 38; compared to its 52-week range of 31 to 67 into OPEC meeting. Call put ratio 10.5 calls to 1 put with focus on August 15 calls.

Sarepta Therapeutics (SRPT) June weekly call option implied volatility is at 99, July is at 46; compared to its 52-week range of 47 to 87 following Pfizer (PFE) DMD results. SRPT is recently up $20 to $149.

VirnetX Holding (VHC) call put ratio 9 calls to 1 put with focus on July 6 calls after the company will get a second chance to claim that Apple (AAPL) infringed its patent for secure communications, Bloomberg reported. July call option implied volatility is at 70, August is at 84; compared to its 52-week range of 64 to 148.

Beyond Meat (BYND) July option implied volatility at low end of range

Beyond Meat (BYND) June weekly call option implied volatility is at 107, July is at 84; compared to its 5-week range of 88 to 141.

Slack (WORK) July call option implied volatility is at 56, August is at 53. Call put ratio 3 calls to 1 put with focus on July and August 40 calls.

Chewy (CHWY) July call option implied volatility is at 65, August is at 64; compared to its 2-week range of 65 to 73. Call put ratio 3.2 calls to 1 put with focus on July 35 calls.

Fastly (FSLY) June call option implied volatility is at 66, July is at 65; compared to its 3-week range of 57 to 83 after recent IPO.

PagerDuty, Inc. (PD) July call option implied volatility is at 63, August is at 61; compared to its 8-week range of 68 to 101 after recent IPO.

Increasing unusual option volume: EMLC SRNE PRGS AXTA NNN HIBB ONB PFF
Increasing unusual call option volume: SRNE EMLC AXTA STM EROS FXC ONB PKG VHS
Increasing unusual put option volume: PFF NNN PCAR NVTA MRNA KNX BEAT SAP
Options with decreasing option implied volatility: NVAX CZR BB AGN MU GIS FDX CAN STZ NKE
Active options: AAPL BAC MU TSLA AMD FB BABA BYND UBER F UBER C NKE AMZN GM SNAP ABBV NFLX FCX