Mid-session IV Report June 3, 2019​

Mid-session IV Report June 3, 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: MLNX WYNN TSLA GOOG SFLY AABA GOOGL LVS SWKS BABA​

Popular stocks with increasing unusual volume: NIO CZR CNC CHK​
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Amazon (AMZN) June weekly call option implied volatility is at 43, June is at 34, July is at 31; compared to its 52-week range of 18 to 54 as shares sell off 3.5%. ​

Facebook (FB) June weekly call option implied volatility is at 45, June is at 35, July is at 30; compared to its 52-week range of 20 to 53 as shares sell off 4%.​
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Alphabet (GOOG) June weekly call option implied volatility is at 42, June is at 31, July is at 27; compared to its 52-week range of 17 to 40 as shares sell off 6.5%.​

Apple (AAPL) June weekly call option implied volatility is at 35, June is at 30; compared to its 52-week range of 16 to 46 into WWDC Keynote and possibly providing some details about its Apple TV streaming service.​
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Box (BOX) June weekly call option implied volatility is at 63, June is at 51; compared to its 52-week range of 35 to 82 into the expected release of quarterly results after the bell on June 3.​
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Salesforce (CRM) June weekly call option implied volatility is at 75, June is at 48; compared to its 52-week range of 19 to 56 into the expected release of EPS after the bell on June 4. Call put ratio 1.7 calls to 1 put with focus on June weekly calls.​
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Kraft Heinz (KHC) June weekly call option implied volatility is at 47, June is at 44; compared to its 52-week range of 18 to 44 into the expected release of quarterly results. ​
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Ambarella (AMBA) June weekly call option implied volatility is at 127, June is at 76; compared to its 52-week range of 34 to 74 into the expected release of quarterly results after the bell on June 4.​

Cracker Barrel (CBRL) June weekly call option implied volatility is at 29, June is at 26; compared to its 52-week range of 17 to 34 into the expected release of quarterly results before the bell on June 4.​
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Donaldson (DCI) July call option implied volatility is at 33, July is at 22; compared to its 52-week range of 10 to 37 into the expected release of quarterly results after the bell on June 4.​
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GameStop (GME) June weekly call option implied volatility is at 118, June is at 52; compared to its 52-week range of 36 to 85 into the expected release of quarterly results after the bell on June 4.​
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Lands End (LE) June call option implied volatility is at 68, July is at 63; compared to its 52-week range of 41 to 77 into the expected release of quarterly results before the bell on June 4.​

Navistar (NAV) June weekly call option implied volatility is at 77, June is at 55; compared to its 52-week range of 33 to 63 into the expected release of quarterly results before the bell on June 4.​

Tiffany (TIF) June weekly call option implied volatility is at 77, June is at 44; compared to its 52-week range of 20 to 51 into the expected release of quarterly results before the bell on June 4.​
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FedEx (FDX) June weekly call option implied volatility is at 44, June is at 33; compared to its 52-week range of 17 to 42.​
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Micron Technology (MU) June weekly call option implied volatility is at 53, June is at 47; compared to its 52-week range of 34 to 64. Call put ratio 2.4 calls to 1 put with focus on June weekly calls. ​
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Increasing unusual option volume: GES CAL PRGO CY MRTX KKR CMI QID MTSI​
Increasing unusual call option volume: PRGO CAL MRTX PENN CBOE LQD DISH TIVO ​
Increasing unusual put option volume: GNCA GES MRTX CMI KKR NCLH BPMC ERIC MUR FL BX IAG ZUO​
Options with decreasing option implied volatility: S INDA EPI CY PDD FXI IGT UNG DE TTM GS BA EWZ C EBAY​
Active options: AMD FB AAPL AMZN BAC TSLA CNC NFLX MSFT T BA NIO BABA NVDA GOOGL CY CRM CHK CZR TWTR​
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