Mid-session IV Report June 4, 2019​

Mid-session IV Report June 4, 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: LK UCO TIVO CRM DVA FB NRZ ZAYO​

Popular stocks with increasing unusual volume: NIO GM KO CLDR CVS SNAP​

June weekly call option implied volatility stays bid in AMZN FB GOOG AAPL as share prices consolidate
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Amazon (AMZN) June weekly call option implied volatility is at 41, June is at 31, July is at 30; compared to its 52-week range of 18 to 54 as shares sell off 0.6%. Call put ratio 1.8 calls to 1 put with focus on June weekly 1690 calls. ​

Facebook (FB) June weekly call option implied volatility is at 51, June is at 37, July is at 33; compared to its 52-week range of 20 to 53 as shares sell off 1.5%.​
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Alphabet (GOOG) June weekly call option implied volatility is at 33, June is at 27, July is at 25; compared to its 52-week range of 17 to 40.​

Apple (AAPL) June weekly call option implied volatility is at 35, June is at 30, July is at 27; compared to its 52-week range of 16 to 46.​
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Salesforce (CRM) June weekly call option implied volatility is at 77, June is at 44; compared to its 52-week range of 19 to 56 into the expected release of quarterly results today after the bell on June 4. Call put ratio 1.6 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 41, June is at 42; compared to its 52-week range of 18 to 44 into the expected release of quarterly results. Call put ratio 1.6 calls to 1 put. ​
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Ambarella (AMBA) June weekly call option implied volatility is at 137, June is at 76; compared to its 52-week range of 34 to 74 into the expected release of quarterly results today after the bell.​
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GameStop (GME) June weekly call option implied volatility is at 131, June is at 62; compared to its 52-week range of 36 to 85 into the expected release of quarterly results today after the bell. Call put ratio 2.8 calls to 1 put with focus on June weekly 8.5 calls. ​
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American Eagle (AEO) June weekly call option implied volatility is at 103, June is at 60; compared to its 52-week range of 31 to 67 into the expected release of quarterly results before the bell on June 5.​

Campbell Soup (CPB) June weekly call option implied volatility is at 62, June is at 39; compared to its 52-week range of 23 to 52 into the expected release of quarterly results before the bell on June 5. Call put ratio 1 call to 18 puts with focus on June 35.50 puts.​

Cloudera (CLDR) June weekly call option implied volatility is at 163, June is at 80; compared to its 52-week range of 38 to 103 into the expected release of quarterly results after the bell on June 5. Call put ratio 2.7 calls to 1 put with focus on June weekly 10.50 calls. ​

Stich Fix (SFIX) June weekly call option implied volatility is at 185, June is at 101; compared to its 52-week range of 47 to 111 into the expected release of quarterly results after the bell on June 5.​

United Natural Foods (UNFI) June call option implied volatility is at 88, July is at 71; compared to its 52-week range of 27 to 94 into the expected release of quarterly results after the bell on June 5.​

At Home (ATHM) June call option implied volatility is at 106, July is at 82; compared to its 52-week range of 37 to 108 into the expected release of quarterly results before the bell on June 5.​

Beyond Meat (BYND) June weekly call option implied volatility is at 199, June is at 126; compared to its 3-week range of 89 to 124 into the expected release of quarterly results after the bell on June 6.​

Ciena (CIEN) June weekly call option implied volatility is at 112, June is at 57; compared to its 52-week range of 23 to 55 into the expected release of quarterly results on June 6.​
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Signet Jewelers (SIG) June weekly call option implied volatility is at 198, June is at 101; compared to its 52-week range of 37 to 97 into the expected release of quarterly results before the bell on June 6.​
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SPDR Gold Trust (GLD) June weekly call option implied volatility is at 12, June is at 10; compared to its 52-week range of 8 to 13 as shares gold trends to two-month high. Call put ratio 2.6 calls to 1 put with focus on June weekly 125 calls.​
Newmont Mining (NEM) June weekly call option implied volatility is at 29, June is at 28; compared to its 52-week range of 18 to 38. Call put ratio 6.9 calls to put with focus on September 35 calls.​
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Kinross Gold (KGC) June weekly call option implied volatility is at 47, June is at 39; compared to its 52-week range of 28 to 58. Call put ratio 2.6 calls to 1 put.​
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Barrick Gold (GOLD) June weekly call option implied volatility is at 34, June is at 32; compared to its 52-week range of 21 to 44. June 13 calls and July 12 puts active​
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Increasing unusual option volume: FSP GTN UBS APPS VTR​
Increasing unusual call option volume: APPS DNR CPB​
Increasing unusual put option volume: UBS FSP BOX NCLH HUN BYD ​
Options with decreasing option implied volatility: S AMRN NAV CARA DBI BOX NTNX BIG GOOS CY GPS​
Active options: AMD AAPL FB TSLA NFLX AMZN MSFT BAC TWTR NVDA NIO GM KO CLDR CVS SNAP BABA GM CVS NIO DNR GE PFE BAX BA SQ ​
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