Mid-session IV Report June 5, 2019

Mid-session IV Report June 5, 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 GOOG AABA LVS SWKS BX DBX AXP MRVL CRM BX UCO USO​

Popular stocks with increasing unusual volume: DBX CRM CRON VZ SNAP GME F BA SFLY ROKU

Dropbox (DBX) June weekly call option implied volatility is at 53, June is at 41, July is at 40; compared to its 52-week range of 36 to 77. Call put ratio 82 calls to 1 put with focus on June weekly 23, June 22 and July 23 calls as shares rally 3.4%​
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Sarepta Therapeutics (SRPT) June weekly call option implied volatility is at 51, June is at 49, July is at 65; compared to its 52-week range of ahead of Pfizer (PFE) presenting initial PhIb data of PF-06939926 in DMD patients on 6/28.​
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Cronos Group (CRON) June weekly call option implied volatility is at 84, June is at 68, July is at 67; compared to its 52-week range of 58 to 165 after upgraded to Buy from Underperform at BofA/Merrill. Call put ratio 2.7 calls to 1 put.​
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Roku (ROKU) June weekly call option implied volatility is at 67, June is at 58, July is at 57; compared to its 52-week range of 45 to 102 after upgraded to Buy from Neutral at Guggenheim. Call put ratio 2 calls to 1 put with focus on June weekly 100 calls as shares rally 5.7%.​
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Ishares Msci Mexico Capped Etf (EWW) June weekly call option implied volatility is at 32, June is at 22; compared to its 52-week range of 17 to 43 into talks to resolve the U.S. imposing a 5% tariff on all goods coming from Mexico. Call put ratio 1.3 calls to 1 put with focus on June 44.50 calls. ​
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Cloudera (CLDR) June weekly call option implied volatility is at 201, June is at 82, July is at 61; compared to its 52-week range of 38 to 103 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 1 put. ​
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Stich Fix (SFIX) June weekly call option implied volatility is at 243, June is at 104, July is at 78; compared to its 52-week range of 47 to 111 into the expected release of quarterly results today after the bell. Call put ratio 2.3 calls to 1 put with focus on June weekly 25 calls.​
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United Natural Foods (UNFI) June call option implied volatility is at 95, July is at 63; compared to its 52-week range of 27 to 94 into the expected release of quarterly results today after the bell.​
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Five Below (FIVE) June weekly call option implied volatility is at 123, June is at 58, July is at 47; compared to its 52-week range of 29 to 61 into the expected release of quarterly results today after the bell.​

At Home (HOME) June call option implied volatility is at 101, July is at 74; compared to its 52-week range of 37 to 108 into the expected release of quarterly results on June 6.​

Beyond Meat (BYND) June weekly call option implied volatility is at 210, June is at 122, July is at 99; 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 130, June is at 57; compared to its 52-week range of 23 to 55 into the expected release of quarterly results on June 6. Call put ratio 4 calls to 1 put with focus on June (14) weekly 40 and 43 calls. ​

Signet Jewelers (SIG) June weekly call option implied volatility is at 233, June is at 103, July is at 74; compared to its 52-week range of 37 to 97 into the expected release of quarterly results before the bell on June 6.​

The J.M. Smucker Company (SJM) June call option implied volatility is at 34, July is at 27; compared to its 52-week range of 20 to 38 into the expected release of quarterly results before the bell on June 6.​

Vail Resorts (MTN) June call option implied volatility is at 48, July is at 33; compared to its 52-week range of 18 to 45 into the expected release of quarterly results after the bell on June 6.​

Zoom Video (ZM) June weekly call option implied volatility is at 86, June is at 70; compared to its 4-week range of 68 to 87 into the expected release of quarterly results after the bell on June 6.​

Zumiez (ZUMZ) June call option implied volatility is at 70, July is at 53; compared to its 52-week range of 40 to 81 into the expected release of quarterly results after the bell on June 6.​

Shutterfly (SFLY) June call option implied volatility is at 46, July is at 47; compared to its 52-week range of 24 to 81. Call put ratio 15.7 calls to 1 put with focus on July 47.50 and 52.50 calls. ​

Increasing unusual option volume: DD VIAV SSRM GWRE PVTL PAAS SMG CDE SFLY IWO HOLX ROKU CRON CINF LNC ​
Increasing unusual call option volume: VIAV SMG SSRM DD PAAS PVTL DBX CDE TIVO HOLX CVET NBIX ROK SBGL CPB DISH SFLY ​
Increasing unusual put option volume: GWRE PVTL SEE FLT GME GPRE NYCB MRNA GOLD CPB BB HOME​
Options with decreasing option implied volatility: CY DBI NTNX ZS YEXT BIG MRTX ZUO OKTA GPS AMBA BOX BBBY ULTA CARA CSIQ WSM AEO TIVO AXP DE GS​
Active options: AAPL AMD TSLA FB BABA ROKU NVDA MSFT BAC AMZN CRM SNAP CRON QCOM NFLX MU GME F VZ DBX​
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