Mid-session IV Report June 6, 2019

Mid-session IV Report June 6, 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: QEP FTCH ONCE MLNX ZAYO MTN ZUMZ ZM BYND HOME BBBY DB CLDR ​

Popular stocks with increasing unusual volume: UBER CIEN NIO SFIX ​
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Beyond Meat (BYND) June weekly call option implied volatility is at 263, June is at 123, July is at 100; compared to its 3-week range of 89 to 124 into the expected release of quarterly results today after the bell. Call put ratio 1.2 calls to 1 put with focus on June weekly 100 calls and puts. ​
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Zoom Video (ZM) June call option implied volatility is at 86, July is at 71; compared to its 4-week range of 68 to 87 into the expected release of quarterly results today after the bell. Call put ratio 6 call to 1 put with focus on June 90 calls. ​

Vail Resorts (MTN) June call option implied volatility is at 55, July is at 38; compared to its 52-week range of 18 to 45 into the expected release of quarterly results today after the bell.​

Zumiez (ZUMZ) June call option implied volatility is at 74, July is at 56; compared to its 52-week range of 40 to 81 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 3 puts with focus on June 15 and 17.50 calls.​
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Pinterest (PINS) June weekly call option implied volatility is at 62, June is at 51, July is at 50; compared to its 4-week range of 54 to 97 as shares rally 2%. Call put ratio 2.7 calls to 1 put with focus on June weekly 25 and 26 calls.​

Uber (UBER) June weekly call option implied volatility is at 51, June and July is at 45; compared to its 3-week range of 44 to 58 as shares rally 0.6%. Call put ratio 4.5 calls to 1 put with focus on June weekly 45 calls. ​

Lyft (LYFT) June weekly call option implied volatility is at 64, June is at 52, July is at 50; compared to its 5-week range of 48 to 78. Call put ratio 1.7 calls to 1 put with focus on July 65 calls.​

Fleetcor Technologies, Inc. (FLT) June call option implied volatility is at 37, July is at 30; compared to its 52-week range of 17 to 48 after a negative Citron Research report. Call put ratio 1 call to 4.1 puts with focus on June 240 puts. ​
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Insys Therapeutics (INSY) call put ratio 5.8 calls to 1 put with focus on June 1 and 2 calls as shares rally 44%.
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Increasing unusual option volume: JNK FLT AMX HOME NYCB CIEN INSY GTT EROS FCEL VER NI BEN ​
Increasing unusual call option volume: HOME CIEN EROS FLT BRKS INSY FTCH AXGT SFIX BEN VRSN SFM CLDR​
Increasing unusual put option volume: JNK FLT NYCB EROS SAN NR BEN ARQL SIG BTI GES AZN​
Options with decreasing option implied volatility: CY MRTX NTNX WSM AMBA ZS BIG GPS SIG ZUO MDB ULTA SFIX BOX CIEN SFIX CIEN FIVE SIG PVTL ​
Active options: AMD TSLA AAPL FB BAC NVDA ROKU SNAP AMZN T UBER CIEN MSFT BABA QCOM NFLX CLDR SFIX NIO C ​
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