Mid-session IV Report June 7, 2019

Mid-session IV Report June 7, 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: HOME FTCH CLDR DBX AMD QEP NYCB ONCE ZAYO​

Popular stocks with increasing unusual volume: BYND GE SNAP ROKU C YETI TLRY ​

FANG option implied volatility flattens as shares rally​

Facebook (FB) June weekly call option implied volatility is at 29, June is at 28, July is at 28; compared to its 52-week range of 20 to 53 as shares rally 2.6%. Call put ratio 2.3 calls to 1 put with focus on August 180 calls. ​

Apple (AAPL) June weekly call option implied volatility is at 28, June is at 27, July is at 26; compared to its 52-week range of 16 to 45 a shares rally 3.4%.​

Amazon (AMZN) June weekly call option implied volatility is at 24, June is at 25, July is at 25; compared to its 52-week range of 19 to 54 as shares rally 2.5%.​

Netflix (NFLX) June weekly call option implied volatility is at 31, June is at 33, July is at 41; compared to its 52-week range of 25 to 75 a shares rally 2.1%.​

Alphabet (GOOGL) June weekly call option implied volatility is at 22, June is at 21, July is at 22; compared to its 52-week range of 17 to 42 a shares rally 2%.​
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Quick serve restaurants option implied volatility is low as shares trade at upper end of range​

McDonald’s (MCD) 30 day option implied volatility is at 14; compared to its 52-week range of 13 to 30​
Restaurant Brands Int’l (NYSE: QSR) 30 day option implied volatility is at 23; compared to its 52-week range of 19 to 39​
Wendy’s (WEN) 30 day option implied volatility is at 21; compared to its 52-week range of 21 to 41 ​
Jack in the Box (JACK) 30 day option implied volatility is at 23; compared to its 52-week range of 21 to 44​
Chipotle (CMG) 30 day option implied volatility is at 29; compared to its 52-week range of 22 to 51​
Yum Brands (YUM) 30 day option implied volatility is at 15; compared to its 52-week range of 13 to 30 ​
Starbucks (SBUX) 30 day option implied volatility is at 20; compared to its 52-week range of 15 to 39 ​
Dunkin’ Brands (DNKN) 30 day option implied volatility is at 20; compared to its 52-week range of 17 to 34 ​
Shake Shack (SHAK) 30 day option implied volatility is at 35; compared to its 52-week range of 30 to 73​
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Sarepta Therapeutics (SRPT) June call option implied volatility is at 51, June weekly (66) is at 63, July is at 60; compared to its 52-week range of 47 to 87 ahead of Pfizer (NYSE: PFE) presenting initial PhIb data of PF-06939926 in DMD patients on 6/28.​

Yeti (YETI) June weekly call option implied volatility is at 59, June is at 59, July is at 61; compared to its 52-week range of 48 to 96. Call put ratio 7.5 calls to 1 put with focus on July weekly 25 calls. ​

Tilray, Inc. (TLRY) call put ratio 3.3 calls to 1 put with focus on June 40 calls​
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Increasing unusual option volume: ATUS HGV ONB WCN STAA ITT XAU UNFI BOOM SNN DOCU EFX MTZ EROS​
Increasing unusual call option volume: TLRY YETI ONB ATUS BOOM EFX SNN STAA BKLN DOCU MTSI EMB BKS​
Increasing unusual put option volume: UNFI ITT BILI EROS XAU MTZ PLAN DOCU NEPT SAN FSP TSEM FLEX ASNA ZM​
Options with decreasing option implied volatility: BKS SIG CY MIK SMAR BOX CIEN SFIX PVTL EWU CLDR ASHR CRON COST​
Active options: AAPL AMD MSFT AMZN TSLA FB BYND BABA NFLX BAC ROKU SNAP V NVDA T MU TWTR SQ INTC GE​
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