Mid-session IV Report May 22, 2019

Mid-session IV Report May 22, 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: MNK KR TSLA QCOM NRZ MLNX WYNN TSLA GOOG SFLY LVS AABA NTES​

Popular stocks with increasing unusual volume: LOW AVP TGT TOL JWN​
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S&P Dep Receipts (SPY) May weekly call option implied volatility is at 16, June is at 14; compared to its 52-week range of 9 to 32 into release of FOMC minutes from April 30-May 1​
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Qualcomm (QCOM) May weekly call option implied volatility is at 66, June is at 37; compared to its 52-week range of 19 to 44 after a judge sided with the FTC and ruled that the company suppressed competition in the market for cellphone chips and used its position to exact licensing fees.​
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Netflix (NFLX) May weekly call option implied volatility is at 38, June is at 31; compared to its 52-week range of 26 to 76.​
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Beyond Meat (BYND) May weekly call option implied volatility is at 95, August is at 87; compared to its 1-week range of 89 to 124. Call put ratio 1 call to 1.3 puts.​
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Williams-Sonoma (WSM) May weekly call option implied volatility is at 41, June is at 36; compared to its 52-week range of 25 to 52 into the expected release of results today. Call put ratio 1 call to 3.6.​

Ctrip.com (CTPR) May weekly call option implied volatility is at 151, June is at 55; compared to its 52-week range of 22 to 60 into the expected release of quarterly results today after the bell.​

Vipshop Holdings (VIPS) May weekly call option implied volatility is at 153, June is at 62; compared to its 52-week range of 39 to 88 into the expected release of results today. Call put ratio 2 calls to 1 put. ​

L Brands (LB) May weekly call option implied volatility is at 134, June is at 54; compared to its 52-week range of 30 to 62 into the expected release of results today after the bell.​

BJ’s Wholesale Club (BJ) May weekly call option implied volatility is at 44, June is at 38; compared to its 52-week range 30 to 75 of into the expected release of results before the bell on May 23.​
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Deckers Outdoor (DECK) May weekly call option implied volatility is at 45, June is at 38; compared to its 52-week range of 27 to 54 into the expected release of results after the bell on May 23.​

Intuit (INTU) May weekly call option implied volatility is at 62, June is at 31; compared to its 52-week range of 19 to 46 into the expected release of results after the bell on May 23. Call put ratio 2.3 calls to 1 put.​
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Hormel Foods (HRL) May weekly call option implied volatility is at 91, June is at 33; compared to its 52-week range of 17 to 38 into the expected release of results before the bell on May 23.​
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Ross Stores (ROST) June call option implied volatility is at 30, July is at 28; compared to its 52-week range of 19 to 46 into the expected release of results on May 23. Call put ratio 5.9 puts to 1 put. ​
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Best Buy (BBY) May weekly call option implied volatility is at 118, June is at 42; compared to its 52-week range of 23 to 57 into the expected release of results before the bell on May 23. Call put ratio 1 call to 1.6 puts. ​
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Sina Corp (SINA) June call option implied volatility is at 49, July is at 45; compared to its 52-week range of 29 to 66 into the expected release of results after the bell on May 23.​
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The Buckle (BKE) June call option implied volatility is at 44, July is at 41; compared to its 52-week range of 37 to 63 into the expected release of results before the bell on May 24. Call put ratio 2.6 puts.​
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Hibbett Sports (HIBB) June call option implied volatility is at 60, July is at 51; compared to its 52-week range of 46 to 85 into the expected release of results before the bell on May 24.​
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Foot Locker (FL) May weekly call option implied volatility is at 151, June is at 52; compared to its 52-week range of 27 to 70 into the expected release of results before the bell on May 24.​

Increasing unusual option volume: AYI JWN BJ URBN EZPW CNX ITB KWEB USAT VNE SE LOW AVP TOL TGT​
Increasing unusual call option volume: CNX EMB SE ITB TREX LOW USAT AVP JWN TOCA TGT AVLR SFLY AEO TOL​
Increasing unusual put option volume: URBN KWEB JWN EZPW NTAP LOGM LOW GD PSTG AMBA TOL DLR DXJ CTL KSS​
Options with decreasing option implied volatility: MRTX ARRY AVYA TGTX FTCH QTT IGT KEM QD IQ PDD PINS JWN NOK ​
Active options: QCOM AAPL BABA BAC TSLA NFLX TWTR FB TGT LOW MU GE AMZN SE ROKU JWN AMD CTL NVDA BIDU​
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