Mid-session IV Report May 26, 2020​

Mid-session IV Report May 26, 2020​

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.​

Options with increasing option implied volatility: FG ZYNE EURN GNSS VICI ATRA MAXR

Popular options with increasing volume: CCL NCLH LK UAL DIS AAL

Autodesk (ADSK) May weekly call option implied volatility is at 48, June is at 43; compared to its 52-week range of 21 to 89 into the expected release of quarter results after the bell on May 27.

Box (BOX) May weekly call option implied volatility is at 77, June is at 66; compared to its 52-week range of 32 to 107 into the expected release of quarter results after the bell on May 27. Call put ratio 26 calls to 1 put with focus on June 20 calls.

Canada Goose (GOOS) May weekly call option implied volatility is at 74, June is at 81; compared to its 52-week range of 39 to 118 into the expected release of quarter results on May 27.

Capri Holdings (CPRI) May weekly call option implied volatility is at 107, June is at 89; compared to its 52-week range of 33 to 155 into the expected release of quarter results before the bell on May 27.

HP (HPQ) May weekly call option implied volatility is at 95, June is at 55; compared to its 52-week range of 20 to 109 into the expected release of quarter results after the bell on May 27. Call put ratio 9 calls to 1 put with focus on May weekly 18 calls.

NetApp (NTAP) May weekly call option implied volatility is at 89, June is at 53; compared to its 52-week range of 23 to 121 into the expected release of quarter results after the bell on May 27. Call put ratio 2.4 calls to 1 put.

Ralph Lauren (RL) May weekly call option implied volatility is at 91, June is at 34; compared to its 52-week range of 25 to 121 into the expected release of quarter results before the bell on May 27. Call put ratio 3 call to 1 put.

PVH (PVH) May weekly call option implied volatility is at 79, July is at 68; compared to its 52-week range of 81 to 145 into the expected release of quarter results on May 27. Call put ratio 2.7 calls to 1 put.

Vipshop (VIPS) May weekly call option implied volatility is at 147, June is at 73; compared to its 52-week range of 39 to 89 into the expected release of quarter results before the bell on May 27. Call put ratio 2.6 call to 1 put.

Workday (WDAY) May weekly call option implied volatility is at 106, June is at 55; compared to its 52-week range of 26 to 85 into the expected release of quarter results after the bell on May 27. Call put ratio 4.2 calls to 1 put.

Salesforce (CRM) May weekly call option implied volatility is at 41, June is at 35; compared to its 52-week range of 18 to 96 into the expected release of quarter results after the bell on May 28. Call put ratio 2.4 calls to 1 put.

RH (RH) over all option implied volatility is at 95; compared to its 52-week range of 33 to 163 after Citron touts RH as long idea, sees stock going to $400 in next year. Call put ratio 5.2 calls to 1 put with focus on May weekly 200 and June 230 calls.

Increasing unusual option volume: BJ MARK VICI CERS EGHT TPX VNO MRK NVAX RH

Increasing unusual call option volume: BJ MARK CERS EGHT COTY TPX CDEV SPLK

Increasing unusual put option volume: SRNE VNO OVV PAGS APPN EWC TIF XLC DKNG

Options with decreasing option implied volatility: SRNE APT PCG CODX DKNG TNK CAR

Active options: AAPL FB BAC GE AAL TSLA AMD DAL BA DIS BABA UAL MSFT LK JPM F NVDA NCLH WFC CCL