Mid-session IV Report November 1, 2019

Mid-session IV Report November 1, 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: AXSM COMM ONCE AUPH MDR AMRN CNDT CRC INFN COMM ANF CHK FL WLL M WW HTZ UBER​
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Popular stocks with increasing unusual volume: ​PINS BYND PBR X FIT
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Ferrari (RACE) November weekly call option implied volatility is at 43, November is at 34; compared to its 52-week range of 21 to 43 into the expected release of results on November 4. Call put ratio 1 call to 2.6 puts.​

Groupon (GRPN) November weekly call option implied volatility is at 95, November is at 64, December is at 49; compared to its 52-week range of 36 to 104 into the expected release of results after the bell on November 4. Call put ratio 2.5 calls to 1 put with focus on November weekly 3 calls.​

Hartford (HIG) November weekly call option implied volatility is at 31, November is at 27; compared to its 52-week range of 16 to 36 into the expected release of results after the bell on November 4.​

Hertz (HTZ) November weekly call option implied volatility is at 95, November is at 71, December is at 54; compared to its 52-week range of 47 to 107 into the expected release of results after the bell on November 4. Call put ratio 2.4 calls to 1 put. ​

Marriott (MAR) November call option implied volatility is at 37, November is at 29, December is at 22; compared to its 52-week range of 19 to 40 into the expected release of results after the bell on November 4. Call put ratio 2.3 call to 1 put. ​

McDermott (MDR) November call option implied volatility is at 220, December is at 180; compared to its 52-week range of 58 to 324 into the expected release of results on November 4.​

Occidental (OXY) November call option implied volatility is at 47, November is at 41, December is at 33; compared to its 52-week range of 20 to 45 into the expected release of results after the bell on November 4.​

PG&E (PCG) November weekly call option implied volatility is at 155, November and December is at 170; compared to its 52-week range of 28 to 254 into the expected release of results after the bell on November 4.​

Shake Shack (SHAK) November weekly call option implied volatility is at 87, November is at 66; December is at 66; compared to its 52-week range of 31 to 69 into the expected release of results after the bell on November 4.​

Sohu (SOHU) November call option implied volatility is at 70, December is at 60; compared to its 52-week range of 43 to 96 into the expected release of results before the bell on November 4. Call put ratio 63 calls to 1 put with focus on December 12.50 and March 15. ​

Sprint (S) November call option implied volatility is at 62, November is at 50, December is at 45; compared to its 52-week range of 29 to 133 into the expected release of results on November 4. Call put ratio 1 call to 4.5 puts with focus on November 6 calls. ​

Tenet Healthcare (THC) November weekly call option implied volatility is at 92, November is at 68, December is at 55; compared to its 52-week range of 45 to 75 into the expected release of results after the bell on November 4.​

Uber (UBER) November weekly call option implied volatility is at 120, November is at 64, December is at 62; compared to its 52-week range of 39 to 70 into the expected release of results after the bell on November 4. Call put ratio 1 call to 2.3 puts with focus on November weekly 31 puts.​

Under Armour (UAA) November weekly call option implied volatility is at 95, November is at 73, December is at 37; compared to its 52-week range of 32 to 66 into the expected release of results on November 4. Call put ratio 1 call to 2.6 puts with focus on December and January 17.50 puts. ​

Under Armour (UA) November call option implied volatility is at 94, November is at 69, December is at 47; compared to its 52-week range of 32 to 67 into the expected release of results on November 4. Call put ratio 6.7 calls to 1 put with focus on November weekly calls. ​
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Increasing unusual option volume: INVA CENX FIT ANET WMGI XENT SGMS QRVO FLWS PINS MLCO TAK​ YETI SPCE
Increasing unusual call option volume: CENX WMGI FIT ANET MLCO QRVO SGMS TRN FTNT XNET KPTI NLY​
Increasing unusual put option volume: CARA FIT ANET PINS A FLT NSC NWL WWE EMR CHRW MHK SYK​ SPCE
Options with decreasing option implied volatility: TAP FEYE AMD SNE EXAS MDLZ HLF EA PINS PBR ROKU BYND X FIT MRTX GGAL DDD FLR ​
Active options November 1: AAPL FIT BABA AMD FB X TSLA PINS GE AMZN BAC MSFT PBR ROKU NFLX UBER ABBV TWTR BYND SBUX​
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