Mid-session IV Report November 11, 2019

Mid-session IV Report November 11, 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: ​GME OXY TSN CSCO NVDA WMT AMRN AM RH AZO WBA HPQ FIT ONCE CRON BAX CLVS OSTK WMT NVDA GOOS CSCO NTAP CVS AAP
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Popular stocks with increasing unusual volume: NIO DIS WBA BAX GRMN
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Amarin Corp. (AMRN) November call option implied volatility is at 292, December is at 105; compared to its 52-week range of 55 to 171. Call put ratio 1.9 call to 1 put with focus on November weekly 18 calls and December 16.5 puts ahead of the November 14, 2019 FDA AdCom meeting to discuss the sNDA to expand the Vascepa label to include patients with elevated triglycerides on statin therapy who still have residual cardiovascular risk.​
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S&P Dep Receipts (SPY) November call option implied volatility is at 10; December is at 12; compared to its 52-week range of 10 to 32 into The Fed Chair Jerome Powell scheduled to testify on the economic outlook before the Joint Economic Committee on November 13. ​
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PowerShares QQQ Trust (QQQ) November call option implied volatility is at 15; December is at 15; compared to its 52-week range of 14 to 37 into The Fed Chair Jerome Powell scheduled to testify on the economic outlook before the Joint Economic Committee on November 13. ​
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Walgreens Boots Alliance (WBA) November call option implied volatility is at 36, December is at 28; compared to its 52-week range of 19 to 37 after KKR (KKR) makes formal approach about taking Walgreens private, Bloomberg reports. Call put ratio 1.8 calls to 1 put with focus on December 62.50 calls and December 60 puts. ​
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ADT (ADT) November call option implied volatility is at 85, December is at 47; compared to its 52-week range of 31 to 75 into the expected release of quarter results after the bell on November 12. ​

Advanced Auto Parts (AAP) November call option implied volatility is at 77, December is at 34; compared to its 52-week range of 24 to 52 into the expected release of quarter results before the bell on November 12. Call put ratio 1 call to 11.6 puts with focus on November 160 puts. ​

Canadian Solar (CSIQ) November call option implied volatility is at 110, December is at 58; compared to its 52-week range of 37 to 71 into the expected release of quarter results before the bell on November 12. Call put ratio 3.4 calls to 1 put with focus on November calls. ​

CBS (CBS) November call option implied volatility is at 53, December is at 31; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on November 12. Call put ratio 5.1 calls to 1 put with focus on November 39.50 calls. ​

Dillards (DDS) November call option implied volatility is at 64, December is at 62; compared to its 52-week range of 35 to 80 into the expected release of quarter results on November 12. Call put ratio 2.2 calls to 1 put.​

Overstocks (OSTK) November call option implied volatility is at 184, December is at 105; compared to its 52-week range of 72 to 154 into the expected release of quarter results before the bell on November 12. Call put ratio 2.9 calls to 1 put with focus on November 10 calls. ​

Rockwell (ROK) November call option implied volatility is at 54, December is at 29; compared to its 52-week range of 20 to 39 into the expected release of quarter results before the bell on November 12.​

Skyworks (SWKS) November call option implied volatility is at 72, December is at 35; compared to its 52-week range of 26 to 54 into the expected release of quarter results after the bell on November 12. Call put ratio 2.3 calls to 1 put with focus on November 100 calls and puts.​

Tyson (TSN) November call option implied volatility is at 62, December is at 28; compared to its 52-week range of 20 to 36 into the expected release of quarter results before the bell on November 12. Call put ratio 5 calls to 1 put with focus on November 83 calls. ​

Cisco (CSCO) November call option implied volatility is at 56, December is at 26; compared to its 52-week range of 17 to 42 into the expected release of quarter results after the bell on November 13.​

NVIDIA (NVDA) November call option implied volatility is at 81, December is at 41; compared to its 52-week range of 33 to 71 into the expected release of quarter results after the bell on November 14.​

Walmart (WMT) November call option implied volatility is at 51, December is at 22; compared to its 52-week range of 14 to 30 into the expected release of quarter results before the bell on November 14. Call put ratio 2 calls to 1 put. ​
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Increasing unusual option volume: WETF CORT GO FGEN FOSL CARB TME LPCN QRTEA MED AAP​
Increasing unusual call option volume: CARB ANAB TME GO BAX QRTEA CLVS DF MED FLT ​
Increasing unusual put option volume: CORT FGEN FOSL BPMC SWCH EWT PTCT RRD QRTEA HUM​
Options with decreasing option implied volatility: BE QRTEA ONB TNDM BE CLVS FSLR PCG ATVI OMI EVH REAL CARB ANGI COMM CHGG NLSN​
Active options November 11: TSLA AAPL GE BABA DIS AMD MSFT FB UBER AMZN MU CSCO ROKU BYND NIO SQ BAC WBA NVDA T​
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