Daily IV Report
Mid-session IV Report November 13, 2019
Mid-session IV Report November 13, 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. Options with increasing option implied volatility: I RH CIEN […]
Mid-session IV Report November 13, 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.
Options with increasing option implied volatility: I RH CIEN AZN COST PRTY BKLN AUPH JCP SAGE FTCH S FL ACB HIIQ M OSTK AM WMT NVDA CSCO
Popular stocks with increasing unusual volume: V MA JD LK SDC ACB OSTK
Intelsat S. A. (I) November call option implied volatility is at 209, December is at 140; compared to its 52-week range of 57 to 133 after being downgraded to Neutral at JPMorgan. Call put ratio 1 call to 2.1 puts with focus on December puts as shares sell off 26%.
Alibaba (BABA) November call option implied volatility is at 33, December is at 28; compared to its 52-week range of 24 to 48. Call put ratio 1.8 calls to 1 put with focus on November 185 and 187.50 calls Alibaba’s Ma says Singles’ Day did not meet expectations, Reuters reports.
Dillards (DDS) November call option implied volatility is at 75, puts at 81, December is at 65; compared to its 52-week range of 35 to 80 into the expected release of quarter results. Call put ratio 2 calls to 1 put.
Applied Material (AMAT) November call option implied volatility is at 69, December is at 31; compared to its 52-week range of 29 to 55 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put with focus on November 57 calls.
Cisco (CSCO) November call option implied volatility is at 77, December is at 27; compared to its 52-week range of 17 to 42 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put with focus on November 49 and December 50 calls.
NetApp (NTAP) November call option implied volatility is at 131, December is at 42; compared to its 52-week range of 23 to 52 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.5 puts with focus on November 60 and December 55 puts.
Williams Sonoma (WSM) November call option implied volatility is at 29, December is at 36; compared to its 52-week range of 26 to 55 into the expected release of quarter results today.
NVIDIA (NVDA) November call option implied volatility is at 108, December is at 39; compared to its 52-week range of 33 to 71 into the expected release of quarter results after the bell on November 14. Call put ratio 1.4 calls to 1 put with focus on November 210 and 215 calls.
Walmart (WMT) November call option implied volatility is at 64, December is at 20; 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 1.2 calls to 1 put with focus on December 125 calls and December 115 puts.
Farfetch Limited (FTCH) November call option implied volatility is at 278, puts at 266, December is at 90; compared to its 52-week range of 46 to 118 into the expected release of quarter financial results on November 14. Call put ratio 1 call to 1.2 puts with focus on November 10 calls and December 7 puts.
Canopy Growth (CGC) November call option implied volatility is at 149, December is at 71; compared to its 52-week range of 41 to 90 into the expected release of quarter results on November 14. Call put ratio 2 calls to 1 put.
Sina (SINA) November call option implied volatility is at 127, December is at 48; compared to its 52-week range of 36 to 65 into the expected release of quarter results after the bell on November 14. Call put ratio 2 calls to 1 put.
Viacom (VIAB) November call option implied volatility is at 47, December is at 27; compared to its 52-week range of 24 to 86 into the expected release of quarter results before the bell on November 14. Call put ratio 3.2 calls to 1 put.
J.C. Penny (JCP) November call option implied volatility is at 290, December is at 130; compared to its 52-week range of 70 to 253 into the expected release of quarter results before the bell on November 15. Call put ratio 6.5 calls to 1 put.
JD.com (JD) November call option implied volatility is at 97, December is at 41; compared to its 52-week range of 33 to 69 into the expected release of quarter results before the bell on November 15. Call put ratio 7.6 calls to 1 put.
New Age Beverage (NBEV) November call option implied volatility is at 195, December is at 81; compared to its 52-week range of 63 to 181 into the expected release of quarter results before the bell on November 15. Call put ratio 5.2 calls to 1 put with focus on November 2.5 calls.
Bank stocks option implied volatility on news Google (NASDAQ: GOOGL) will offer checking accounts:
Bank of America (BAC) November call option implied volatility is at 22, December is at 20; compared to its 52-week range of 19 to 47 amid news Google (NASDAQ: GOOGL) will offer checking accounts. Call put ratio 1 call to 1.1 puts.
Comerica (CMA) November call option implied volatility is at 31, December is at 26; compared to its 52-week range of 22 to 43.
PNC Financial Services (PNC) November call option implied volatility is at 23, December is at 16; compared to its 52-week range of 18 to 43.
Wells Fargo (WFC) November call option implied volatility is at 20, December is at 16; compared to its 52-week range of 17 to 44.
Citigroup (C) November call option implied volatility is at 23, December is at 20; compared to its 52-week range of 19 to 56.
JPMorgan (JPM) November call option implied volatility is at 21, December is at 16; compared to its 52-week range of 15 to 41.
U.S. Bancorp (USB) November call option implied volatility is at 16, December is at 14; compared to its 52-week range of 14 to 36.
Increasing unusual option volume: ACB I JD ET LK SDC NGL ETM GOOS STAA FCEL PRTY
Increasing unusual call option volume: EXTR I FCEL TSG PAGP GOOS INDA STAA EXPD DDOG ENTG
Increasing unusual put option volume: GOOS I SAGE ALLT INDA MGI I TECK ENR JMIA LII CSIQ
Options with decreasing option implied volatility: BE AMRN LK ANGI RVLV KEM FGEN COMM DXC STMP CWH TLRY
Active options November 13: AAPL TSLA AMD GE BABA FB BAC AMRN ROKU DIS MSFT AMZN I JD ET SNAP LK UBER SDC ACB