Mid-session IV Report November 14, 2019​

Mid-session IV Report November 14, 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: FTCH JD AUPH I S CIEN ET AZO FIT COST EWH BKLN GME REGN TWLO BKLN AOBC XLP BSX MYL​ NVDA
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Popular stocks with increasing unusual volume: MYL ACB CSCO CGC NTAP​ DIS
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Amarin Corp. (AMRN) November call option implied volatility is at 168, December is at 71; compared to its 52-week range of 55 to 137 into trading halt as Drugs Advisory Committee holds meeting.​
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Intelsat S. A. (I) December call option implied volatility is at 155, January is at 147; compared to its 52-week range of 57 to 144 amid mounting concerns about C-band legislation. Call put ratio 1 call to 1 put with focus on December 10 puts as shares sell off 17%. ​
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Mylan (MYL) November call option implied volatility is at 55, December is at 35; compared to its 52-week range of 13 to 33. Call put ratio 4.4 calls to 1 put with focus on November 17.50 calls. ​
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Market Vectors Semiconductor ETF (SMH) November call option implied volatility is at 25, December is at 23; compared to its 52-week range of 22 to 39. Call put ratio 1 call to 1.9 puts with focus on November 133 puts. ​
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NVIDIA (NVDA) November call option implied volatility is at 128, December is at 39; compared to its 52-week range of 33 to 71 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put with focus on November 210 calls. ​

Farfetch Limited (FTCH) November call option implied volatility is at 345, December is at 85; compared to its 52-week range of 46 to 118 into the expected release of quarter financial results. Call put ratio 1 call to 7.2 puts with focus on December 8 puts. ​
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J.C. Penny (JCP) November call option implied volatility is at 333, December is at 106; compared to its 52-week range of 70 to 253 into the expected release of quarter results ​

JD.com (JD) November call option implied volatility is at 127, December is at 42; 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 9.6 calls to 1 put. ​

Fortinet (FTNT) December and January call option implied volatility is at 27; compared to its 52-week range of 27 to 58 into a company hosted analyst day on November 18.​

Walmart (WMT) November call option implied volatility is at 28, December is at 15; compared to its 52-week range of 14 to 30 as shares rally 1.8% after EPS and outlook. Call put ratio 2.5 calls to 1 put with focus on December 125 calls and 130 calls. ​
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Cisco (CSCO) November call option implied volatility is at 38, December is at 21; compared to its 52-week range of 17 to 42 into shares trading lower on less than expected quarter results and outlook. Call put ratio 1 call to 1 put with focus on November 45 calls and puts. ​
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Option implied volatility low to flat for company’s similar to Cisco (CSCO) as shares trade down 7% ​

Sanmina (SANM) November call option implied volatility is at 25, December is at 25; compared to its 52-week range of 26 to 54.​

Flex (FLEX) November call option implied volatility is at 33, December is at 29; compared to its 52-week range of 28 to 66.​

Jabil (JBL) November call option implied volatility is at 23, December is at 32; compared to its 52-week range of 21 to 47.​

Ciena (CIEN) November call option implied volatility is at 38, December is at 42; compared to its 52-week range of 24 to 58.​
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Increasing unusual option volume: I ACB GNTX HII ACWI PRFT VRRM FCEL SMPL SKY​
Increasing unusual call option volume: FCEL RETA SMPL I LPLA WMT DK ​
Increasing unusual put option volume: UBS ACWI I SINA DDS CSCO WIX NGG NTAP WB NTAP CFGC RAD PLUG​
Options with decreasing option implied volatility: BE RVLV FGEN KEM YELP CWH DXC FSLY STMP NET NTAP WMT CSCO DDS F ​
Active options November 14: DIS CSCO AAPL WMT CGC AMD I ROKU TSLA BABA NFLX UBER BYND FB MSFT BAC NVDA AMZN ACB JD​
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