Daily IV Report
Mid-session IV Report November 15, 2019
Mid-session IV Report November 15, 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: RH I CIEN […]
Mid-session IV Report November 15, 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: RH I CIEN ET FIT AZO LK FEYE WHR ROKU GRUB QGEN CNP IEI
Popular stocks with increasing unusual volume: BABA T DIS JD RH HP ACB
Apple (AAPL) November weekly call option implied volatility is at 19, December is at 20; compared to its 52-week range of 18 to 36. Call put ratio 1.13 calls to 1 put with focus on November weekly 262.50 puts.
Analog Devices (ADI) November weekly option implied volatility at 22, December at 23; compared to its 52-week range of 22 to 43 into the expected release of quarter results after the bell on November 18. Call put ratio 9.2 calls to 1 put with focus on November 114 calls.
Ashland (ASH) December option implied volatility at 22, January at 20; compared to its 52-week range of 20 to 40 into the expected release of quarter results after the bell on November 18.
58.com (WUBA) December option implied volatility at 43, January at 39; compared to its 52-week range 34 to 60 into the expected release of quarter results before the bell on November 19. Call put ratio 3 calls to 1 put.
Aramark (ARMK) December option implied volatility at 25, January at 22; compared to its 52-week range 23 to 47 into the expected release of quarter results before the bell on November 19.
Home Depot (HD) November weekly option implied volatility at 30, December at 20; compared to its 52-week range of 15 to 34 into the expected release of quarter results before the bell on November 19. Call put ratio 2.3 calls to 1 put with focus on December 240 and 245 calls.
Kohls (KSS) November weekly call option implied volatility at 75, December at 44; compared to its 52-week range of 27 to 64 into the expected release of quarter results before the bell on November 19. Call put ratio 1 call to 2 puts with focus on November 57.50 puts.
Medtronic (MDT) option implied volatility at 30, December at 19; compared to its 52-week range 15 to 33 into the expected release of quarter results before the bell on November 19. Call put ratio 4.7 calls to 1 put November 110 and 112 calls.
TJX (TJX) option implied volatility at 23, December at 22; compared to its 52-week range 16 to 38 into the expected release of quarter results before the bell on November 19. Call put ratio 5.9 calls to 1 put with focus on December 65 calls.
Urban Outfitters (URBN) option implied volatility at 77, December at 44; compared to its 52-week range of 31 to 64 into the expected release of quarter results after the bell on November 19. Call put ratio 8 calls to 1 put with focus on November weekly 28.50 calls.
Target (TGT) November weekly option implied volatility at 60, December at 34; compared to its 52-week range 19 to 44 into the expected release of quarter results before the bell on November 20. Call put ratio 2.8 calls to 1 put with focus on November weekly 120 calls.
LogMeIn (LOGM) call put ratio 7.7 calls to 1 put with focus on November 75 calls
Increasing unusual option volume: DHR VG STAY ALLT VRSN GNTX JCP LOGM
Increasing unusual call option volume: GDDY DHR VRSN STAY VIPS GNTX PPL VG AMAT
Increasing unusual put option volume: DHR VG JCP ALLT LIN YINN PRTY IGT STNE CNP ANGI BMRN GDDY
Options with decreasing option implied volatility: AMRN NVDA FTCH AMRN HLF JD KEM PCG RETA INFN DXC GOOS
Active options November 15: AMD NVDA AAPL ROKU MSFT JD DIS AMAT T AMZN NFLX ACB DHR AMRN CSCO FB TSLA MU BA BABA