Mid-session IV Report November 18, 2019

Mid-session IV Report November 18, 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: I BB FIT NRZ AUPH CVM ANF FL RH S JWN ​
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Popular stocks with increasing unusual volume: URBN F UNH CGC LK ROKU DIS​

Traders purchasing protection in iShares China Large-Cap (FXI)

iShares China Large-Cap (NYSE: FXI) November weekly call option implied volatility is at 41, December is at 30; compared to its 52-week range of 16 to 32. Call put ratio 1 call to 1.9 puts with focus on December 39 puts.
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iShares China Large-Cap (NYSE: FXI) November weekly call option implied volatility is at 41, December is at 30; compared to its 52-week range of 16 to 32. Call put ratio 1 call to 1.9 puts with focus on December 39 puts.
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SPDR S&P Retail ETF (XRT) November weekly call option implied volatility is at 29, December is at 20; compared to its 52-week range of 17 to 38. Call put ratio 4.4 calls to 1 put with focus on November weekly 46 calls.​
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ServiceNow (NOW) November weekly call option implied volatility is at 41, December is at 29; compared to its 52-week range of 26 to 58 as shares rise 2.2% on unconfirmed chatter. Call put ratio 2.1 calls to 1 put with focus on November weekly 262.50 and 265 calls.​
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Amarin Corp. (AMRN) November call option implied volatility is at 74, December is at 64; compared to its 52-week range of 55 to 137 into management discusses Amarin’s REDUCE-IT study and the potential clinical and economic value of Vascepa, as presented at the American Heart Association’s 2019 Scientific Sessions, on a conference call to be held on November 18 at 4:30 pm. Call put ratio 4.7 calls to 1 put with focus on November weekly 24 and 25 calls. ​
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Analog Devices (ADI) November weekly option implied volatility at 27, December at 27; compared to its 52-week range of 22 to 43 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.9 puts. ​
Ashland (ASH) December option implied volatility at 22, January at 21; compared to its 52-week range of 20 to 40 into the expected release of quarter results today after the bell.​
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58.com (WUBA) December option implied volatility at 45, January at 40; 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 3.3 calls to 1 put with focus on January 55. ​
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Aramark (ARMK) December option implied volatility at 25, January at 21; compared to its 52-week range 23 to 47 into the expected release of quarter results before the bell on November 19. Call put ratio 1 call to 3.3 puts. ​
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Home Depot (HD) November weekly option implied volatility at 36, December at 21; 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 1.3 calls to 1 put with focus on November and December 240 calls.​
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Kohls (KSS) November weekly call option implied volatility at 97, December at 45; 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 3.4 puts with focus on December 57.50 puts.​
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Medtronic (MDT) November weekly option implied volatility at 41, December at 21; 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 2.2 calls to 1 put with focus on November weekly and December 115 calls. ​
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TJX (TJX) November weekly option implied volatility at 26, December at 23; 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 2.8 calls to 1 put with focus on December 60 calls. ​
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Urban Outfitters (URBN) November weekly option implied volatility at 106, December at 51; 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 1 call to 1.7 puts with focus on November weekly 30 and 31 puts. ​
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Target (TGT) November weekly option implied volatility at 79, December at 35; 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 1.5 calls to 1 put with focus on November weekly 114 calls.​
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Tesla (TSLA) November weekly call option implied volatility is at 48, December is at 39; compared to its 52-week range of 37 to 75 into the company’s “Cybertruck,” expected to be unveiling on November 21 C Call put ratio 1.5 calls to 1 put.​
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Qualcomm (QCOM) November weekly call option implied volatility is at 41, December is at 30; compared to its 52-week range of 25 to 43 into a company hosted analyst meeting on November 19. Call put ratio 2.8 calls to 1 put with focus on November weekly 91 calls. ​
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ConocoPhillips (COP) November weekly call option implied volatility is at 35, December is at 27; compared to its 52-week range of 23 to 48 into a company hosted analyst meeting on November 19. Call put ratio 1.6 calls to 1 put. ​
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Netgear (NTGR) December call option implied volatility is at 33, January is at 26; compared to its 52-week range of 30 to 66 into a company hosted analyst day on November 20. ​
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Cree (CREE) November weekly call option implied volatility is at 50, December is at 38; compared to its 52-week range of 30 to 61 into a company hosted investor day on November 20. Call put ratio 3.4 calls to 1 put with focus on November weekly 47.50 calls. ​
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CenterPoint Energy (CNP) December call option implied volatility is at 21, February is at 20; compared to its 52-week range of 13 to 26 after Houston electric rate case. Call put ratio 1.9 call to 1 put with focus November 26 and December 27 calls as share near 18-month low.​
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Increasing unusual option volume: CSIQ URBN FDN UNM JCOM SBH BHVN WU LOGM​ XRX HPQ
Increasing unusual call option volume: WU BHVN LOGM MIDD ESI SBLK CNC DHR PAGP XSP PEG​
Increasing unusual put option volume: UNM OAS URBN NCLH DDOG ZTO CSIQ DHR​
Options with decreasing option implied volatility: AMRN KEM PCG OSTK INFN DXC GOOS DDS JMIA CZR​
Active options November 18: AMD AAPL DIS ROKU NFLX MSFT NVDA AMZN AMRN SNAP FB LK BABA BAC ACB TSLA WMT UNH CGC F​
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