Mid-session IV Report November 19, 2019

Mid-session IV Report November 19, 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 CHWY SFIX BB FIT M FDX NKE LOW TGT ROST JACK T ATNX DO MO COTY LK PTON CRM LK CMG​
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Popular stocks with increasing unusual volume: AMD GME MU CLVS I W​
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Stock prices continue to trend to upper end of range. Option implied volatility continues to lower end of range. ​
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Jack in the Box (JACK) November weekly option implied volatility at 35, December at 29; compared to its 52-week range 21 to 50 into the expected release of quarter results after the bell on November 20.​

Lowes (LOW) November weekly option implied volatility at 93, December at 36; compared to its 52-week range of 19 to 41 into the expected release of quarter results before the bell on November 20.​
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L Brands (LB) November weekly call option implied volatility at 150, December at 63; compared to its 52-week range of 32 to 71 into the expected release of quarter results after the bell on November 20. Call put ratio 3.7 calls to 1 put.​
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Netease (NTES) November weekly option implied volatility at 90, December at 42; compared to its 52-week range of 29 top 58 into the expected release of quarter results after the bell on November 20.​
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Nuance (NUAN) December option implied volatility at 33, January at 29; compared to its 52-week range of 24 to 53 into the expected release of quarter results after the bell on November 20. Call put ratio 1 call to 1 put with focus on January 16 puts. ​
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Pinduoduo (PDD) December option implied volatility at 72, January at 59; compared to its 52-week range of 38 to 104 into the expected release of quarter results before the bell on November 20.​
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Sonos (SONO) December option implied volatility at 63, January at 54; compared to its 52-week range 39 to 108 into the expected release of quarter results after the bell on November 20. Call put ratio 9.5 calls to 1 put with focus on December 15 and 17.50 calls. ​
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Target (TGT) November weekly option implied volatility at 90, 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 1.3 calls to 1 put with focus on November weekly 110 calls. ​
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Macys (M) option implied volatility at 174, December at 73; compared to its 52-week range 31 to 69 into the expected release of quarter results before the bell on November 21. Call put ratio 1 call to 2 puts with focus on November weekly 14, 14.5 and 15 puts. ​
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Nordstrom (JWN) option implied volatility at 142, December at 63; compared to its 52-week range of 29 to 75 into the expected release of quarter results after the bell on November 21. Call put ratio 1 call to 8.6 puts with a focus on November 36 puts. ​
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Ross Stores (ROST) option implied volatility at 28, December at 25; compared to its 52-week range 19 to 41 into the expected release of quarter results after the bell on November 21.​
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Gap (GPS) November weekly option implied volatility at 115, December at 48; compared to its 52-week range 28 to 71 into the expected release of quarter results on November 21.​
CSOD​
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Ameriprise (AMP) December call option implied volatility is at 22, January is at 23; compared to its 52-week range of 22 to 54 into a company hosted investor day on November 21. ​
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Energizer (ENR) December call option implied volatility is at 32, January is at 27; compared to its 52-week range of 27 to 58 into a company hosted investor day on November 21.​
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SPDR S&P Retail ETF (XRT) November weekly call option implied volatility is at 32, December is at 20; compared to its 52-week range of 17 to 38. Call put ratio 1 call to 5.4 puts with focus on November weekly 44 puts.​
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Medicines Co. (MDCO) December call option implied volatility is at 67, January is at 56; compared to its 52-week range of 42 to 191 after Bloomberg reported the company attracted takeover interest from suitors including Novartis (NVS). Call put ratio 2 calls to 1 put. ​
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Intelsat S. A. (I) December call option implied volatility is at 210, January is at 187; compared to its 52-week range of 57 to 185 a day after FCC head sided with lawmakers in backing a public auction of radio spectrum rather than a private auction. Call put ratio 1 call to 1.8 puts. ​
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Anheuser Busch (BUD) November weekly call option implied volatility is at 17, December is at 17; compared to its 52-week range of 16 to 33 as borrow rate increases.​
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McDermott (MDR) December call option implied volatility is at 222, January is at 238; compared to its 52-week range of 58 to 324 as borrow rate increases. Call put ratio 3.8 calls to 1 put.​
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Ballard Power (BLDP) December call option implied volatility is at 44, January is at 45; compared to its 52-week range of 42 to 90 as borrow rate increases.​
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Qorvo (QRVO) December and January call option implied volatility is at 28; compared to its 52-week range of 28 to 52 as borrow rate increases.​
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iShares Goldman Sachs Software Index Fund (IGV) December and January call option implied volatility is at 17; compared to its 52-week range of 17 to 44 as borrow rate increases.​
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First Majestic Silver (AG) November weekly call option implied volatility is at 44, December is at 45; compared to its 52-week range of 31 to 76 as borrow rate increases. Call put ratio 8.8 calls to 1 put with focus on December 10 calls. ​
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ADT (ADT) December call option implied volatility is at 41, January is at 39; compared to its 52-week range of 31 to 75 as borrow rate increases.​
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Yandex (YNDX) November weekly call option implied volatility is at 34, December is at 30; compared to its 52-week range of 29 to 53 as borrow rate increases.​
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FAS (FAS) November weekly call option implied volatility is at 26, December is at 25; compared to its 52-week range of 26 to 86 as borrow rate increases.​
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Ericsson (ERIC) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 50 as borrow rate increases.​
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AT&T (T) call put ratio 2.6 calls to 1 put with focus on December 39 calls as shares sell off 2.4% December call option implied volatility is at 159, January is at 152; compared to its 52-week range of 57 to 187 after FCC Chairman calls for pubic C-Band auction.​
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Increasing unusual option volume: W FNV CCXI ASH DO CDK ATNX CLVS ESI MDCO NUAN ZTO NTR KSS QGEN CRSP CSOD ​
Increasing unusual call option volume: TLRY FXI CDE CCXI DO CLVS ZTO MDCO ESI QGEN DVY CRSP DHR​
Increasing unusual put option volume: W JWN FNV NTR OAS CLVS DO SBH KSS DHR MDCO GME JWN I CSP HD​
Options with decreasing option implied volatility: FTCH GOOS TLRY DDS VIPS KSS HD MDT TJX F MDCO​
Active options November 19: AMD AAPL ROKU FB HD MSFT T DIS M NVDA TSLA CLVS KSS MDCO I NFLX ACB GME MU FNV​
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