Mid-session IV Report November 20, 2019​

Mid-session IV Report November 20, 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: CRON CHWY BB STNE MU ABMD FIT KMX FDX CCL NKE ACN T AMRN MO NTNX FRO FEYE TAP​
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Popular stocks with increasing unusual volume: KSS TGT SNAP HD UBER​
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Uber (UBER) November weekly call option implied volatility is at 42, December is at 40; compared to its 52-week range of 39 to 84. Call put ratio 8.2 calls to 1 put with focus on November weekly 27.50. December 27 & January 29 calls.​
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Macys (M) option implied volatility at 184, December at 63; 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 1.2 calls to 1 put with focus on November weekly 16 calls and November weekly 14 puts. ​

Nordstrom (JWN) option implied volatility at 185, December at 61; 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 1.6 puts with a focus on November 35 puts active. ​

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. Call put ratio 2.1 calls to 1 put with focus on December 115 and 120 puts. ​

Gap (GPS) November weekly option implied volatility at 140, December at 57; compared to its 52-week range 28 to 71 into the expected release of quarter results on November 21. Call put ratio 1 call to 23 puts with focus on December 17 puts. ​
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Splunk (SPLK) option implied volatility at 114, December at 44; compared to its 52-week range of 30 to 73 into the expected release of quarter results after the bell on November 21.​
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Intuit (INTU) option implied volatility at 61, December at 24; compared to its 52-week range of 18 to 46 into the expected release of quarter results after the bell on November 21. Call put ratio 3.5 calls to 1 put with focus on January calls. ​
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L Brands (LB) November weekly call option implied volatility at 201, December at 69; compared to its 52-week range of 32 to 71 into the expected release of quarter results before the bell on November 21. Call put ratio 3.47 calls to 1 put with a focus on November weekly 17 calls.​
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Netgear (NTGR) December call option implied volatility is at 25, January is at 29; compared to its 52-week range of 30 to 65 into a company hosted analyst day today. ​

Cummins (CMI) November weekly call option implied volatility is at 27, December is at 22, January is at 21; compared to its 52-week range of 16 to 39 into a company hosted analyst day on November 21.​

Ameriprise (AMP) December call option implied volatility is at 24, 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 31, January is at 29; compared to its 52-week range of 27 to 58 into a company hosted investor day on November 21.​
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TripAdvisor (TRIP) November weekly call option implied volatility is at 42, December is at 33, January is at 34; compared to its 52-week range of 29 to 62 into a company hosted analyst day on November 21. Call put ratio 42 calls to 1 put with focus on December 29 calls. ​

Seaspan (SSW) December call option implied volatility is at 31, January is at 31; compared to its 52-week range of 32 to 63 into a company hosted analyst day on November 22. ​

Slack (WORK) November weekly call option implied volatility is at 75, December is at 63; compared to its 52-week range of 43 to 89 after selling off after Microsoft (MSFT) announced in a blog post yesterday that Teams, the company’s competitive offering to Slack, had accumulated over 20M daily active users.​
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Increasing unusual option volume: TCO PWR URBN BAM TGT ASH VNOM BERY QNST LOW​
Increasing unusual call option volume: PWR BAM TGT URBN ASH VTI ATNX TW LOW UBER​
Increasing unusual put option volume: HOG AXM URBN DXJ EVH UNC TGT ALK EOLS FOSL ANF LOW ​
Options with decreasing option implied volatility: FTCH DDS NTAP QGEN LILI BSX IGT KSS S AVYA LOW CSCO JD TGT WMT TJX LOW URBN​
Active options November 20: AMD MSFT AAPL ROKU FB T TSLA M DIS PDD HD GE NVDA BA TGT AMZN BABA KSS SNAP NFLX​
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