Mid-session IV Report November 21, 2019​

Mid-session IV Report November 21, 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: CVM AXSM LK CHWY BB FDX NKE AMTD ETFC DISH S SCHW LYFT YUM GOOG GOOGL GSP T BAC JWN ​
​
Popular stocks with increasing unusual volume: DIS LYFT CRON ACB CGC UBER M ​DISH
​
​
DISH Network (DISH) November weekly call option implied volatility is at 28, December is at 39; compared to its 52-week range of 33 to 68. Call put ratio 3.3 calls to 1 put with focus on November weekly 36.50 calls. ​

Ishares U.s. Broker-dealers Etf (IAI) 30-day call option implied volatility is at 15; compared to its 52-week range of 15 to 38 after CNBC reports Schwab (SCHW) in talks to buy TD Ameritrade (AMTD).​

TD Ameritrade (AMTD) December call option implied volatility is at 34, January is at 30; compared to its 52-week range of 22 to 53 after CNBC reports Schwab (SCHW) in talks to buy TD Ameritrade.​

Charles Schwab (SCHW) November weekly call option implied volatility is at 77, December is at 25; compared to its 52-week range of 22 to 44 after CNBC reports Schwab (SCHW) in talks to buy TD Ameritrade (AMTD). Call put ratio 2.5 calls to 1 put. ​

E*TRADE Financial (ETFC) November weekly call option implied volatility is at 51, December is at 34; compared to its 52-week range of 24 to 46 after CNBC reports Schwab (SCHW) in talks to buy TD Ameritrade (AMTD).​

Interactive Brokers (IBKR) December call option implied volatility is at 27, January is at 28; compared to its 52-week range of 26 to 49 after CNBC reports Schwab (SCHW) in talks to buy TD Ameritrade AMTD. Call put ratio 36 calls to 1 put with focus on January 50 calls.​
​
Dell, Inc. (DELL) December call option implied volatility is at 41, January is at 35; compared to its 52-week range of 27 to 62 into Michael Dell, Chairman & CEO of Dell Technologies, speaking at The Economics Club of New York today.​
​
Nordstrom (JWN) November weekly call option implied volatility at 230, December at 61; compared to its 52-week range of 29 to 75 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put with a focus on November 39 calls. ​

Ross Stores (ROST) December call option implied volatility at 31, January at 25; compared to its 52-week range 19 to 41 into the expected release of quarter results today after the bell. Call put ratio 5.4 calls to 1 put with focus on December 100 and 120 calls. ​

Gap (GPS) November weekly option implied volatility at 153, December at 52; compared to its 52-week range 28 to 71 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.4 puts with focus on December 15 and 16 puts. ​
​
Splunk (SPLK) November weekly call option implied volatility at 161, December at 47; compared to its 52-week range of 30 to 73 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put with focus on November 127 and 129 calls. ​
​
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. ​
​
Cummins (CMI) November weekly call option implied volatility is at 23, December is at 22, January is at 21; compared to its 52-week range of 16 to 39 into a company hosted analyst meeting today.​
​
Buckle (BKE) December option implied volatility at 44, January at 37; compared to its 52-week range of 37 to 63 into the expected release of quarter results before the bell on November 22.​

Foot Locker (FL) November weekly call option implied volatility at 246, December at 61; compared to its 52-week range of 27 to 77 into the expected release of quarter results before the bell on November 22.​

JM Smucker (SJM) December option implied volatility at 30, January at 20; compared to its 52-week range of 20 to 38 into the expected release of quarter results before the bell on November 22.​

Corcept Therapeutics (CORT) December call option implied volatility is at 43, January is at 48; compared to its 52-week range of 44 to 91. Call put ratio 1 call to 5.5 puts with focus on December 15 puts. ​
​
Increasing unusual option volume: JACK BERY QIWI CORT PSMT HEXO AXSM SSI CPRT LB BJ DISH NTES​
Increasing unusual call option volume: BERY JACK HEXO NVT EQM LB CPRT GKOS DISH AXP NTES PTI​
Increasing unusual put option volume: JACK CORT BJ WAB WIFI NTES BERY RAYS M PLAN​
Options with decreasing option implied volatility: FTCH M PLAN AVYA LB PDD SONO KSS TGT URBN VIAB JD TIF TJX LOW​
Active options November 21: AMD AAPL M CGC ROKU UBER FB TGT TSLA ACB CRON TWTR MSFT NVDA NFLX DIS BABA AMZN LYFT MU ​
​