Mid-session IV Report November 22, 2019​

Mid-session IV Report November 22, 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: AXSM CRC ITCI ARQL CHWY CRON BB AMTD CCL ETFC FDX DHR GOOG GOOGL BAC CRON VHC​
​
Popular stocks with increasing unusual volume: GE SPLK DIS ACB X FL TWTR​
​
Uber (UBER) November weekly (29) call option implied volatility is at 42, December is at 43; compared to its 25-week range of 39 to 83 after Stifel upgraded shares to Buy from Hold. Call put ratio 1 call to 1 put. ​
​
Lyft (LYFT) November weekly (29) call option implied volatility is at 41, December is at 46; compared to its 29-week range 41 to 890 after Stifel upgraded Uber (UBER) shares to Buy from Hold. Call put ratio 3.3 calls to 1 put with focus on November weekly 47 calls. ​
​
VirnetX Holding (VHC) December call option implied volatility is at 198, January is at 87; compared to its 52-week range of 57 to 149 as shares sell off 40%. Call put ratio 1 call to 3.1 puts with focus on December 2 and 3 puts after Bloomberg reported that an appeals court only partially upheld the company’s verdict against Apple (AAPL).​
​
Tesla (TSLA) November weekly (20) call option implied volatility is at 39, December is at 38; compared to its 52-week range of 37 to 75 after the company introduced “Cybertruck.” Call put ratio 1.2 calls to 1 put.​
​
Agilent (A) December call option implied volatility is at 28, January is at 24; compared to its 52-week range of 19 to 41 into the expected release of quarterly results after the bell on November 25.​

Ambarella (AMBA) November weekly call option implied volatility is at 95, December is at 56; compared to its 52-week range of 33 to 75 into the expected release of quarterly results after the bell on November 25.​

Hewlett Packard (HPE) November weekly call option implied volatility is at 45, December is at 32; compared to its 52-week range of 22 to 48 into the expected release of quarterly results after the bell on November 25. Call put ratio 11.5 calls to 1 put with focus on November weekly 18 calls. ​

PVH Corp (PVH) December call option implied volatility is at 48, January at 39; compared to its 52-week range of 25 to 65 into the expected release of quarterly results after the bell on November 25.​

Palo Alto Networks (PANW) November weekly call option implied volatility is at 55, December is at 35; compared to its 52-week range of 23 to 55 into the expected release of quarterly results after the bell on November 25.​

Best Buy (BBY) November weekly call option implied volatility is at 66, December is at 43; compared to its 52-week range of 23 to 53 into the expected release of quarterly results before the open on November 26.​

Dicks Sporting Goods (DKS) November weekly call option implied volatility is at 79, December is at 47; compared to its 52-week range of 28 to 59 into the expected release of quarterly results before the bell on November 26.​
​
Abercrombie & Fitch (ANF) November weekly call option implied volatility is at 123, December is at 79; compared to its 52-week range of 37 to 89 into the expected release of quarterly results before the bell on November 26.​

Increasing unusual option volume: OWO CY DLPH AUDC FL MX SSI ROST ZTO BKE SPLK BTU SJM ​VHC
Increasing unusual call option volume: HIBB BKE DLPH AUDC GGAL SPLK ATSG LB ROST AES NVT EAF HIBB SJM ​
Increasing unusual put option volume: IWO ZTO FL BTU INTU VHC TCO VHC ​
Options with decreasing option implied volatility: M PDD PLAN SONO FL AVYA JWN BILI BERY KSS TGT LB LOW QGEN URBN GPS NTES HIBB BKE ​
Active options November 22: TSLA AAPL AMD UBER ROKU BAC CGC NFLX X FB FL AMZN TWTR GE SPLK CRON MSFT DIS NVDA ACB​
​