Mid-session IV Report November 25, 2019​

Mid-session IV Report November 25, 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: ITCI AXSM CRC ARQL HIIQ CARA RSX KL TECK SPCE LK​
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Popular stocks with increasing unusual volume: TEVA SNAP UBER M TIF ​
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Biogen (BIIB) November weekly call option implied volatility is at 29, December is at 56; compared to its 52-week range of 25 to 48 as shares rally 2.35%. Call put ratio 1.3 calls to 1 put with focus on November weekly 307.50 calls.
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Overstock.com (OSTK) November weekly call option implied volatility is at 72, December is at 71; compared to its 52-week range of 71 to 153 after wide price movement. Call put ratio 7.9 calls to 1 put with focus on December 10 calls. ​

Walgreens Boots Alliance (WBA) November weekly call option implied volatility is at 23, December is at 30; compared to its 52-week range of 19 to 37. Call put ratio 3 calls to 1 put after recent reports of formal approach about taking Walgreens private.​
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PG&E (PCG) November weekly call option implied volatility is at 90, December is at 101; compared to its 52-week range of 58 to 254 as share trend up. Call put ratio 1 call to 1 put.​
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Amarin Corp. (AMRN) November weekly call option implied volatility is at 68, December is at 73; compared to its 52-week range of 55 to 137. Call put ratio 6.5 calls to 1 put with focus on November weekly 22 and 22.5 calls. ​

Disney (DIS) November weekly call option implied volatility is at 20, December is at 21; compared to its 52-week range of 15 to 33 after Fozen 2. Call put ratio 6.6 calls to 1 put with focus on November weekly 149 and 150 calls. ​
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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 today after the bell. Call put ratio 3 calls to 1 put. ​

Ambarella (AMBA) November weekly call option implied volatility is at 114, December is at 56; compared to its 52-week range of 33 to 75 into the expected release of quarterly results today after the bell.​

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 today after the bell. Call put ratio 3.3 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 today after the bell.​

Palo Alto Networks (PANW) November weekly call option implied volatility is at 68, December is at 35; compared to its 52-week range of 23 to 55 into the expected release of quarterly results today after the bell.​

Best Buy (BBY) November weekly call option implied volatility is at 81, 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.​
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Dicks Sporting Goods (DKS) November weekly call option implied volatility is at 100, December is at 50; compared to its 52-week range of 28 to 59 into the expected release of quarterly results before the bell on November 26. Call put ratio 2.1 calls to 1 put with focus on November 40 calls. ​
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Abercrombie & Fitch (ANF) November weekly call option implied volatility is at 153, December is at 80; compared to its 52-week range of 37 to 89 into the expected release of quarterly results before the bell on November 26.​

Autodesk (ADSK) November weekly call option implied volatility is at 89, December is at 44; compared to its 52-week range of 23 to 54 into the expected release of quarterly results after the bell on November 26.​

Box (BOX) November weekly call option implied volatility is at 56, December is at 44; compared to its 52-week range of 33 to 79 into the expected release of quarterly results after the bell on November 26. Call put ratio 8.2 calls to 1 put with focus on December 16 calls.​

Burlington Stores (BURL) November weekly call option implied volatility is at 98, December is at 48; compared to its 52-week range of 23 to 52 into the expected release of quarterly results before the bell on November 26.​

Dell Technologies (DELL) December call option implied volatility is at 44, November is at 37; compared to its 52-week range of 28 to 62 into the expected release of quarterly results after the bell on November 26. Call put ratio 3.4 calls to 1 put with focus on December 55 calls. ​

Dollar Tree (DLTR) November weekly call option implied volatility is at 60, December is at 34; compared to its 52-week range of 19 to 46 into the expected release of quarterly results before the bell on November 26. Call put ratio 2 calls to 1 put with focus on November 112 calls.​
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HP (HPQ) November weekly call option implied volatility is at 59, December is at 34; compared to its 52-week range of 19 to 44 into the expected release of quarterly results after the bell on November 26. Call put ratio 3.1 calls to 1 put with focus on November 20 calls. ​

VMWare (VMW) November weekly call option implied volatility is at 59, December is at 36; compared to its 52-week range of 23 to 53 into the expected release of quarterly results after the bell on November 26. November weekly 170 calls and November 167.50 puts active.​

Deere (DE) November weekly call option implied volatility is at 48, December is at 28; compared to its 52-week range of 21 to 54 into the expected release of quarterly results before the bell on November 27. Call put ratio 1 call to 1.3 put with focus on November 175 weekly puts. ​
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Increasing unusual option volume: ITCI SRNE FLR BXC CODI MDCO JEC CX HSY TIF LOCO​
Increasing unusual call option volume: MDCO SRNE QRTEA GGB CX HSY AXE ATRS ICPT TIF VSTM BURL PII JEC INVA INCY ACHC​
Increasing unusual put option volume: FLR ITCI JEC NKTR TDC EVH KL TIF KSU OLLI OAS WY SJM DHT DKS PVH​
Options with decreasing option implied volatility: MDCO I TIF AMTD M PDD PCG FL PLAN JWN AVYA GPS LB LOW MDCO F CZR​
Active options November 25: AAPL TSLA AMD NVDA FB DIS AMZN BABA MDCO GE ROKU NFLX SNAP TEVA BAC M MSFT UBER ITCI TIF​
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