Mid-session IV Report November 26, 2019

Mid-session IV Report November 26, 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: ZIOP DE ADT EWZ TME CMG S PBR EWZ VMW ADSK HOME ​
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Popular stocks with increasing unusual volume: PANW ROKU BBY ANF ALL PANW DKS​
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Beyond Meat (BYND) option implied volatility at low end of range​
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Beyond Meat (BYND) November weekly call option implied volatility is at 38, December is at 49; compared to its 24-week range of 49 to 141.​
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Autodesk (ADSK) November weekly call option implied volatility is at 98, December is at 44; compared to its 52-week range of 23 to 54 into the expected release of quarterly results today after the bell.​
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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 today after the bell. Call put ratio 3.3 calls to 1 put with focus on December 16 and 17 calls.​
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Dell Technologies (DELL) December call option implied volatility is at 45, November is at 37; compared to its 52-week range of 28 to 62 into the expected release of quarterly results today after the bell. Call put ratio 3.5 calls to 1 put with focus on December 55 and 60 calls. ​
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HP (HPQ) November weekly call option implied volatility is at 72, December is at 34; compared to its 52-week range of 19 to 44 into the expected release of quarterly results today after the bell. Call put ratio 1.8 calls to 1 put with focus on November 20 calls. ​
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VMWare (VMW) November weekly call option implied volatility is at 67, 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 170 puts active.​
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Deere (DE) November weekly call option implied volatility is at 54, 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 puts with focus on November weekly and December 175 puts. ​
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​Stocks with a large percentage of their annual revenue reliant on Holiday shopping

Amazon (AMZN) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 55. Call put ratio 1.9 calls to 1 put with focus on December weekly calls into Cyber Monday.​
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Macys (M) 30-day option implied volatility is at 39; compared to its 52-week range of 31 to 76. Call put ratio 2 calls to 1 put with focus on November weekly 16.50 calls.​
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At Home Group (HOME) 30-day option implied volatility is at 90; compared to its 52-week range of 44 to 161. Call put ratio 64 calls to 1 put with focus on December 8 calls.​
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Shopify (SHOP) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 72. Call put ratio 3.1 calls to 1 put with focus on November weekly 322.50 and 330 calls as shares rally 2.4%.​
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Ross Stores (ROST) 30-day option implied volatility is at 18; compared to its 52-week range of 19 to 40. Call put ratio 10.9 calls to 1 put with focus on December calls​
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Walmart (WMT) 30-day option implied volatility is at 14; compared to its 52-week range of 14 to 30.​
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Tiffany (TIF) 30-day option implied volatility is at 6; compared to its 52-week range of 5 to 50 after LVMH deal.​
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Dicks Sporting Goods (DKS) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 59. Call put ratio 3 calls to 1 put with focus on December and January calls as shares rally 17%.​
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Increasing unusual option volume: CFX DKS PTI DLTR CAL JEC MOS​
Increasing unusual call option volume: DKS PTI GBT DLTR SRNE RLGY ALL VSTM MOS BBY DY EDIT BURL​
Increasing unusual put option volume: CHS JEC SGMO DLTR LPSN DKS GBT WB PANW DY PVH BBY CCXI​
Options with decreasing option implied volatility: CCXI I MDCO AVYA PDD M TIF ANF NTNX FL STNE JWN LB BBY BURL DKS HPE PANW​
Active options November 26: AAPL TSLA AMD BABA BAC GE AMZN​
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