Mid-session IV Report November 27, 2019​

Mid-session IV Report November 27, 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 SPPI EVH SPCE EAF RSX WMGI IEF CLVS EVH CRNT​
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Popular stocks with increasing unusual volume: UBER BYND KO NIO​
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Evolent Health (EVH) December call option implied volatility is at 98, puts at 77, January is at 77; compared to its 52-week range of 47 to 150. Call put ratio 1 calls to 2.7 puts with focus on December 7.5 puts after Kentucky health insurance contract loss. ​

Game stocks option implied volatility flat into Holiday Season​

Electronic Arts (EA) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 52. Call put ratio 3 calls to 1 put with focus on November weekly 102 calls. ​

Activision Blizzard (ATVI) 30-day option implied volatility is at 26; compared to its 52-week range of 26 to 61. Call put ratio 1 call to 1.2 puts with focus on January weekly 49 puts. ​

Take-Two Interactive (TTWO) 30-day option implied volatility is at 25; compared to its 52-week range of 26 to 58​
GameStop (GME) 30-day option implied volatility is at 87; compared to its 52-week range of 36 to 142. Call put ratio 12.4 calls to 1 put with focus on December 6 and 6.5 calls. ​

Zynga (ZNGA) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 67 with focus on December calls. ​

Sony (SNE) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 41. Call put ratio 14.7 calls to 1 put with focus on December calls.​

Microsoft (MSFT) 30-day option implied volatility is at 16; compared to its 52-week range of 15 to 44. ​
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Luxury Good Retailers ​into Holiday Shopping season

Tapestry (TPR) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 60​

Tiffany (TIF) 30-day option implied volatility is at 11; compared to its 52-week range of 5 to 50​

Capri Holdings (CPRI) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 69​

Canadian Goose (GOOS) 30-day option implied volatility is at 39; compared to its 52-week range of 39 to 82
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Ferrari (RACE) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 43​
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Increasing unusual option volume: PTI DGX CRNT BBVA SSI EWU CCC NGL VMW BOX TM DKS PTI CDW EVH ​
Increasing unusual call option volume: PTI CRNT SSI KO GES SRNE VMW BOX UA VEEV​
Increasing unusual put option volume: CBB EWU CDW DKS NGL EVH NGG VMW BOX​
Options with decreasing option implied volatility: CCXI MDCO LB I M ANF NTNX FL PLAN GES JWN TIF AMBA GPS BURL​
Active options November 27: BABA FB KO ROKU TSLA AMD AAPL AMZN NIO DIS BYND HD UBER MSFT MU SNAP T NVDA TWTR NFLX​