Mid-session IV Report November 4, 2019

Mid-session IV Report November 4, 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: TBT SPY CAT GM UVXY C GPS ​UNIT COMM UBER NLSN DG MDR MNK AMRN JCP ANF FL
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Popular stocks with increasing unusual volume: GE AMD MCD FIT F JD NIO​
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Marriott (MAR) November call option implied volatility is at 48, November is at 31, December is at 23; compared to its 52-week range of 19 to 40 into the expected release of results today after the bell. Call put ratio 5.4 calls to 1 put with focus on November weekly 129 calls. ​
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McDermott (MDR) November call option implied volatility is at 220, December is at 180; compared to its 52-week range of 58 to 324 into the expected release of results today after the bell. Call put ratio 1 call to 1.1 puts.​
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PG&E (PCG) November weekly call option implied volatility is at 145, November and December is at 160; compared to its 52-week range of 28 to 254 into the expected release of results today after the bell. Call put ratio 3 calls to 1 put.​
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Shake Shack (SHAK) November weekly call option implied volatility is at 110, November is at 72, December is at 47; December is at 66; compared to its 52-week range of 31 to 69 into the expected release of results today after the bell.​
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Uber (UBER) November weekly call option implied volatility is at 156, November is at 106, December is at 64; compared to its 52-week range of 39 to 70 into the expected release of results today after the bell. Call put ratio 1 call to 1.3 puts with focus on December 31 puts.​
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Lyft (LYFT) November weekly call option implied volatility is at 62, November is at 52, December is at 46; compared to its 52-week range of 43 to 79 into the expected release of Uber (UBER) results today after the bell. Call put ratio 2.9 calls to 1 put with focus on November 50 calls.​
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Allergan (AGN) November weekly call option implied volatility is at 17, November and December is at 14; compared to its 52-week range of 13 to 42 into the expected release of results before the bell on November 5. Call put ratio 2.6 calls to 1 put. ​
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Amarin (AMRN) November weekly call option implied volatility is at 93, November is at 187 and December is at 104; compared to its 52-week range of 55 to 200 into the expected release of results before the bell on November 5. Call put ratio 1.7 calls to 1 put.​
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Autohome (ATHM) November call option implied volatility is at 55, December is at 44; compared to its 52-week range of 42 to 74 into the expected release of results before the bell on November 5.​
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Chesapeake (CHK) November weekly call option implied volatility is at 172, November is at 113, December is at 91; compared to its 52-week range of 57 to 140 into the expected release of results before the bell on November 5. Call put ratio 4.7 calls to 1 put with focus on November weekly 1.5 and 2 calls. ​
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DaVita (DVA) November weekly call option implied volatility is at 58, November is at 41, December is at 32; compared to its 52-week range of 27 to 60 into the expected release of results after the bell on November 5.​
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Expeditors (EXPD) November call option implied volatility is at 37, December is at 25; compared to its 52-week range of 19 to 47 into the expected release of results before the bell on November 5.​
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Red Robin Gourmet Burgers (RRGB) November call option implied volatility is at 53, December is at 28; compared to its 52-week range of 33 to 93 into the expected release of results after the bell on November 5.​
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Tapestry (TPR) November weekly call option implied volatility is at 116, November is at 77, December is at 47; compared to its 52-week range of 26 to 60 into the expected release of results before the bell on November 5.​
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Wynn Resort (WYNN) November weekly call option implied volatility is at 77, November is at 53, December is at 39; compared to its 52-week range of 31 to 72 into the expected release of results on November 5.​
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Adobe (ADBE) November weekly call option implied volatility is at 48, November is at 34, December is at 28; compared to its 52-week range of 20 to 51 into analyst meeting today.​
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Kroger (KR) November weekly call option implied volatility is at 42, November is at 34, December is at 32; compared to its 52-week range of 22 to 57 into an investor conference on November 5. Call put ratio 2.4 calls to 1 put. ​
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Raven (RAVN) 30 day option implied volatility is at 38; compared to its 52-week range of 25 to 82 into an investor day on November 5.​
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Winnebago (WGO) November call option implied volatility is at 42, December is at 43; compared to its 52-week range of 35 to 74 into an investor day on November 6.​
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Yelp (YELP) November weekly option implied volatility is at 135, November is at 86, December is at 48; compared to its 52-week range of into the expected release of quarterly results on November 7. ​
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Phillips 66 (PSX) November weekly call option implied volatility is at 22, November is at 20, December is at 19; compared to its 52-week range of 19 to 44 into investor day on November 6.​
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Apollo Global (APO) November weekly call option implied volatility is at 30, November is at 26, December is at 27; compared to its 52-week range of 21 to 51 into investor day on November 7.​
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Activision Blizzard (ATVI) November weekly call option implied volatility is at 85, November is at 59; compared to its 52-week range of 28 to 61 into the expected release of quarter results on November 7. Call put ratio 5.3 calls to 1 put with focus on November weekly 55 and 55.5 calls. ​
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Under Armour (UA) November weekly call option implied volatility is at 71, November is at 46, December is at 40; compared to its 52-week range of 31 to 64 after confirming accounting probe. Call put ratio 1 call to 1.4 puts. ​
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Under Armour Inc (UAA) November weekly call option implied volatility is at 65, November is at 49, December is at 40; compared to its 52-week range of 31 to 67 after confirming accounting probe. Call put ratio 1 call to 1.7 puts.​
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McDonald’s (MCD) November weekly call option implied volatility is at 22, November is at 18, December is at 16; compared to its 52-week range of 14 to 30 after separates from CEO Steve Easterbrook, names Chris Kempczinski CEO.​
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Fitbit (FIT) November weekly call option implied volatility is at 31, November is at 20; compared to its 52-week range of 23 to 127 after Google (GOOGL) recently announcing acquiring for $7.35 per share. Call put ratio 1.2 calls to 1 put. ​
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Boeing (BA) November weekly call option implied volatility is at 26, November is at 25; compared to its 52-week range of 23 to 46. Call put ratio 1.4 calls to 1 put.​
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Chevron (CVX) November weekly call option implied volatility is at 20, November is at 17, December is at 16; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 1.4 puts with focus on November 120 puts. ​
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Micron (MU) November weekly and November call option implied volatility is at 37, December is at 39; compared to its 52-week range of 33 to 64. Call put ratio 2.6 calls to 1 put with focus on December weekly 52 calls.​
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Increasing unusual option volume: HALO VG WMGI UA MDP SPXU CHGG UAA MUR SYK CCK GPOR ​
Increasing unusual call option volume: VG ITUB HALO MUR WMGI UA RACE SPXU FEZ MAXR CCK ​
Increasing unusual put option volume: CHGG UA UAA SYMC WMGI TLRA GSKY SYK APRN WKR TIVO GPRO​
Options with decreasing option implied volatility: TAP FEYE AMD SNE EXAS MDLZ HLF EA ADP MAT CXO GE YUM AMGN AMD RCL WMGI​
Active options November 4: AAPL BABA FB GE T AMD TSLA UBER BAC MSFT MCD MU AMZN XOM NIO ROKU JD FIT NVDA F ​
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