Mid-session IV Report November 5, 2019

Mid-session IV Report November 5, 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: LULU CLDR ULTA XON ANIK TIF WM MPW VNQ TBT SPY C GPS YELP DIS TEVA MNST​ ATVI
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Popular stocks with increasing unusual volume: GE AMD MCD FIT F JD NIO​
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Wynn Resort (WYNN) November weekly call option implied volatility is at 82, 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. Call put ratio 1.2 calls to 1 put. ​

Booking Holdings (BKNG) November weekly call option implied volatility is at 65, November is at 40, December is at 25; compared to its 52-week range of 18 to 42 into the expected release of results after the bell on November 6. Call put ratio 1 call to 2.6 puts. ​

Discovery (DISCA) November call option implied volatility is at 42, December is at 32; compared to its 52-week range of 30 to 51 into the expected release of results on November 6.​

GoPro (GPRO) November weekly call option implied volatility is at 165, November is at 96, December is at 72; compared to its 52-week range of 40 to 109 into the expected release of results after the bell on November 6. Call put ratio 2.9 calls to 1 put with focus on November weekly 4.5 calls. ​

Hain Celestial Group (HAIN) November call option implied volatility is at 50, December is at 37; compared to its 52-week range of 32 to 54 into the expected release of results before the bell on November 6.​

Monster Beverage (MNST) November weekly call option implied volatility is at 81, November is at 48, December is at 29; compared to its 52-week range of 21 to 45 into the expected release of results on November 6.​

Nielsen (NLSN) November call option implied volatility is at 79, December is at 45; compared to its 52-week range of 27 to 67 into the expected release of results on November 6. Call put ratio 9.4 calls to 1 put. ​

Ralph Lauren (RL) November weekly call option implied volatility is at 88, December is at 56; compared to its 52-week range of 24 to 52 into the expected release of results before the bell on November 6. Call put ratio 1 call to 2.7 puts​.

Teva (TEVA) November weekly call option implied volatility is at 160, November is at 104; compared to its 52-week range of 29 to 106 into the expected release of results on November 7.​

TreeHouse (THS) November call option implied volatility is at 65, December is at 37; compared to its 52-week range of 23 to 64 into the expected release of results before the bell on November 6.​

Trade Desk (TTD) November weekly call option implied volatility is at 160, November is at 101, December is at 64; compared to its 52-week range of 41 to 103 into the expected release of results after the bell on November 6.​

Walt Disney (DIS) November weekly call option implied volatility is at 51, November is at 36; compared to its 52-week range of 15 to 33 into the expected release of results after the bell on November 6. Call put ratio 3.5 calls to 1 put with focus on November weekly 132 calls. ​

Yelp (YELP) November weekly call option implied volatility is at 170, November is at 98; compared to its 52-week range of 15 to 33 into the expected release of results after the bell on November 6. Call put ratio 4.7 calls to 1 put with focus on November weekly and November 34.50 calls. ​

Activision Blizzard (ATVI) November weekly call option implied volatility is at 83, November is at 55, December is at 37; compared to its 52-week range of 29 to 61 into the expected release of results after the bell on November 7. Call put ratio 4.7 calls to 1 put with focus on November 55 calls. ​

Peloton (PTON) November weekly call option implied volatility is at 81, November is at 71, December is at 60; compared to its 15-week range of 74 to 90 as shares sell off 3.6% after quarter results. Call put ratio 1 to 1.​
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Winnebago (WGO) November call option implied volatility is at 42, December is at 42; compared to its 52-week range of 35 to 74 into an investor day on November 6.​
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Phillips 66 (PSX) November weekly call option implied volatility is at 21, November is at 19, December is at 18; compared to its 52-week range of 19 to 44 into investor day on November 6. Call put ratio 2.2 calls to 1 put.​
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Apollo Global (APO) November weekly call option implied volatility is at 30, November is at 29, December is at 25; compared to its 52-week range of 21 to 51 into investor day on November 7. Call put ratio 1 call to 3.9 puts. ​
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Amarin Corp. (AMRN) November weekly call option implied volatility is at 72, November is at 183, December is at 91; compared to its 52-week range of 55 to 200. Call put ratio 2.5 calls to 1 put with focus on November 17 calls ahead of the November 14, 2019 FDA AdCom meeting to discuss the sNDA to expand the Vascepa label to include patients with elevated triglycerides on statin therapy who still have residual cardiovascular risk.​
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Armstrong Flooring (AFI) November 5 puts active as shares sell off 35% on quarter results as shares sell off 37% on results.​
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Colgate-Palmolive (CL) call put ratio 5.1 calls to 1 put with focus on November weekly 65.50 and 66 calls as shares rally 46c to $65.87.​

NIO (NIO) call put ratio 3.7 calls to 1 put with focus on November weekly 2 calls as shares rally 28%.​

Marriott (MAR) call put ratio 1.3 calls to 1 put. Marriott CEO Sorenson says has completed chemo, radiation, says surgery up next.​
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Increasing unusual option volume: NIO NOMD R AAN UA DIOD VKTX MYGN EEFT RCM AGRX YETI​
Increasing unusual call option volume: R MUR UA FIS IEF PRTY CL RCM PAGP AGRX BHF MYGN​
Increasing unusual put option volume: AFI VKTX GDDY MYGN DIOD MYL PAA LIN CCK MPW VET GRPN​
Options with decreasing option implied volatility: TAP FEYE AMD SNE MDLZ HLF EA GE YUM AMD PTON FIT PCG WMGI ABMD TUP W DDD​
Active options November 5: AMD UBER AAPL NIO BAC BABA GE TSLA M BA MDR CHK FB MSFT FCX BYND T ACB NFLX MCD​
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