Mid-session IV Report November 6, 2019

Mid-session IV Report November 6, 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: CHK ROKU CLDR ZM ULTA AOBC WBA DG JNPR GME RDUS HPQ FCAU KR XRX YUM​
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Popular stocks with increasing unusual volume: YUM MU HPQ XRX DIS PCG WBA CHK​
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Uber (UBER) November weekly call option implied volatility is at 87, November is at 65, December is at 52; compared to its 52-week range of 39 to 83 into lock-up period expiration today. Call put ratio 1 call to 2.1 puts with focus on November weekly 26 puts. ​

Yum! Brands (YUM) November weekly call option implied volatility is at 28, November is at 24, December is at 18; compared to its 52-week range of 14 to 29. Call put ratio 40 calls to 1 put with focus on November weekly 99 and 100 calls.​
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Micron Technology (MU) November weekly call option implied volatility is at 43, November is at 38; December is at 43; compared to its 52-week range of 33 to 65 as shares sell off 2.7%. Call put ratio 1 call to 1.9 puts with focus on November weekly 48 and 48.5 puts.​

Sonos Inc. (SONO) November call option implied volatility is at 60, December is at 59; compared to its 52-week range of 39 to 109 after DA Davidson calls ‘natural acquisition target’ for Apple (AAPL). Call put ratio 29 calls to 1 put with focus on November 15 calls.​

HP, Inc. (HPQ) November weekly call option implied volatility is at 55, November is at 46, December is at 30; compared to its 52-week range of 19 to 44 after WSJ reported Xerox (XRX) considers takeover offer for HPQ. Call put ratio 4.5 calls to 1 put with focus on November 21.50 calls.​
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Xerox (XRX) November weekly call option implied volatility is at 30, December is at 29; compared to its 52-week range of 25 to 60 after WSJ report of Xerox considers takeover offer for HP, Inc. (NYSE: HPQ). Call put ratio 1 call to 1.7 puts. ​

Walgreens Boots Alliance (WBA) November weekly call option implied volatility is at 43, November is at 36, December is at 32; compared to its 52-week range of 19 to 38 after recent private equity reports. Call put ratio 3.3 calls to 1 put with focus on November, December and January calls. ​

Roku (ROKU) November weekly call option implied volatility is at 225, November is at 122, December is at 75; compared to its 52-week range of 50 to 97 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put. ​

Qualcomm (QCOM) November weekly call option implied volatility is at 79, November is at 47, December is at 31; compared to its 52-week range of 26 to 43 into the expected release of quarterly results today after the bell. Call put ratio 3 calls to 1 put with focus on November weekly 84 calls. ​
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CenturyLink (CTL) November weekly call option implied volatility is at 119, November is at 64, December is at 42; compared to its 52-week range of 28 to 64 into the expected release of quarterly results today after the bell.​

Activision Blizzard (ATVI) November weekly call option implied volatility is at 90, November is at 55, December is at 37; compared to its 52-week range of 29 to 61 into the expected release of results today after the bell on November 6. Call put ratio 3.2 calls to 1 put with focus on December 55 calls. ​

Booking Holdings (BKNG) November weekly call option implied volatility is at 71, November is at 41, December is at 25; compared to its 52-week range of 18 to 42 into the expected release of results today after the bell. Call put ratio 1 call to 5.2 puts. ​

Discovery (DISCA) November call option implied volatility is at 43, December is at 32; compared to its 52-week range of 30 to 51 into the expected release of results today. December 27.50 calls are active on 455 contracts. ​

GoPro (GPRO) November weekly call option implied volatility is at 200, November is at 107, December is at 72; compared to its 52-week range of 40 to 109 into the expected release of results today after the bell. Call put ratio 1 call to 1.5 puts with focus on November weekly 3.5 and 4 puts. ​

Hain Celestial Group (HAIN) November call option implied volatility is at 51, 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 7.​

Monster Beverage (MNST) November weekly call option implied volatility is at 96, November is at 51, December is at 28; compared to its 52-week range of 21 to 45 into the expected release of results on November 7.​

Ralph Lauren (RL) November weekly call option implied volatility is at 104, December is at 58; compared to its 52-week range of 24 to 52 into the expected release of results before the bell on November 7. Call put ratio 1.2 calls to 1 put.​

Teva (TEVA) November weekly call option implied volatility is at 166, November is at 100; compared to its 52-week range of 29 to 106 into the expected release of results on November 7. Call put ratio 1 to 1. ​

TreeHouse (THS) November call option implied volatility is at 66, 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 7.​

Trade Desk (TTD) November weekly call option implied volatility is at 180, November is at 102, 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 7.​

Walt Disney (DIS) November weekly call option implied volatility is at 59, 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 3.2 calls to 1 put with focus on November weekly 130 and 132 calls. ​

Yelp (YELP) November weekly call option implied volatility is at 206, November is at 107; 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 1 call to 3.4 put with focus on November weekly and November 27 puts. ​
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Revlon (REV) 30 day option implied volatility is at 131; compared to its 52-week range of 53 to 106 into the expected release of results before the bell on November 7.​

YPF Sociedad (YPF) 30 day option implied volatility is at 60; compared to its 52-week range of 33 to 85 into the expected release of results before the bell on November 7.​

Zillow Group (Z) November weekly call option implied volatility is at 202, November is at 115; compared to its 52-week range of 41 to 79 into the expected release of results before the bell on November 7.​

Zoetis (ZTS) November call option implied volatility is at 62, November is at 36, December is at 23; compared to its 52-week range of 16 to 36 into the expected release of results before the bell on November 7. Call put ratio 5.9 calls to 1 put with focus on November 120 calls. ​
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Chesapeake Energy (CHK) call put ratio 1 call to 1.1 put as shares trade below $1​
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Increasing unusual option volume: CHK SONO AGEN FANG FCEL ETRN PLT SUPN CFX IAC FNF SWIR NCLH PODD I WBA​
Increasing unusual call option volume: AGEN FANG NCLH PODD AER ARQL FNF JNPR XRX HTZ IAC ATUS YUM CENX​
Increasing unusual put option volume: FANG ATUS IAC XRX I UNIT FISV UBER CARA ARQL DOV MTCH​
Options with decreasing option implied volatility: CVS DIS ROKU MCD ACB FIT WMGI CRC DDD ETSY W ​
Active options November 6: UBER AAPL AMD NIO CVS BABA GE FANG BAC MU FB TSLA NVDA MSFT DIS ROKU I MCD M ACB​
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