Mid-session IV Report November 7, 2019​

Mid-session IV Report November 7, 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.​
​
Options with increasing option implied volatility: YELP GPRO SPY DIS YELP CLDR ULTA DG TIF AUPH GME EB PEP ​
​
Popular stocks with increasing unusual volume: SQ X IQ DIS ​
​
Uber (UBER) option implied volatility decreases​

Uber (UBER) November weekly call option implied volatility is at 60, November is at 53, December is at 46; compared to its 52-week range of 39 to 83. Call put ratio 1.2 calls to 1 put with focus on November weekly 27.50 and 28 calls. ​
​
Tesla (TSLA) November weekly call option implied volatility is at 47, November is at 39, December is at 40; compared to its 52-week range of 37 to 75 into the company’s “Cybertruck,” the car maker’s long-awaited electric pickup truck, will be unveiled on November 21 in Los Angeles, California. Call put ratio 1.5 calls to 1 put. ​

National Beverage (FIZZ) November call option implied volatility is at 51, December is at 55; compared to its 52-week range of 35 to 85 as shares sell off 7% after Coca-Cola (KO) announced its planned launch of the “AHA” brand in the March 2020. Call put ratio 1 call to 1.7 puts.​
​
Online booking agencies option implied volatility after TRIP & EXPE announced EPS and bookings misses​

Booking Holdings (BKNG) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 42 as shares down 7%​
TripAdvisor (TRIP) 30-day option implied volatility is at 42; compared to its 52-week range of 29 to 62 as shares down 19%​
Expedia (EXPE) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 43 as shares sell off 24%​
Trivago (TRVG) 30-day option implied volatility is at 66; compared to its 52-week range of 50 to 91​
​
Yields trend to three-month highs​

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30 option implied volatility is at 24; compared to its 52-week range of 15 to 34 as yields near three-month highs. Call put ratio 7.1 calls to 1 put with focus on November weekly calls. ​
​
iShares 20+ Year Treasury Bond ETF (TLT) November weekly call option implied volatility is at 16, November is at 13, December is at 12; compared to its 52-week range of 8 to 17 as yields near three-month highs. Call put ratio 1 call to 2.3 puts with focus on January 131 and 134 puts. ​
​
Dropbox (DBX) November weekly call option implied volatility is at 205, November is at 85, December is at 47; compared to its 52-week range of 33 to 62 into the expected release of quarterly results today after the bell. Call put ratio 1.6 calls to 1 put.​

Activision Blizzard (ATVI) November weekly call option implied volatility is at 130, November is at 60, December is at 38; compared to its 52-week range of 29 to 61 into the expected release of results today after the bell. Call put ratio 5.3 calls to 1 put with focus on November weekly 56.50 and 57 calls. ​

Booking Holdings (BKNG) November weekly call option implied volatility is at 133, November is at 55, December is at 29; 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 1 put. ​

GoPro (GPRO) November weekly call option implied volatility is at 250, November is at 115, 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 1.1 put with focus on November weekly 4.5 calls and puts. ​

Monster Beverage (MNST) November weekly call option implied volatility is at 137, November is at 58, December is at 29; compared to its 52-week range of 21 to 45 into the expected release of results today.​

Walt Disney (DIS) November weekly call option implied volatility is at 77, November is at 39, December is at 25; compared to its 52-week range of 15 to 33 into the expected release of results today after the bell. Call put ratio 3.4 calls to 1 put with focus on November weekly 133 and 135 calls. ​

Yelp (YELP) November weekly call option implied volatility is at 240, November is at 106, December is at 55; compared to its 52-week range of 15 to 33 into the expected release of results today after the bell. Call put ratio 1 call to 3.7 puts. ​

Revlon (REV) 30 day option implied volatility is at 71; compared to its 52-week range of 53 to 130 into the expected release of results before the bell on November 8.​

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 8.​

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 76 into the expected release of results before the bell on November 8.​

Goldman Sachs (GS) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 50 into 2020 investor day on January 29, 2020. ​

Increasing unusual option volume: EXPE BJRI INVA SAIL DLR RE TRIP DCPH UPWK QNST PRTY NLSN FOSL ​
Increasing unusual call option volume: DCPH FOSL EXPE PRTY MDC TRIP DISCK NLSN GDDY AMKR ODFL AAXN ​
Increasing unusual put option volume: EXPE TRIP FIZZ DLR PRTY NCLH YELP NLSN YELP GDDY TEVA FOXA​
Options with decreasing option implied volatility: TAP FEYE SNE HLF AMD EXPE TRIP DLR NCLH NLSN YELP GDDY TEVA ​
Active options November 7: TSLA AAPL ROKU TEVA BABA GE SQ QCOM BIDU BAC FB AMD TWTR UBER MSFT X C DIS FCX IQ​
​