Daily IV Report
Mid-session IV Report October 1, 2019
Mid-session IV Report October 1, 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: AMTD ETFC W […]
Mid-session IV Report October 1, 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: AMTD ETFC W TEVA X SDC ABBV SHAK GPRO AMRN OLED W ETFC ANET AKAM EA BITA SNE TAP CBS MCK BK
Popular stocks with increasing unusual volume: AMTD HAL ULTA ATVI TEVA
Elizabeth Warren said she’s not afraid to hold Big Tech companies like FB, GOOGL, and AMZN accountable. It’s time to #BreakUpBigTech.
Amazon (AMZN) October weekly call option implied volatility is at 24, October is at 23, November is at 22; compared to its 52-week range of 20 to 54 after Elizabeth Warren said she’s not afraid to hold Big Tech companies like FB, AMZN and GOOGL accountable.
Alphabet (GOOGL) October weekly call option implied volatility is at 22, October is at 21, November is at 27; compared to its 52-week range of 17 to 42.
Facebook (FB) October weekly call option implied volatility is at 30, October is at 27, November is at 32; compared to its 52-week range of 22 to 53.
Stitch Fix (SFIX) October weekly call option implied volatility is at 258, October is at 131; compared to its 52-week range of 46 to 112 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put with focus on October weekly 20 calls.
United Natural Foods (UNFI) October call option implied volatility is at 90, November is at 71; compared to its 52-week range of 32 to 95 into the expected release of quarter results today after the bell. Call put ratio 1 call to 7.6 puts with focus on October 10 and 12.50 puts into EPS and outlook.
Bed Bath & Beyond (BBBY) October weekly call option implied volatility is at 220, October is at 105; compared to its 52-week range of 37 to 105 into the expected release of quarter results after the bell on October 2. Call put ratio 1.1 calls to 1 put with focus on October 10 calls.
Lamb Weston (LW) October call option implied volatility is at 32, November is at 25; compared to its 52-week range of 21 to 37 into the expected release of quarter results on October 2.
Paychex (PAYX) October call option implied volatility is at 25, November is at 22; compared to its 52-week range of 15 to 32 into the expected release of quarter results before the bell on October 2. Call put ratio 2.3 calls to 1 put.
Lennar (LEN) October call option implied volatility is at 35, November is at 32; compared to its 52-week range of 26 to 56 into the expected release of quarter results before the bell on October 2.
Costco (COST) October weekly call option implied volatility is at 59, October is at 32; compared to its 52-week range of 18 to 45 into the expected release of quarter results on October 3.
PepsiCo (PEP) October weekly call option implied volatility is at 34, October is at 21; compared to its 52-week range of 13 to 30 into the expected release of quarter results before the bell on October 3.
E*TRADE Financial (ETFC), TD Ameritrade (AMTD) and Interactive Brokers (IBKR) IV increases after Charles Schwab (SCHW) announces commission-free trades
E-Trade (ETFC) October weekly call option implied volatility is at 77, October is at 46; compared to its 52-week range of 23 to 47. Call put ratio 1 call to 1.3 puts.
TD Ameritrade (AMTD) October weekly call option implied volatility is at 88, October is at 64; compared to its 52-week range of 22 to 39. Call put ratio 1 call to 1.1 puts.
Interactive Brokers (IBKR) October option implied volatility is at 44, November is at 40; compared to its 52-week range of 26 to 49. Call put ratio 1 call to 1.8 puts.
Charles Schwab (SCHW) October weekly call option implied volatility is at 51, October is at 40; compared to its 52-week range of 22 to 44 into announces commission-free trades. Call put ratio 1 call to 1.2 puts.
Intercontinental Exchange (ICE) 30-day option implied volatility is at 21; compared to its 52-week range of 14 to 33 after Charles Schwab (SCHW) announces commission-free trades.
NASDAQ (NDAQ) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 36 after Charles Schwab (SCHW) announces commission-free trades.
Increasing unusual option volume: DXJ AMTD VIPS AMRS MKC TCO IBKR BGS MIDD CMC ETFC
Increasing unusual call option volume: DXJ AMTD SPIKE HRTX MKC GERN MIDD IBKR NAT ETFC HAL
Increasing unusual put option volume: VIPS AMRS AMTD BGS MKC CG CYH SNE IYT CL DAKT
Options with decreasing option implied volatility: RAD CAG KBH NKE ACN ALDR
Active options: AAPL AMD X MSFT FB NIO AMZN TEVA BABA NVDA TSLA NFLX BAC AMTD HAL T SNAP ROKU ULTA ATVI