Mid-session IV Report October 1, 2020

Mid-session IV Report October 1, 2020

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: TCO UA IVC FEAC UCO AEL APA BIIB DDOG USO

Popular stocks with increasing unusual volume: BBBY AAL DKNG ROKU PTON ZM

Amazon (AMZN) October call option implied volatility is at 41, October is at 39, November is at 50; compared to its 26-week range of 17 to 69 into announces Prime Day event on October 13 & 14. Call put ratio 1.5 calls to 1 put.

Apple (AAPL) October weekly call option implied volatility is at 47, October and November is at 40; compared to its 52-week range of 18 to 90 into expected new product introductions in October. Call put ratio 2.1 calls to 1 put with focus on October weekly 117.50 calls.

Alibaba (BABA) October weekly call option implied volatility is at 43, October is at 36, November is at 38; compared to its 52-week range of 22 to 63 into singles day on November 11. Call put ratio 3 calls to 1 put with focus on October weekly 290 and 295 calls.

Boeing (BA) October weekly call option implied volatility is at 57, October is at 55, November is at 56; compared to its 52-week range of 23 to 223. Call put ratio 4.2 calls to 1 put as shares rally 2.5%.

Telemedicine option implied volatility

Teladoc (TDOC) 30-day option implied volatility is at 69; compared to its 52-week range of 36 to 109 as shares rally 0.5%. Call put ratio 2.1 calls to 1 put with focus on October weekly calls.

eHealth (EHTH) 30-day option implied volatility is at 68; compared to its 52-week range of 46 to 117 as shares rally 5%. Call put ratio 1 call to 2 puts.

Livongo (LVGO) 30-day option implied volatility is at 67; compared to its 52-week range of 53 to 116 as shares rally 0.7%.

IRhythm (IRTC) 30-day option implied volatility is at 63; compared to its 52-week range of 45 to 113 as shares sell off 3.6%.

Option implied volatility for Utilities

Duke Energy (DUK) 30-day option implied volatility is at 29; compared to its 52-week range of 12 to 99
NextEra (NEE) 30-day option implied volatility is at 29; compared to its 52-week range of 14 to 91
Dominion Energy (D) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 96
PG&E Corp. (PCG) 30-day option implied volatility is at 51; compared to its 52-week range of 38 to 253
Exelon (EXC) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 91
Sempra Energy (SRE) 30-day option implied volatility is at 30; compared to its 52-week range of 13 to 86
Public Service (PEG) 30-day option implied volatility is at 29; compared to its 52-week range of 13 to 103
Xcel Energy (XEL) 30-day option implied volatility is at 28; compared to its 52-week range of 13 to 83
Consolidated Edison (EIX) 30-day option implied volatility is at 38; compared to its 52-week range of 20 to 94
FirstEnergy (FE) 30-day option implied volatility is at 37; compared to its 52-week range of 14 to 98
NRG Energy (NRG) 30-day option implied volatility is at 44 compared to its 52-week range of 20 to 134
Southern Energy (SO) 30-day option implied volatility is at 25; compared to its 52-week range of 13 to 92
CenterPoint Energy (CNP) 30-day option implied volatility is at 35 compared to its 52-week range of 16 to 115
Evergy (EVRG) 30-day option implied volatility is at 36 compared to its 52-week range of 14 to 83
Sempra Energy (SRE) 30-day option implied volatility is at 30 compared to its 52-week range of 13 to 86
Utilities Sel Sect Spdr Fd (XLU) 30-day option implied volatility is at 21; compared to its 52-week range of 9 to 86

Increasing unusual option volume: AXTA NAV SAIL BBBY PRGS SNDL LAC
Increasing unusual call option volume: NAV SAIL GLNG BBBY LAC FVAC FTAI
Increasing unusual put option volume: BBBY TECS SSSS CBOE ABB MOS CAG SH
Options with decreasing option implied volatility: CCJ CLVS INO EDIT UNFI FIT
Active options: AAPL TSLA BA BBBY AMD NIO FB BABA AAL DKNG ROKU NKLA MSFT BAC AMZN NFLX CCL PTON ZM INTC