Mid-session IV Report October 10, 2019

Mid-session IV Report October 10, 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: BYND IRBT ANF X PBYI STMP Z TPR MSNT SHY BKLN FSCT PCG KHC​
​
Popular stocks with increasing unusual volume: DAL CSCO ATVI GILD FCX VALE​
​
​
Gilead (GILD) October weekly call option implied volatility is at 33, October is at 26, November is at 28; compared to its 52-week range of 20 to 43. Call put ratio 10.9 calls to 1 put with focus on October 62.50 calls. ​
​
Merck (MRK) October weekly call option implied volatility is at 25, October is at 22, November is at 21; compared to its 52-week range of 14 to 30. ​
​
Bankers shares up, Due to Deliver Crucial Aramco Valuation as Soon as Friday, reports DJ. Bank EPS expected next week. ​
​
Citigroup (C) October weekly call option implied volatility is at 39, October is at 36, November is at 26; compared to its 52-week range of 19 to 56. Call put ratio 1.2 calls to 1 put into the expected release of EPS next week.​
​
Goldman Sachs (GS) October weekly call option implied volatility is at 34, October is at 35, November is at 27; compared to its 52-week range of 19 to 50. Call put ratio 2.7 calls to 1 put. ​
​
JPMorgan (JPM) October weekly call option implied volatility is at 33, October is at 27; compared to its 52-week range of 15 to 41. Call put ratio 1.5 calls to 1 put. Bankers Due to Deliver Aramco Valuation as Soon as Friday – DJ​
​
Morgan Stanley (MS) October weekly call option implied volatility is at 34, October is at 33, November 28; compared to its 52-week range of 19 to 50. Call put ratio 1.7 calls to 1 put. ​
​
U.S. Bancorp (USB) October weekly call option implied volatility is at 28, October is at 29, November is at 21; compared to its 52-week range of 14 to 36. Call put ratio 1 call to 10 puts with focus on October 52.50 and 53 calls. ​
​
Wells Fargo (WFC) October weekly call option implied volatility is at 31, October is at 29, November is at 22; compared to its 52-week range of 18 to 45. Call put ratio 3.1 calls to 1 put with focus on October weekly 50 calls as shares rally 1.5%.​
​
Bank of America (BAC) October weekly call option implied volatility is at 37, October is at 34, November 27; compared to its 52-week range of 19 to 47. Call put ratio 1.3 calls with focus on October weekly 28.50 and 29 calls as shares rally 2.6% calls. ​
​
PNC Financial Services (PNC) October weekly call option implied volatility is at 31, October is at 30, November is at 24; compared to its 52-week range of 18 to 43.​
​
Option implied volatility for American corporations with revenue growth strategies in China ​
​
General Motors Co. (GM) 30-day option implied volatility is at 36, compared to its 52-week range of 21 to 46​
Ford Motor (F) 30-day option implied volatility is at 38, compared to its 52-week range of 23 to 55​
Nike Inc. (NKE) 30-day option implied volatility is at 24, compared to its 52-week range of 18 to 46​
Tiffany & Co. (TIF) 30-day option implied volatility is at 31, compared to its 52-week range of 21 to 51​
MGM Resorts International (MGM) 30-day option implied volatility is at 39, compared to its 52-week range of 25 to 59​
Wynn Resorts Limited (WYNN) 30-day option implied volatility is at 50, compared to its 52-week range of 31 to 72​
Boeing Co. (BA) 30-day option implied volatility is at 33, compared to its 52-week range of 23 to 46​
FedEx Corp. (FDX) 30-day option implied volatility is at 30, compared to its 52-week range of 21 to 42​
Intel (INTC) 30-day option implied volatility is at 35, compared to its 52-week range of 20 to 45​
3M (MMM) 30-day option implied volatility is at 31, compared to its 52-week range of 16 to 36​
HP Inc. (HPQ) 30-day option implied volatility is at 29, compared to its 52-week range of 19 to 44​
Apple Inc. (AAPL) 30-day option implied volatility is at 32, compared to its 52-week range of 19 to 46​
Advanced Micro Devices (AMD) 30-day option implied volatility is at 64, compared to its 52-week range of 42 to 97​
Nvidia Corp. (NVDA) 30-day option implied volatility is at 40, compared to its 52-week range of 33 to 86​
Micron Technology Inc. (MU) 30-day option implied volatility is at 42, compared to its 52-week range of 36 to 65​
Caterpillar (CAT) 30-day option implied volatility is at 34, compared to its 52-week range of 20 to 50​
Deere (DE) 30-day option implied volatility is at 28, compared to its 52-week range of 21 to 44​

Increasing unusual option volume: FSCT KBH EWH REAL TUR ​
Increasing unusual call option volume: KBH FIZZ RAL BBL TMF WRK CQP BBBY​
Increasing unusual put option volume: TUR EWH TSM AUPH CHKP TDG MT IVZ​
Options with decreasing option implied volatility: DAL OXY AMRN SDS AMTD VHC AVYA ONCE DPZ COST STZ ​
Active options October 10: AAPL ROKU AMD BBBY NFLX PCG TSLA BAC MSFT DAL CSCO FB ATVI BABA GILD WYNN MU FCX VALE T ​
​