Mid-session IV Report October 11, 2019

Mid-session IV Report October 11, 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: BYND IRBT ANF X PBYI STMP INFN ETSY TPR YNDX MNST VRAY OPK AMRN BHVN FTCH ​
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Popular stocks with increasing unusual volume: JD C CGC FCX X​
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Apple (AAPL) October weekly call option implied volatility is at 39, October is at 23, November is at 27; compared to its 52-week range of 19 to 56 as shares near record high. Call put ratio 1.3 calls to 1 put. ​
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Workday (WDAY) October call option implied volatility is at 34, November is at 33; compared to its 52-week range of 27 to 60 into a company hosted analyst day on October 15.​

Citigroup (C) October call option implied volatility is at 34, November is at 25; compared to its 52-week range of 19 to 56 into the expected release of financial results before the bell on October 15.​
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Goldman Sachs (GS) October call option implied volatility is at 34, November is at 24; compared to its 52-week range of 19 to 40 into the expected release of financial results before the bell on October 15. Call put ratio 2.4 calls to 1 put with focus on October weekly 207.50 calls. ​
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Interactive Brokers (IBKR) October call option implied volatility is at 41, November is at 33; compared to its 52-week range of 27 to 48 into the expected release of financial results after the bell on October 15. Call put ratio 3.3 calls to 1 put.​
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J.B. Hunt Transport (JBHT) October call option implied volatility is at 40, November is at 30; compared to its 52-week range of 22 to 42 into the expected release of financial results after the bell on October 15.​
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Johnson & Johnson (JNJ) October call option implied volatility is at 22, November is at 20; compared to its 52-week range of 14 to 34 into the expected release of financial results before the bell on October 15. ​
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JPMorgan Chase (JPM) October call option implied volatility is at 25, November is at 23; compared to its 52-week range of 15 to 40 into the expected release of financial results before the bell on October 15. Call put ratio 2.3 calls to 1 put. ​
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Kinder Morgan (KMI) October call option implied volatility is at 21, November is at 21; compared to its 52-week range of 16 to 40 into the expected release of financial results on October 15. Call put ratio 6.4 calls to 1 put with focus on October 20.50 calls. ​
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Schwab (SCHW) October call option implied volatility is at 39, November is at 32; compared to its 52-week range of 23 to 45 into the expected release of financial results before the bell on October 15. ​
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United Airlines (UAL) October call option implied volatility is at 43, November is at 31; compared to its 52-week range of 22 to 48 into the expected release of financial results before the bell on October 15. ​
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Unitedhealth Group (UNH) October call option implied volatility is at 36, November is at 26; compared to its 52-week range of 18 to 40 into the expected release of financial results before the bell on October 15. ​
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Wells Fargo (WFC) October call option implied volatility is at 30, November is at 25; compared to its 52-week range of 18 to 43 into the expected release of financial results before the bell on October 15. Call put ratio 2.3 calls to 1 put with focus on October 50 calls. ​

Yandex (YNDX) October weekly call option implied volatility is at 123, October is at 45, November is at 44; compared to its 52-week range of 30 to 76 as shares sell off 17% on report of international shareholder restriction vote. Call put ratio 1 call to 2.7 puts.​

IAC/Interactive Corp (IAC) October call option implied volatility is at 27, November is at 37; compared to its 52-week range of 26 to 54 after confirms preliminary proposal for Match Group (MTCH) separation. Call put ratio 6.7 calls to 1 put with focus on January 260 calls. ​

Barclays plc (BCS) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 71 as shares trade up 8% on Brexit hopes.​

Lloyds Banking Group (LYG) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 75 as shares trade up 13% on Brexit hopes. Call put ratio 137 calls to 1 put with focus on January and April 3 calls. ​

Increasing unusual option volume: TNK LYG WEN JE YNDX SAP AWK​
Increasing unusual call option volume: WEN LYG SAP JE FAST PAGP GPRE PAA NAT​
Increasing unusual put option volume: YNDX CDNS ATUS ENR SAP FAST DBI NOK AEM​
Options with decreasing option implied volatility: DPZ FAST INFY DAL OXY AMRN SDS AMTD BBBY​
Active options October 11: AAPL BAC BABA FB ROKU AMD NFLX MSFT TSLA NVDA AMZN FCX GE MU X T JD C INTC CGC ​
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