Mid-session IV Report October 13, 2020

Mid-session IV Report October 13, 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: BIIB CGC ED LOOP ALT AMRN RKT ZM WSM WFC PNC GS MS AA

Popular stocks with increasing unusual volume: WKHS ZM RKT CCL ZM DKNG MRNA TSN

Apple (AAPL) October option implied volatility is at 64, November is at 47; compared to its 52-week range of 18 to 90 into Apple 5G product launch event to support 5G. Call put ratio 3.7 calls to 1 put with focus on October 123.50 and 123.75 calls.

Disney (DIS) October call option implied volatility is at 28, November is at 33, December is at 32; compared to its 52-week range of 19 to 101 into a schedule virtual investor day on December 10. Call put ratio 5.4 calls to 1 put as shares rally 5% after reorganization.

Alcoa (AA) October call option implied volatility is at 87, November is at 64; compared to its 52-week range of 36 to 181 into the expected release of quarter results after the bell on October 14. Call put ratio 2.9 calls to 1 put with focus on October 12.50 calls.

Bank of America (BAC) October call option implied volatility is at 48, November is at 35; compared to its 52-week range of 17 to 123 into the expected release of quarter results before the bell on October 14. Call put ratio 3 calls to 1 put with focus on October 25.50 and 26 calls.

Goldman Sachs (GS) October call option implied volatility is at 45, November is at 35; compared to its 52-week range of 18 to 186 into the expected release of quarter results before the bell on October 14. Call put ratio 3 calls to 1 put with focus on October 215 calls.

Infosys (INFY) October call option implied volatility is at 77, November is at 38; compared to its 52-week range of 18 to 117 into the expected release of quarter results before the bell on October 14.Call put ratio 13 calls to 1 put with focus on October 75 calls.

The PNC Financial Services Group (PNC) October call option implied volatility is at 43, November is at 34; compared to its 52-week range of 16 to 116 into the expected release of quarter results before the bell on October 14. Call put ratio 7.3 calls to 1 put with focus on October 116 calls.

U.S.Bancorp (USB) October call option implied volatility is at 48, November is at 41; compared to its 52-week range of 14 to 121 into the expected release of quarter results before the bell on October 14. Call put ratio 2.6 calls to 1 put with focus on November 42.50 calls.

United Airlines (UAL) October call option implied volatility is at 95, November is at 73; compared to its 52-week range of 20 to 421 into the expected release of quarter results on October 14.

Unitedhealth Group (UNH) October call option implied volatility is at 43, November is at 32; compared to its 52-week range of 19 to 94 into the expected release of quarter results before the bell on October 14.

Real Estate Investment Trust option implied volatility as shares prices pull back on more puts than calls

Vanguard Reit Etf (VNQ) 30-day option implied volatility is at 25, compared to its 52-week range of 10 to 90. Call put ratio 1 call to 233 puts with focus on March puts.

Empire State Realty Trust (ESRT) 30-day option implied volatility is at 57, compared to its 52-week range of 15 to 206. Call put ratio 8.6 calls to put.

Vornado Realty Trust (VNO) 30-day option implied volatility is at 55, compared to its 52-week range of 15 to 138.

SL Green Realty (SLG) 30-day option implied volatility is at 60, compared to its 52-week range of 16 to 125. Call put ratio 1 call to 9 puts.

Increasing unusual option volume: PAGP VNQ IGT ELAN AMCX XRAY
Increasing unusual call option volume: PAGP IGT AMCX WSM INMD JKS MTG
Increasing unusual put option volume: VNQ AEO AMCX JKS MCK SAND ERIC ESRT SLG
Options with decreasing option implied volatility: CRON LL PLTR VOD DISH TGTX
Active options: AAPL TSLA DIS WKHS NIO C BAC JPM AMD AMZN MSFT FB F AAL RKT MU CCL ZM BA DKNG