Daily IV Report
Mid-session IV Report October 15, 2019
Mid-session IV Report October 15, 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: AMLP RBS PAGS […]
Mid-session IV Report October 15, 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: AMLP RBS PAGS BCS BTI CGC PE GME IGT ET BBD TEN
Popular stocks with increasing unusual volume: CGC JNJ BYND ROKU
General Motors (GM) October call option implied volatility is at 31, November is at 32; compared to its 52-week range of 21 to 46. Call put ratio 2.4 calls to 1 put with focus on October 36 calls as UAW contract dispute continues for the fifth week.
Zoom Video (ZM) October call option implied volatility is at 65, November is at 47; compared to its 26-week range of 46 to 87 into lock up for IPO expires. Call put ratio 1 call to 2.5 puts with focus on October 70 puts.
Pinterest (PINS) October call option implied volatility is at 68, November is at 69; compared to its 26-week range of 45 to 98 into lock up for IPO expires.
Netflix (NFLX) October call option implied volatility is at 126, November is at 51; compared to its 52-week range of 29 to 76 into the expected release of financial results after the bell on October 16. Call put ratio 1.1 calls to 1 put.
Abbott Laboratories (ABT) October call option implied volatility is at 37, November is at 23; compared to its 52-week range of 16 to 37 into the expected release of financial results before the bell on October 16. Call put ratio 2.1 calls to 1 put with focus on October 82 calls.
Alcoa (AA) October call option implied volatility is at 86, November is at 50; compared to its 52-week range of 34 to 64 into the expected release of financial results after the bell on October 16. Call put ratio 1.9 calls to 1 put.
Bank of America (BAC) October call option implied volatility is at 42, November is at 26; compared to its 52-week range of 19 to 47 into the expected release of financial results before the bell on October 16. Call put ratio 1.3 calls to 1 put with focus on October 30 calls.
Bank of New York Mellon (BK) October call option implied volatility is at 47, November is at 26; compared to its 52-week range of 18 to 39 into the expected release of financial results before the bell on October 16.
Comerica (CMA) October call option implied volatility is at 49, November is at 32; compared to its 52-week range of 22 to 43 into the expected release of financial results before the bell on October 16. Call put ratio 1.5 calls to 1 put with focus on October 70 calls.
CSX Corp (CSX) October call option implied volatility is at 66, November is at 29; compared to its 52-week range of 18 to 49 into the expected release of financial results after the bell on October 16. Call put ratio 1 call to 2.3 puts.
IBM (IBM) October call option implied volatility is at 60, November is at 26; compared to its 52-week range of 14 to 42 into the expected release of financial results after the bell on October 16. Call put ratio 2.6 calls to 1 put with focus on November 140 calls.
Kinder Morgan (KMI) October call option implied volatility is at 30, November is at 20; compared to its 52-week range of 16 to 41 into the expected release of financial results after the bell on October 16. Call put ratio 1 call to 1.7 puts with focus on October 19 and 19.50 puts.
Steel Dynamics (STLD) October call option implied volatility is at 44, November is at 38; compared to its 52-week range of 28 to 49 into the expected release of financial results on October 16. Call put ratio 557 calls to 1 put with focus on October 31 calls.
PNC Financial (PNC) October call option implied volatility is at 39, November is at 24; compared to its 52-week range of 18 to 43 into the expected release of financial results before the bell on October 16. Call put ratio 1 call to 4.4 puts with focus on November 135 puts.
U.S. Bancorp (USB) October call option implied volatility is at 33, November is at 22; compared to its 52-week range of 14 to 36 into the expected release of financial results before the bell on October 16. Call put ratio 1 call to 1.5 puts with focus on November 52.50 puts.
United Rental (URI) October call option implied volatility is at 98, November is at 46; compared to its 52-week range of 29 to 68 into the expected release of financial results after the bell on October 16.
Disney (DIS) October weekly call option implied volatility is at 27, October is at 21, November is at 25; compared to its 52-week range of 15 to 34 into Disney Plus launch on November 12.
AT&T (T) October call option implied volatility is at 17, November is at 24; compared to its 52-week range of 14 to 29 into the expected release of financial results on October 28 and hosting a Warner Media Day in Los Angeles on October 29 to discuss its upcoming video streaming service.
Increasing unusual option volume: RBS JAG BBD STLD LYG RETA TNK ERIC
Increasing unusual call option volume: STLD BBD JPM RETA ERIC LYG TNK
Increasing unusual put option volume: IGT NAT JAG PAGS FRO RETA BBD
Options with decreasing option implied volatility: LEVI ADVM ONCE SPXU SQQQ SPXL TECS UPRO T SPY ASHR STX MU YNDX
Active options October 15: JPM NVDA AAPL AMD ROKU C BAC UNH FB TSLA BABA GS CGC MSFT AMZN NFLX JNJ T MU BYND