Daily IV Report
Mid-session IV Report October 16, 2019
Mid-session IV Report October 16, 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: NFLX IBM BCS […]
Mid-session IV Report October 16, 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: NFLX IBM BCS WDAY ADBE CRM ADSK MS
Popular stocks with increasing unusual volume: NIO X ADBE WORK TEVA
Netflix (NFLX) October call option implied volatility is at 148, November is at 51; compared to its 52-week range of 29 to 76 into the expected release of financial results today after the bell.
Apple (AAPL) October call option implied volatility is at 24, November is at 27; compared to its 52-week range of 19 to 56 as shares near record high into Apple TV+ Streaming.
Media: Disney (DIS), AT&T (T), Comcast (CMCSA), Apple (AAPL) streaming. Apple (AAPL) TV+ news at $4.99/month on November 1
Verizon (VZ) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 34 into Apple (AAPL) TV+ news at $4.99/month on November 1.
Comcast (CMCSA) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 60.
Charter (CHTR) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 43
Snap (SNAP) 30-day option implied volatility is at 73; compared to its 52-week range of 42 to 100
Facebook (FB) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 53
Twitter (TWTR) 30-day option implied volatility is at 51; compared to its 52-week range of 31 to 92
Google (GOOG) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 41
Alphabet (GOOGL) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 42.
Amazon (AMZN) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 55 into Apple (AAPL) TV+ news at $4.99/month.
CBS (CBS) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 41.
Comcast (CMCSA) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 60 into Apple (AAPL) TV+ news at $4.99/month.
Roku (ROKU) 30-day option implied volatility is at 86; compared to its 52-week range of 50 to 103.
Disney (DIS) October call option implied volatility is at 22, November is at 24; compared to its 52-week range of 15 to 34 into Disney Plus launch on November 12 Apple (APPL) TV+ streaming.
AT&T (T) October call option implied volatility is at 17, November is at 26; 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.
Alcoa (AA) October call option implied volatility is at 94, November is at 45; compared to its 52-week range of 34 to 64 into the expected release of financial results today after the bell.
IBM (IBM) October call option implied volatility is at 73, November is at 30; compared to its 52-week range of 14 to 42 into the expected release of financial results today after the bell.
Increasing unusual option volume: ACHN FOMX
Increasing unusual call option volume: DXCM EWU ACHN FOMX
Increasing unusual put option volume: VKTX NEM
Options with decreasing option implied volatility: SPXU UPRO ONCE
Active options October 16: BAC AAPL MSFT AMD GE ROKU NEM AMZN NFLX NIO FB X TSLA NVDA WDAY BYND UAL TEVA ADBE WORK