Daily IV Report
Mid-session IV Report October 17, 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: CGC PE GME IGT ET BBD TEN PBR PE […]
By Market Rebellion · October 17, 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: CGC PE GME IGT ET BBD TEN PBR PE
Popular stocks with increasing unusual volume: IBM BYND X DIS TEVA
Federal Reserve Policy meeting October 29, 30
Apple TV+ streaming rollout November 1
Disney+ streaming rollout November 12
OPEC December 5
Bank of OZK (OZK) October call option implied volatility is at 125, November is at 44; compared to its 52-week range of 28 to 72 into the expected release of financial results today after the bell. Call put ratio 1 call to 2.3 puts.
E*Trade (ETFC) October call option implied volatility is at 78, November is at 38; compared to its 52-week range of 24 to 47 into the expected release of financial results today after the bell.
Intuitive Surgical (ISRG) October call option implied volatility is at 88, November is at 27; compared to its 52-week range of 22 to 54 into the expected release of financial results today after the bell.
American Express (AXP) October call option implied volatility is at 59, November is at 22; compared to its 52-week range of 15 to 41 into the expected release of financial results before the bell on October 18.
Coca-Cola (KO) October call option implied volatility is at 58, November is at 20; compared to its 52-week range of 12 to 26 into the expected release of financial results before the bell on October 18. Call put ratio 3.4 calls to 1 put with focus on October 54 and 55 calls.
Kansas City Southern (KSU) October call option implied volatility is at 76, November is at 25; compared to its 52-week range of 19 to 44 into the expected release of financial results before the bell on October 18. Call put ratio 1.4 calls to 1 put.
Schlumberger (SLB) October call option implied volatility is at 79, November is at 37; compared to its 52-week range of 25 to 55 into the expected release of financial results before the bell on October 18. Call put ratio 2.4 calls to 1 put with focus on October 33 calls.
State Street (STT) October call option implied volatility is at 100, November is at 36; compared to its 52-week range of 22 to 47 into the expected release of financial results before the bell on October 18.
Synchrony Financial (SYF) October call option implied volatility is at 75, November is at 26; compared to its 52-week range of 19 to 51 into the expected release of financial results before the bell on October 18. Call put ratio 4.8 calls to 1 put with focus on October calls.
Financial Select Sector SPDR ETF (XLF) October call option implied volatility is at 19, November is at 17; compared to its 52-week range of 13 to 35 after bank EPS report. Call put ratio 1 call to 1.7 puts with focus on November 28 puts.
Square (SQ) October call and option implied volatility bid above November as shares rally 2%
Square (SQ) October call option implied volatility is at 45, November is at 34; compared to its 52-week range of 33 to 79 as shares rally 2%. Call put ratio 6.5 calls to 1 put with focus on October 64.50 and 65 calls.
Cannabis stocks are trading higher on ‘Cannabis 2.0’ in Canada. The so-called ‘Cannabis 2.0’ provides for the legalization of marijuana derivatives including edibles, beverages, extracts and vape pens.
Aurora Cannabis (ACB) October call option implied volatility is at 114, November is at 85; compared to its 52-week range of 38 to 138. Call put ratio 4 calls to 1 put with focus on October and November 4 calls as shares rally 4%.
Canopy Growth (CGC) October call option implied volatility is at 77, November is at 67; compared to its 52-week range of 41 to 99; as’ Cannabis 2.0′ kicks off in Canada.
Cronos Group (CRON) October call option implied volatility is at 171, November is at 84; compared to its 52-week range of 58 to 139. Call put ratio 1.1 call to 1 put as shares rally 10%.
HEXO Corp. (HEXO) October call option implied volatility is at 67, November is at 90; compared to its 52-week range of 60 to 151.
Constellation Brands (STZ) October call option implied volatility is at 20, November is at 19; compared to its 52-week range of 18 to 45.
Tilray, Inc. (TRLY) October call option implied volatility is at 95, November is at 90; compared to its 52-week range of 48 to 162.
Increasing unusual option volume: LLNW SOGO CFG ERIC RLGY PPL SNA DERM
Increasing unusual call option volume: CFG ERIC EWU PPL GIII FIZZ XLV MTZ
Increasing unusual put option volume: BHVN EXC IIVI RLGY CRON CL FIVN LGIH FRO BKLN
Options with decreasing option implied volatility: ONCE NFLX TECS FAST TZA SQQQ URI BERY T ASHR MU STX BABA YNDX SMH XLV
Active options October 17: NFLX AAPL AMD TSLA CRON FB F BAC AMZN IBM ROKU MSFT SQ BYND X DIS SNAP NVDA BABA TEVA