Mid-session IV Report October 18, 2019

Mid-session IV Report October 18, 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: JNJ GME GIL QGEN AMBC RNG S BCS CGC PE IGT ET BBD TEN PBR​
​
Popular stocks with increasing unusual volume: CRON KO BYND ROKU JNJ​
​
Haliburton (HAL) October weekly call option implied volatility is at 53, November is at 43; compared to its 52-week range of 28 to 57 into the expected release of quarter financial results before the open on October 21. Call put ratio 2.6 calls to 1 put with focus on October weekly 19 calls and puts. ​

TD Ameritrade (AMTD) October weekly call option implied volatility is at 49, November is at 37; compared to its 52-week range of 22 to 53 into the expected release of quarter financial results after the open on October 21. Call put ratio 3 call to 1 put with focus on November 40 calls. ​

Zions Bancorp (ZION) November option implied volatility is at 26, December is at 24; compared to its 52-week range of 22 to 53 into the expected release of quarter financial results after the open on October 21.​

Biogen (BIIB) October weekly call option implied volatility is at 44, November is at 33; compared to its 52-week range of 25 to 43 into the expected release of quarter financial results before the open on October 22.​

Boyd Gaming (BYD) November call option implied volatility is at 34, January is at 33; compared to its 52-week range of 28 to 65 into the expected release of quarter financial results after the open on October 22. Call put ratio 2.1 calls to 1 put. ​

Canadian National (CNI) November call option implied volatility is at 19, January is at 18; compared to its 52-week range of 16 to 33 into the expected release of quarter financial results on October 22.​

Chipotle (CMG) October weekly call option implied volatility is at 61, November is at 37; compared to its 52-week range of 22 to 51 into the expected release of quarter financial results on October 22. Share are up 2% on positive comments from SunTrust and BofA/Merrill. ​

Discover Financial (DFS) October weekly call option implied volatility is at 34, November is at 23; compared to its 52-week range of 16 to 43 into the expected release of quarter financial results after the open on October 22. Call put ratio 1.6 calls to 1 put with focus on November 77.50 calls. ​

Ethan Allan (ETH) November call option implied volatility is at 44, February is at 32; compared to its 52-week range of 27 to 53 into the expected release of quarter financial results on October 22.​
​
Fifth Third (FITB) November and February call option implied volatility is at 24; compared to its 52-week range of 20 to 43 into the expected release of quarter financial results before the open on October 22. November 29 calls active.​
​
Harley Davidson (HOG) October weekly call option implied volatility is at 53, November is at 36; compared to its 52-week range of 25 to 45 into the expected release of quarter financial results before the open on October 22. Call put ratio 1 call to 8 puts with focus on November 32.50 puts. ​
​
Hasbro (HAS) October weekly call option implied volatility is at 61, November is at 36; compared to its 52-week range of 21 to 45 into the expected release of quarter financial results before the open on October 22.​
​
iRobot (IRBT) October weekly call option implied volatility is at 125, November is at 73; compared to its 52-week range of 36 to 87 into the expected release of quarter financial results after the open on October 22.​

JetBlue (JBLU) October weekly call option implied volatility is at 28, November is at 25; compared to its 52-week range of 23 to 43 into the expected release of quarter financial results before the open on October 22.​
​
Kimberly-Clark (KMB) October weekly call option implied volatility is at 26, November is at 22; compared to its 52-week range of 16 to 33 into the expected release of quarter financial results before the open on October 22. Call put ratio 2.8 calls to 1 put with focus on October calls expiring today.​
​
Lockheed Martin (LMT) October weekly call option implied volatility is at 30, November is at 22; compared to its 52-week range of 16 to 41 into the expected release of quarter financial results before the open on October 22.​
​
McDonalds (MCD) October weekly call option implied volatility is at 25, November is at 19; compared to its 52-week range of 14 to 30 into the expected release of quarter financial results before the open on October 22. Call put ratio 1 call to 2 puts with focus on November 200 puts. ​
​
Nucor (NUE) October weekly call option implied volatility is at 31, November is at 27; compared to its 52-week range of 22 to 46 into the expected release of quarter financial results before the open on October 22. Call put ratio 2.1 calls to 1 put with focus on November 55 calls. ​
​
Polaris (PII) October weekly call option implied volatility is at 44, November is at 39; compared to its 52-week range of 29 to 57 into the expected release of quarter financial results before the open on October 22. Call put ratio 3.2 calls to 1 put with focus on November calls.​
​
Proctor & Gamble (PG) October weekly call option implied volatility is at 34, November is at 23; compared to its 52-week range of 13 to 30 into the expected release of quarter financial results before the open on October 22.​
​
Sherwin-Williams (SHW) October weekly call option implied volatility is at 28, November is at 26; compared to its 52-week range of 17 to 40 into the expected release of quarter financial results before the open on October 22.​

Restaurant Brands (QSR) November call option implied volatility is at 25, December is at 23; compared to its 52-week range of 20 to 39 into the expected release of quarter financial results on October 22.​

Six Flags (SIX) November call option implied volatility is at 34, November is at 29; compared to its 52-week range of 22 to 43 into the expected release of quarter financial results after the open on October 22.​

Snap (SNAP) October weekly call option implied volatility is at 140, November is at 81; compared to its 52-week range of 42 to 100 into the expected release of quarter financial results after the open on October 22.
Call put ratio 2.1 calls to 1 put with focus on October 14.50 and 15 calls. ​

Skechers (SKX) October weekly call option implied volatility is at 108, November is at 59; compared to its 52-week range of 30 to 78 into the expected release of quarter financial results after the open on October 22. Call put ratio 2.9 calls to 1 put with focus on November 36 and 37 calls. ​

Texas Instruments (TXN) October weekly call option implied volatility is at 39, November is at 27; compared to its 52-week range of 20 to 45 into the expected release of quarter financial results after the open on October 22. Call put ratio 1 call to 2 puts with focus on November 125 and 130 puts. ​

Travelers (TRV) October weekly call option implied volatility is at 21, November is at 17; compared to its 52-week range of 14 to 33 into the expected release of quarter financial results before the open on October 22.​

UBS Group (UBS) 30 day option implied volatility is at 27; compared to its 52-week range of 19 to 41 into the expected release of quarter financial results on October 22.​

United Technologies (UTX) October weekly call option implied volatility is at 27, November is at 23; compared to its 52-week range of 17 to 38 into the expected release of quarter financial results before the open on October 22.​

United Parcel (UPS) October weekly call option implied volatility is at 43, November is at 27; compared to its 52-week range of 16 to 42 into the expected release of quarter financial results before the open on October 22.​

Whirlpool (WHR) October weekly call option implied volatility is at 50, November is at 33; compared to its 52-week range of 24 to 50 into the expected release of quarter financial results after the open on October 22.​

Boeing (BA) October weekly call option implied volatility is at 39, November is at 28; compared to its 52-week range of 23 to 46 into the expected release of quarter financial results before the open on October 23.​
​
Federal Reserve Policy meeting October 29, 30 ​
Apple TV+ streaming rollout November 1​
Disney+ streaming rollout November 12​
OPEC December 5​
​
Johnson & Johnson (JNJ) October call option implied volatility is at 49, November is at 22; compared to its 52-week range of 14 to 34 into voluntarily recalling single lot of Baby Powder in U.S. Call put ratio 1 call to 2 puts. ​
​
Increasing unusual option volume: AMBC EWU ACWI MTW DERM HEP ESI FE EURN PPL WGO ​
Increasing unusual call option volume: AMBC EWU FE ESI WGO ISRG MKC PPL MXEA​
Increasing unusual put option volume: ACWI SAP CTVA EWU CAR STNG RPD FND​
Options with decreasing option implied volatility: T ASHR MU STX BABA YNDX SMG XLV GOOG AMC ACHN ONCE ALDR NFLX URI TNDM YINN TEAM ​
Active options October 18: NFLX AAPL X FB NIO SNAP BYND ROKU KO MSFT AMZN AMD BAC BABA JNJ T TSLA NVDA CRON AXP​
​
​