Mid-session IV Report October 2, 2019

Mid-session IV Report October 2, 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.​
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Options with increasing option implied volatility: PEP COST DDD GPRO LL AMTD ETFC AMRN AXSM WW X AAL MCK MRO BK NYCB NTAP CBS​
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Popular stocks with increasing unusual volume: NIO JNJ CSCO WMT​
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Option implied volatility increases as shares near low end of one-month range into employment report on October 4​
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S&P Dep Receipts (SPY) October weekly call option implied volatility is at 24, October is at 19, November is at 19; compared to its 52-week range of 19 to 31. Call put ratio 1 call to 2.2 puts.​

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 27, October is at 23, November is at 22; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 2.2 put.​
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GoPro (GPRO) October weekly call option implied volatility is at 97, October is at 70; compared to its 52-week range of 40 to 109 into hosting a conference call today after the bell. Call put ratio 1 call to 1.3 puts. ​
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World Wrestling Entertainment (WWE) October and November call option implied volatility is at 44; compared to its 52-week range of 33 to 67 ahead of tonight’s premiere of AT&T’s (T) TNT All Elite Wrestling (AEW). Call put ratio 1 call to 1 put as shares sell off 5.5%.​
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Bed Bath & Beyond (BBBY) October weekly call option implied volatility is at 240, October is at 113; compared to its 52-week range of 37 to 105 into the expected release of quarter results today after the bell on October 2. Call put ratio 1 call to 1.6 put with focus on October weekly 8, 9 and 10 puts. ​

Costco (COST) October weekly call option implied volatility is at 71, October is at 33; compared to its 52-week range of 18 to 45 into the expected release of quarter results on October 3. Call put ratio 2.3 calls to 1 put. ​

PepsiCo (PEP) October weekly call option implied volatility is at 44, October is at 23; compared to its 52-week range of 13 to 30 into the expected release of quarter results before the bell on October 3. ​

United States Oil Fund (USO) October weekly call option implied volatility is a 45, October is at 36; compared to its 52-week range of 23 to 62 as WTI Crude oil trades down 0.7%. Call put ratio 1.7 calls to 1 put with focus on October 11 calls and 11.5 calls.​

General Motors (GM) October weekly call option implied volatility is at 38, October is at 31, November is at 32; compared to its 52-week range of 21 to 46 after reports Q3 U.S. deliveries up 6.3% to 738,638 vehicles. Call put ratio 1.4 calls to 1 put with focus on October 35 calls as UAW contract dispute continues for the third week. ​

HP Inc (HPQ) October weekly call option implied volatility is at 38, November is at 23; compared to its 52-week range of 19 to 44 into hosting an investor day on October 3. Call put ratio 1 call to 4.5 puts with focus on October weekly 19 puts.
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Vera Bradley (VRA) October call option implied volatility is at 44, November is at 45; compared to its 52-week range of 36 to 93 into hosting an investor day on October 3.​
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Intuit (INTU) October weekly call option implied volatility is at 32, November is at 30; compared to its 52-week range of 18 to 46 into hosting an investor day on October 3. Call put ratio 1 call to 1 put. ​
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Marriott Vacations (VAC) October call option implied volatility is at 36, November is at 37; compared to its 52-week range of 28 to 64 into hosting an investor day on October 4.​
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CBOE VIX is up 12%​
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Increasing unusual option volume: SAGE GDI ABB AYI KBE AMTD YUMC JEC ENR ROK​
Increasing unusual call option volume: SAGE AMTD FIS STNG VMC MAS SFIX ETFC FCX​
Increasing unusual put option volume: YUMC SAGE GDI ABB ROK HIG KBE SFIX M C​ UNFI
Options with decreasing option implied volatility: SFIX RAD AM CAG KBH CCL ALDR DIS EEM ​
Active options: AAPL NIO AMD FB MSFT BA AMZN SFIX SNAP NFLX MU GE JNJ BABA T CSCO WMT​
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