Mid-session IV Report October 2, 2020

Mid-session IV Report October 2, 2020

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: CLR UCO APT OLED DISH BSX USO MDLZ SPI NNOX UCO ARA CVNA LYFT

Popular stocks with increasing unusual volume: ZM AAL XOM PTON BBBY CCL

Pandemic pantry stocks calls more active than puts

Clorox (CLX) 30-day option implied volatility is at 30; compared to its 52-week range of 14 to 81. Call put ratio 4.37 calls to 1 put with focus on October weekly 217.50 calls.

Colgate-Palmolive (CL) 30-day option implied volatility is at 29; compared to its 52-week range of 14 to 97.

Procter & Gamble (PG) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 96. Call put ratio 2.7 calls to 1 put.

Kimberly-Clark (KMB) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 90. Call put ratio 3.7 calls to 1 put.

Kraft Heinz (KHC) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 89. Call put ratio 3 calls to 1 put with focus on January 37.50 calls.

Campbell Soup (CPB) 30-day call option implied volatility is at 28; compared to its 52-week range of 16 to 76. Call put ratio 2.6 calls to 1 put.

Hershey (HSY) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 87.

Kellogg (K) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 64.

Tyson Foods (TSN) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 112. Call put ratio 6.9 calls to 1 put.

Hormel (HRL) 30-day option implied volatility is at 28; compared to its 52-week range of 15 to 69. Call put ratio 6 calls to 1 put.

Conagra Brands (CAG) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 116. Call put ratio 8.3 calls to 1 put with focus on October calls.

Sanderson Farms (SAFM) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 94.

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 101. Call put ratio 5.5 calls to 1 put.

General Mills (GIS) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 70. Call put ratio 18.3 call to 1 put with focus on October and January 55 calls.

Mondelez (MDLZ) 30-day option implied volatility is at 28; compared to its 52-week range of 13 to 105. Call put ratio 2.5 calls to 1 put.

Pepsi (PEP) 30-day option implied volatility is at 24; compared to its 52-week range of 12 to 72. Call put ratio 2.2 calls to 1 put with focus on October weekly (2) calls.

Coca Cola (KO) 30-day option implied volatility is at 27; compared to its 52-week range of 12 to 77. Call put ratio 1.5 calls to 1 put.

Molson Coors (TAP) 30-day option implied volatility is at 42; compared to its 52-week range of 19 to 98. Call put ratio 1.6 calls to 1 put.

Constellation Brands (STZ) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 93. Call put ratio 1.8 calls to 1 put.

AB InBev (BUD) 30-day option implied volatility is at 41; compared to its 52-week range of 15 to 123.

SoftBank ‘Whale’ Back – CNBC’s Faber reports. 200M call buying spree in FAANG yesterday

Increasing unusual option volume: CLNY AXTA OTIS LAC PACB IMGN
Increasing unusual call option volume: CLNY PACB LAC ARCT ICLN IVZ SNOW
Increasing unusual put option volume: RL NSC CERN MT ANGI BBBY EWG IVZ
Options with decreasing option implied volatility: CLVS INO UNFI GME EDIT FROG SHY XRT FIT
Active options: AAPL TSLA NIO ZM AMZN AMD NKLA MSFT BA AALL FB XOM BABA NVDA BAC PTON BBBY NFLX TWTR CCL