Mid-session IV Report October 21, 2019

Mid-session IV Report October 21, 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: ITCI ORC ONCE FL BA CZR INFY OSTK SIG M BYND JWN LB KSS TGT BA ADSK LOW ONCE CZR FL SIG M

Popular stocks with increasing unusual volume: NFLX BA CMG MU HAL BYND F SNAP

Boeing (BA) October weekly call option implied volatility is at 64, November is at 39; compared to its 52-week range of 23 to 46 after news a company technical pilot had raised concerns in 2016 instant messages to a colleague about certain systems on its 737 MAX jet. Call put ratio 1 call to 1.4 puts with a focus on October weekly 130 and 135 puts into expected to release quarter results on October 23.

Biogen (BIIB) October weekly call option implied volatility is at 34, November is at 31; compared to its 52-week range of 25 to 43 into the expected release of quarter financial results before the bell on October 22.

Boyd Gaming (BYD) November call option implied volatility is at 39, December is at 35; compared to its 52-week range of 28 to 65 into the expected release of quarter financial results after the bell on October 22.

Canadian National (CNI) November call option implied volatility is at 21, December is at 21; 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 77, November is at 39; compared to its 52-week range of 22 to 51 into the expected release of quarter financial results on October 22.

Discover Financial (DFS) November call option implied volatility is at 46, December is at 27; compared to its 52-week range of 16 to 43 into the expected release of quarter financial results after the bell on October 22. November 85 calls active.

Ethan Allan (ETH) November call option implied volatility is at 42, December is at 36; 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 December call option implied volatility is at 25 ; compared to its 52-week range of 20 to 43 into the expected release of quarter financial results before the bell on October 22.

Harley Davidson (HOG) October weekly call option implied volatility is at 77, November is at 41; compared to its 52-week range of 25 to 45 into the expected release of quarter financial results before the bell on October 22. Call put ratio 1 call to 6.2 puts with focus on October weekly 37 puts.

Hasbro (HAS) October weekly call option implied volatility is at 81, November is at 39; compared to its 52-week range of 21 to 45 into the expected release of quarter financial results before the bell on October 22.

iRobot (IRBT) October weekly call option implied volatility is at 177, November is at 79; compared to its 52-week range of 36 to 87 into the expected release of quarter financial results after the bell on October 22. Call put ratio 2 calls to 1 put.

JetBlue (JBLU) November call option implied volatility is at 33, December is at 30; compared to its 52-week range of 23 to 43 into the expected release of quarter financial results before the bell on October 22. Call put ratio 26 calls to 1 put with focus on November 17 and 18 calls.

Kimberly-Clark (KMB) October weekly call option implied volatility is at 38, November is at 22; compared to its 52-week range of 16 to 33 into the expected release of quarter financial results before the bell on October 22. Cal put ratio 2.8 calls to 1 put.

Lockheed Martin (LMT) October weekly call option implied volatility is at 34, November is at 22; compared to its 52-week range of 16 to 41 into the expected release of quarter financial results before the bell on October 22.

McDonalds (MCD) October weekly call option implied volatility is at 34, November is at 19; compared to its 52-week range of 14 to 30 into the expected release of quarter financial results before the bell on October 22. Call put ratio 3.2 calls to 1 put with focus on October 210 calls.

Nucor (NUE) October weekly call option implied volatility is at , November is at ; compared to its 52-week range of 22 to 46 into the expected release of quarter financial results before the bell on October 22.

Polaris (PII) November call option implied volatility is at 45, December is at 41; compared to its 52-week range of 29 to 57 into the expected release of quarter financial results before the bell on October 22. Call put ratio 9.2 calls to 1 put with focus on November 85 calls.

Proctor & Gamble (PG) October weekly call option implied volatility is at 42, November is at 23; compared to its 52-week range of 13 to 30 into the expected release of quarter financial results before the bell on October 22.

Sherwin-Williams (SHW) October weekly call option implied volatility is at 45, November is at 26; compared to its 52-week range of 17 to 40 into the expected release of quarter financial results before the bell on October 22.

Restaurant Brands (QSR) October weekly call option implied volatility is at 26, November 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 36, December is at 30; compared to its 52-week range of 22 to 43 into the expected release of quarter financial results after the bell on October 22. Call put ratio 8.9 calls to 1 put with focus on November 52.50 calls.

Snap (SNAP) October weekly call option implied volatility is at 174, November is at 82; compared to its 52-week range of 42 to 100 into the expected release of quarter financial results after the bell on October 22.

Skechers (SKX) October weekly call option implied volatility is at 135, November is at 64; compared to its 52-week range of 30 to 78 into the expected release of quarter financial results after the bell on October 22. Call put ratio 2 calls to 1 put with focus on ATM October weekly calls.

Texas Instruments (TXN) October weekly call option implied volatility is at 50, November is at 29; compared to its 52-week range of 20 to 45 into the expected release of quarter financial results after the bell on October 22. Call put ratio 3.6 calls to 1 put with focus on October weekly 130 calls.

Tile Shop (TTS) 30 day option implied volatility is at 72; compared to its 52-week range of 43 to 101 into the expected release of quarter financial results on October 22.

Travelers (TRV) November call option implied volatility is at 19, December is at 18; compared to its 52-week range of 14 to 33 into the expected release of quarter financial results before the bell on October 22.

United Technologies (UTX) October weekly call option implied volatility is at 32, November is at 22; compared to its 52-week range of 17 to 38 into the expected release of quarter financial results before the bell on October 22.

United Parcel (UPS) October weekly call option implied volatility is at 56, November is at 30; compared to its 52-week range of 16 to 42 into the expected release of quarter financial results before the bell on October 22.

Whirlpool (WHR) October weekly call option implied volatility is at 64, November is at 34; compared to its 52-week range of 24 to 50 into the expected release of quarter financial results after the bell on October 22.

HP Enterprise (HPE) October weekly call option implied volatility is at 45, November is at 30; compared to its 52-week range of 22 to 48 into a company hosted analyst meeting on October 23.

Coty (COTY) November 11 puts active as shares rally 14% after says to explore strategic options for professional beauty business

Coty (COTY) October weekly call option implied volatility is at 49, November is at 65; compared to its 52-week range of 32 to 82 after says to explore strategic options for professional beauty business. Call put ratio 1 call to 3.4 puts with focus on November 11 puts.

Increasing unusual option volume: SGEN YNDX COTY MDR PTON COTY SGEN AWI JBLU HXL GREK SNCR IWD DXD FOMX

Increasing unusual call option volume: INFY APLS JBLU INFY HBI DXD RTN FOMX MAC SGEN
Increasing unusual put option volume: FNV SE OPK SNCR EWT PETS PLUG
Options with decreasing option implied volatility: ACHN NFLX HAL NFLX ACHN ERIC PETS TEAM URI YNDX
Active options: AAPL BA BAC NFLX AMD MSFT BABA FB GE NVDA C ROKU JPM HAL BYND F TSLA MU AMZN SNAP