Mid-session IV Report October 22, 2019

Mid-session IV Report October 22, 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: TSLA EBAY MSFT FL ONCE M LB JWN TGT SE TLRY ONCE UPRO BSX BIIB MRK CPB TEF TLRY AMRN BYND UAA FIT SMSI

Popular stocks with increasing unusual volume: BIIB HOG DIS ROKU PG HOG AMTD

BankUnited (BKU) November call option implied volatility is at 26, December is at 23; compared to its 52-week range of 20 to 55 into the expected release of quarter financial results before the bell on October 23.

Blackstone (BX) October weekly call option implied volatility is at 41, November is at 28; compared to its 52-week range of 19 to 48 into the expected release of quarter financial results before the bell on October 23. Call put ratio 3 calls to 1 put with focus on October weekly 49 and 50 calls.

Boeing (BA) October weekly call option implied volatility is at 61, November is at 34; 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 1.2 calls to 1 put is expected to release quarter results on October 23.

Canadian Pacific (CP) November call option implied volatility is at 24, December is at 22; compared to its 52-week range of 17 to 41 into the expected release of quarter financial results on October 23.

Carters (CRI) November call option implied volatility is at 40, December is at 33; compared to its 52-week range of 23 to 43 into the expected release of quarter financial results before the bell on October 23.

Caterpillar (CAT) October weekly call option implied volatility is at 58, November is at 30; compared to its 52-week range of 20 to 50 into the expected release of quarter financial results on October 23. Call put ratio 1 call to 2.3 puts with focus on October weekly 130 and 131 puts.

Cleveland Cliff (CLF) October weekly call option implied volatility is at 110, November is at 64; compared to its 52-week range of 37 to 77 into the expected release of quarter financial results before the bell on October 23. Call put ratio 3.9 calls to 1 put with focus on October 7 and 8 calls.

eBay (EBAY) October weekly call option implied volatility is at 73, November is at 34; compared to its 52-week range of 19 to 54 into the expected release of quarter financial results after the bell on October 23.

Eli Lilly (LLY) October weekly call option implied volatility is at 41, November is at 24; compared to its 52-week range of 19 to 32 into the expected release of quarter financial results before the bell on October 23.

Ford (F) October weekly call option implied volatility is at 73, November is at 33; compared to its 52-week range of 23 to 55 into the expected release of quarter financial results on October 23.

General Dynamics (GD) October weekly call option implied volatility is at 42, November is at 24; compared to its 52-week range of 17 to 42 into the expected release of quarter financial results before the bell on October 23.

Hilton (HLT) October weekly call option implied volatility is at 27, November is at 23; compared to its 52-week range of 19 to 39 into the expected release of quarter financial results before the bell on October 23. Call put ratio 3.1 calls to 1 put on light volume.

Las Vegas Sands (LVS) October weekly call option implied volatility is at 49, November is at 31; compared to its 52-week range of 23 to 64 into the expected release of quarter financial results after the bell on October 23.

Microsoft (MSFT) October weekly call option implied volatility is at 51, November is at 26; compared to its 52-week range of 16 to 43 into the expected release of quarter financial results after the bell on October 23. Call put ratio 7 calls to 1 put with focus on October 140 calls.

Nielsen (NLSN) November call option implied volatility is at 39, December is at 33; compared to its 52-week range of 27 to 68 into the expected release of quarter financial results before the bell on October 23. Call put ratio 1 call to 1.8 puts with focus on November 22 calls and November 20 puts into EPS and outlook.

Norfolk (NSC) October weekly call option implied volatility is at 58, November is at 30; compared to its 52-week range of 18 to 50 into the expected release of quarter financial results before the bell on October 23. Call put ratio 1 call to 4.7 puts with focus on November weekly 177.50 and 180 puts.

Northern Trust (NTRS) November weekly call option implied volatility is at 24, December is at 22; compared to its 52-week range of 19 to 40 into the expected release of quarter financial results before the bell on October 23. Call put ratio 2.2 calls to 1 put.

PayPal (PYPL) October weekly call option implied volatility is at 71, November is at 33; compared to its 52-week range of 21 to 51 into the expected release of quarter financial results after the bell on October 23.

Spirit Airlines (SAVE) November call option implied volatility is at 52, December is at 44; compared to its 52-week range of 32 to 52 into the expected release of quarter financial results after the bell on October 23. Call put ratio 15.5 calls to 1 put with focus on November 40 calls.

Telsa (TSLA) October weekly call option implied volatility is at 107, November is at 56; compared to its 52-week range of 42 to 80 into the expected release of quarter financial results after the bell on October 23.

Thermo Fisher (TMO) November call option implied volatility is at 23, December is at 22; compared to its 52-week range of 17 to 36 into the expected release of quarter financial results before the open on October 23. November 270 and 280 puts active.

Varian Medical (VAR) November call option implied volatility is at 40, December is at 30; compared to its 52-week range of 20 to 38 into the expected release of quarter financial results after the open on October 23. November 115 puts active.

Waste Management (WM) November call option implied volatility is at 19, December is at 17; compared to its 52-week range of 34 to 75 into the expected release of quarter financial results before the bell on October 23. Call put ratio 2.7 calls to 1 put with focus on November 120 and 125 calls.

Winnebago (WGO) November call option implied volatility is at 51, December is at 48; compared to its 52-week range of into the expected release of quarter financial results before the bell on October 23. November 45 and 50 calls are active on spread volume.

Xilinx (XLNX) October weekly call option implied volatility is at 100, November is at 46; compared to its 52-week range of 24 to 53 into the expected release of quarter financial results after the bell on October 23. Call put ratio 2.4 calls to 1 put with focus on October weekly 95 and 96.50 calls.

Increasing unusual option volume: HHC GOSS HOG BIIB SSYS FBHS PBF TGP HCA LLNW
Increasing unusual call option volume: STMP ANTM HAS HOG PBF SSYS TGP BIIB LLNW AAN
Increasing unusual put option volume: GOSS CATM BIIB HCA WEC SSYS TRV WPM HOG
Options with decreasing option implied volatility: GOSS BIIB SMSI ODP HCA ACHN ERIC TEAM URI
Active options: MSFT AAAPL NVDA NFLX BIIB BA AMD T DIS SNAP MCD BABA BAC BMY ROKU PG FB HOG SE AMTD