Mid-session IV Report October 23, 2019

Mid-session IV Report October 23, 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: MSFT TWTR AMZN FL M LB KSS LOW TGT F EBAY TSLA AXSM BYND DECK COF CMCSA

Popular stocks with increasing unusual volume: PYPL TXN TEVA SNAP CMG

Facebook (FB) October weekly call option implied volatility is at 34, November is at 37; compared to its 52-week range 22 to 53 as co-founder and CEO Mark Zuckerberg is testifying before congress and into the expected release of financial results on October 30. Call put ratio 1 call to 1.4 puts.

eBay (EBAY) October weekly call option implied volatility is at 88, November is at 34; compared to its 52-week range of 19 to 54 into the expected release of quarter financial results today after the bell.

Ford (F) October weekly call option implied volatility is at 81, November is at 34; compared to its 52-week range of 23 to 55 into the expected release of quarter financial results today after the bell.

Las Vegas Sands (LVS) October weekly call option implied volatility is at 59, November is at 38; compared to its 52-week range of 23 to 64 into the expected release of quarter financial results today after the bell. Call put ratio 2.5 calls to 1 put with focus on October weekly 60 calls.

Microsoft (MSFT) October weekly call option implied volatility is at 67, November is at 27; compared to its 52-week range of 16 to 43 into the expected release of quarter financial results today after the bell. Call put ratio 1.9 calls to 1 put with focus on ATM October weekly calls.

PayPal (PYPL) October weekly call option implied volatility is at 92, November is at 35; compared to its 52-week range of 21 to 51 into the expected release of quarter financial results today after the bell.

Telsa (TSLA) October weekly call option implied volatility is at 125, November is at 57; compared to its 52-week range of 42 to 80 into the expected release of quarter financial results today after the bell.

3M (MMM) October weekly call option implied volatility is at 64, November is at 30; compared to its 52-week range of 16 to 36 into the expected release of quarter financial results before the bell on October 24. Call put ratio 1 call to 1.8 puts.

Alaska Group (ALK) November call option implied volatility is at 27, December is at 25; compared to its 52-week range of 24 to 46 into the expected release of quarter financial results after the bell on October 24. Call put ratio 11.8 calls to 1 put.

Allegiant (ALGT) November call option implied volatility is at 30, December is at 25; compared to its 52-week range of 22 to 55 into the expected release of quarter financial results after the bell on October 24.

Amazon (AMZN) October weekly call option implied volatility is at 65, November is at 29; compared to its 52-week range of 20 to 55 into the expected release of quarter financial results after the bell on October 24.

Baxter (BAX) October weekly call option implied volatility is at 44, November is at 21; compared to its 52-week range of 17 to 33 into the expected release of quarter financial results before the bell on October 24.

Callaway (ELY) November call option implied volatility is at 40, December is at 34; compared to its 52-week range of 26 to 55 into the expected release of quarter financial results after the bell on October 24.

Capital One (COF) October weekly call option implied volatility is at 58, November is at 27; compared to its 52-week range of 18 to 40 into the expected release of quarter financial results on October 24. Call put ratio 1 call to 3.4 puts with focus on ATM November puts.

Comcast (CMSCA) October weekly call option implied volatility is at 53, November is at 23; compared to its 52-week range of 17 to 60 into the expected release of quarter financial results before the bell on October 24. Call put ratio 3 calls to 1 put.

Deckers Outdoor (DECK) October weekly call option implied volatility is at 48, November is at 38; compared to its 52-week range of 28 to 54 into the expected release of quarter financial results after the bell on October 24.

Goodyear Tire (GT) October weekly call option implied volatility is at 101, November is at 45; compared to its 52-week range of 28 to 53 into the expected release of quarter financial results before the bell on October 24.

GNC Holdings (GNC) November call option implied volatility is at 111, December is at 84; compared to its 52-week range of 62 to 120 into the expected release of quarter financial results before the bell on October 24.

Gilead (GILD) October weekly call option implied volatility is at 64, November is at 27; compared to its 52-week range of 20 to 43 into the expected release of quarter financial results after the bell on October 24. Call put ratio 4.1 calls to 1 put with focus on ATM October weekly calls.

Hershey (HSY) October weekly call option implied volatility is at 71, November is at 28; compared to its 52-week range of 14 to 20 into the expected release of quarter financial results before the bell on October 24.

Juniper (JNPR) October weekly call option implied volatility is at 91, November is at 37; compared to its 52-week range of 21 to 56 into the expected release of quarter financial results after the bell on October 24. Call put ratio 4.2 calls to 1 put.

Raytheon (RTN) October weekly call option implied volatility is at 38, November is at 25; compared to its 52-week range of 16 to 42 into the expected release of quarter financial results on October 24.

Sonic Automotive (SAH) November call option implied volatility is at 51, December is at 41; compared to its 52-week range of 36 to 61 into the expected release of quarter financial results on October 24.

Southwest Airlines (LUV) October weekly call option implied volatility is at 67, November is at 29; compared to its 52-week range of 22 to 46 into the expected release of quarter financial results before the bell on October 24.

Stanley Black & Decker (SWK) October weekly call option implied volatility is at 79, November is at 33; compared to its 52-week range of 21 to 45 into the expected release of quarter financial results before the bell on October 24. Call put ratio 3.2 calls to 1 put with focus on October weekly 150 calls.

Vale (VALE) October weekly call option implied volatility is at 49, November is at 35; compared to its 52-week range of 31 to 58 into the expected release of quarter financial results on October 24. Call put ratio 24 calls to 1 put with focus on November 11 calls.

Valero (VLO) October weekly call option implied volatility is at 50, November is at 27; compared to its 52-week range of 23 to 48 into the expected release of quarter financial results before the bell on October 24.

Verisign (VRSN) November call option implied volatility is at 25, December is at 23; compared to its 52-week range of 19 to 53 into the expected release of quarter financial results after the bell on October 24.

Visa (V) October weekly call option implied volatility is at 47, November is at 24; compared to its 52-week range of 15 to 40 into the expected release of quarter financial results after the open on October 24.

T-Mobile (TMUS) October weekly call option implied volatility is at 21, November is at 23; compared to its 52-week range of 18 to 38 into the expected release of quarter financial results after the bell on October 28. Call put ratio 8.4 calls to 1 put.

Increasing unusual option volume: ALKS TSEM FIS SERV CONN ETR AXGT IRBT ZAGG BAX
Increasing unusual call option volume: FIS CONN VRNT TSEM ETR FLEX ZAGG IRBT HTZ NOW INFY BSX
Increasing unusual put option volume: ODP IRBT BAX OC VOO TSCO TXN TER VFC DHR
Options with decreasing option implied volatility: BA FCX CMG SKX IRBT GOSS SNAP NFLX SKX ERIC BBD HAS PM
Active options: SNAP AAPL CAT FB BA AMD NFLX NVDA NOW BAC TXN CMG BIIB BYND TEVA BABA TSLA PYPL AMZN