Mid-session IV Report October 23, 2020

Mid-session IV Report October 23, 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 overlooked information.

Options with increasing option implied volatility: SNOW TJX PE

Popular stocks with increasing volume: SNAP GE GILD FSLY ZM PFE

Option implied volatility flat into stocks expected to release results next week

Chegg (CHGG) November call option implied volatility is at 69, December is at 61; compared to its 52-week range of 31 to 143 into the expected release of quarter results after the bell on October 26.

F5 Networks (FFIV) October weekly call option implied volatility is at 55, November is at 46; compared to its 52-week range of 22 to 77 into the expected release of quarter results after the bell on October 26. Call put ratio 2.2 calls to 1 put.

Hasbro (HAS) October weekly call option implied volatility is at 65, November is at 44; compared to its 52-week range of 21 to 112 into the expected release of quarter results before the bell on October 26. Call put ratio 3.4 calls to 1 put.

HCA Healthcare (HCA) October weekly call option implied volatility is at 42, November is at 44; compared to its 52-week range of 18 to 166 into the expected release of quarter results before the bell on October 26.

SAP (SAP) November call option implied volatility is at 45, December is at 35; compared to its 52-week range of 17 to 79 into the expected release of quarter results on October 26.

Twilio (TWLO) October weekly call option implied volatility is at 84, November is at 60; compared to its 52-week range of 33 to 97 into the expected release of quarter results after the bell on October 26. Call put ratio 2.9 calls to 1 put with focus on October weekly calls expiring today.

Beyond Meat (BYND) October weekly call option implied volatility is at 58, November is at 80; compared to its 52-week range of 47 to 129 into the expected release of quarter results on November 2.

Jumia Technologies (JMIA) November call option implied volatility is at 164, December is at 144; compared to its 52-week range of 69 to 227 into the expected release of quarter results on November 10. Call put ratio 7.8 calls to 1 put with focus on November 17, 18 and 20 calls.

Car loan stocks option implied volatility flat

Ally Financial (ALLY) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 192. Call put ratio 4.4 calls to 1 put.

Credit Acceptance (CACC) 30-day option implied volatility is at 62; compared to its 52-week range of 23 to 117.

Santander Consumer USA (SC) 30-day option implied volatility is at 54; compared to its 52-week range of 20 to 146.

Increasing unusual option volume: MAT ENTG XRAY EWU KDP ALGN GBX ALGN JMIA
Increasing unusual call option volume: MAT TMF SCCO ALGN EMB PBCT JMIA
Increasing unusual put option volume: MPLN NSC MAT JKS ALGN SNAP LLNW
Options with decreasing option implied volatility: T CMG BHC NFLX VOD CRON TGTX CLDR AXP LOGI
Active options: AAPL TSLA SNAP INTC AMD BAC AAL GE NIO AMZN FB GILD MU FSLY MSFT F ZM DKNG PFE BA