Mid-session IV Report October 24, 2019

Mid-session IV Report October 24, 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.​
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Options with increasing option implied volatility: AXSM BYND FL M JWN GPS LB SE KSS TPIC TACO CIEN BIDU IQ GME GEO TMUS PCG​
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Popular stocks with increasing unusual volume: SNAP AAL IQ BYND CRON CRM XLNX ​
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Amazon (AMZN) October weekly call option implied volatility is at 84, November is at 29; compared to its 52-week range of 20 to 55 into the expected release of quarter financial results today after the bell. Call put ratio 2 calls to 1 put. ​

Capital One (COF) October weekly call option implied volatility is at 78, November is at 28; compared to its 52-week range of 18 to 40 into the expected release of quarter financial results after the bell on October 24.​
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Allegiant (ALGT) November call option implied volatility is at 26, December is at 21; compared to its 52-week range of 22 to 55 into the expected release of quarter financial results today after the bell.​
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Deckers Outdoor (DECK) November call option implied volatility is at 48, December is at 38; compared to its 52-week range of 28 to 54 into the expected release of quarter financial results today after the bell.​
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Gilead (GILD) October weekly call option implied volatility is at 80, November is at 28; compared to its 52-week range of 20 to 43 into the expected release of quarter financial results today after the bell. Call put ratio 2.8 calls to 1 put with focus on October 66 calls. ​
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Intel (INTC) October weekly call option implied volatility is at 98, November is at 33; compared to its 52-week range of 20 to 45 into the expected release of quarter financial results today after the bell.​

Juniper (JNPR) October weekly call option implied volatility is at 134, November is at 40; compared to its 52-week range of 21 to 56 into the expected release of quarter financial results today after the bell. Call put ratio 1 call to 5.5 puts with focus on October weekly 24 and 24.50 puts. ​
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T-Mobile (TMUS) October weekly call option implied volatility is at 22, November is at 25; compared to its 52-week range of 18 to 38 into the expected release of quarter financial results on October 28. Call put ratio 1 call to 48 puts with focus on November weekly 81 puts.​
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Verisign (VRSN) October weekly call option implied volatility is at 26, November is at 23; compared to its 52-week range of 19 to 53 into the expected release of quarter financial results today after the bell.​

Visa (V) October weekly call option implied volatility is at 57, November is at 23; compared to its 52-week range of 15 to 40 into the expected release of quarter financial results today after the bell. Call put ratio 2.3 calls to 1 put with focus on October weekly and November 175 calls. ​
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Anheuser- Busch InBev (BUD) October weekly call option implied volatility is at 83, November is at 25; compared to its 52-week range of 20 to 33 into the expected release of quarter financial results before the bell on October 25.​

Aon (AON) November call option implied volatility is at 23, December is at 20; compared to its 52-week range of 15 to 30 into the expected release of quarter financial results before the bell on October 25.​

Illinois Tool Works (ITW) October weekly call option implied volatility is at 65, November is at 26; compared to its 52-week range of 18 to 42 into the expected release of quarter financial results before the bell on October 25. Call put ratio 1 call to 12 puts with focus on October 155 and 160 calls. ​

Phillips 66 (PSX) October weekly call option implied volatility is at 47, November is at 23; compared to its 52-week range of 19 to 44 into the expected release of quarter financial results before the bell on October 25. Call put ratio 4 calls to 1 put with focus on October weekly 110 calls.​

Royal Caribbean (RCL) October weekly call option implied volatility is at 29, November is at 34; compared to its 52-week range of 22 to 49 into the expected release of quarter financial results before the bell on October 25.​

Verizon (VZ) October weekly call option implied volatility is at 45, November is at 18; compared to its 52-week range of 14 to 35 into the expected release of quarter financial results before the bell on October 25. Call put ratio 2 calls to 1 put. ​

V.F. Corp (VFC) October weekly call option implied volatility is at 105, November is at 33; compared to its 52-week range of 19 to 43 into the expected release of quarter financial results before the bell on October 25. Call put ratio 1 call to 21 put with focus on November 82 and 86 puts.​

Weyerhaeuser (WY) October weekly call option implied volatility is at 56, November is at 22; compared to its 52-week range of 20 to 48 into the expected release of quarter financial results before the bell on October 25. Call put ratio 129 calls to 1 put with focus on November 27, 28 and 29 calls. ​

Yandex (YNDX) October weekly call option implied volatility is at 113, November is at 41; compared to its 52-week range of 30 to 76 into the expected release of quarter financial results before the bell on October 25.
Call put ratio 33 calls to 1 put with focus on October weekly 32.50 calls. ​
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Increasing unusual option volume: FTO NOK UCTT MX OPK VFC ENBL​
Increasing unusual call option volume: LOGI AIMT DXJ MX ORLY AIMT PEGI​
Increasing unusual put option volume: BAX NOK OPK CREE VFC BAX DLR NOK FTI​
Options with decreasing option implied volatility: IRBT SNAP GOSS SKX CMG SNAP TWTR XLNX UPS ALGN XLNX EBAY MSFT​
Active options October 24: TSLA MSFT TWTR AAPL PYPL F NOK SNAP FB AAL NFLX IQ MU BABA BYND XLNX CRM INTC SQ NOW​
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