Mid-session IV Report October 26, 2020

Mid-session IV Report October 26, 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 over looked information.

Options with increasing option implied volatility: SNOW SDOW UVXY TGTX VIXY VXX CVM TZA OSUR CROX MSFT SIG

Popular stocks with increasing volume: SPCE DKNG ZM CCL AAL

Cruise operators stock IV and Volume increases as shares sell off

Norwegian Cruise Line (NCLH) October weekly call option implied volatility is at 100, November is at 98; compared to its 52-week range of 20 to 267 as shares sell off 9.5%. Call put ratio 3 calls to 1 put.

Carnival Corp. (CCL) October weekly call option implied volatility is at 91, November is at 85; compared to its 52-week range of 18 to 267 as shares sell off 9.1%. Call put ratio 2.8 calls to 1 put.

Royal Caribbean Cruises (RCL) October weekly call option implied volatility is at 98, November is at 86; compared to its 52-week range of 20 to 271 as shares sell off 9.5%. Call put ratio 1.3 calls to 1 put. RCL is expected to report quarter results on October 29.

IV into quarter results

3M (MMM) October weekly call option implied volatility is at 51, November is at 32; compared to its 52-week range of 18 to 77 into the expected release of quarter results before the bell on October 27.

Advanced Micro Devices (AMD) October weekly call option implied volatility is at 92, November is at 62; compared to its 52-week range of 36 to 116 into the expected release of quarter results after the bell on October 27. Call put ratio 3.5 calls to 1 put.

Akamai (AKAM) October weekly call option implied volatility is at 71, November is at 43; compared to its 52-week range of 20 to 70 into the expected release of quarter results after the bell on October 27. Call put ratio 2 calls to 1 put.

Boston Properties (BXP) November call option implied volatility is at 41, December is at 39; compared to its 52-week range of 14 to 105 into the expected release of quarter results after the bell on October 27.

BP (BP) October weekly call option implied volatility is at 58, November is at 49; compared to its 52-week range of 15 to 154 into the expected release of quarter results on October 27. Call put ratio 4.1 calls to 1 put with focus on November 17 calls.

Caterpillar (CAT) October weekly call option implied volatility is at 48, November is at 39; compared to its 52-week range of 20 to 96 into the expected release of quarter results on October 27.

Corning (GLW) October weekly call option implied volatility is at 61, November is at 43; compared to its 52-week range of 21 to 96 into the expected release of quarter results before the bell on October 27.

Cummins (CMI) October weekly call option implied volatility is at 41 November is at 34; compared to its 52-week range of 19 to 87 into the expected release of quarter results before the bell on October 27.

Eli Lilly (LLY) October weekly call option implied volatility is at 48, November is at 34; compared to its 52-week range of 16 to 69 into the expected release of quarter results before the bell on October 27. Call put ratio 2 calls to 1 put.

First Solar (FSLR) October weekly call option implied volatility is at 95, November is at 71; compared to its 52-week range of 29 to 112 into the expected release of quarter results after the bell on October 27. Call put ratio 5.3 calls to 1 put with focus on January 70 and 80 calls.

Fiserv (FISV) October weekly call option implied volatility is at 63, November is at 42; compared to its 52-week range of 19 to 75 into the expected release of quarter results after the bell on October 27.

Harley Davidson (HOG) October weekly call option implied volatility is at 92, November is at 56; compared to its 52-week range of 25 to 143 into the expected release of quarter results before the bell on October 27. Call put ratio 1 call to 2.1 puts.

JetBlue (JBLU) November call option implied volatility is at 67, December is at 65; compared to its 52-week range of 23 to 221 into the expected release of quarter results before the bell on October 27. Call put ratio 1 call to 2.7 puts with focus on November 13 and 14 calls.

Hawaiian Holdings (HA) November call option implied volatility is at 73, December is at 71; compared to its 52-week range of 31 to 274 into the expected release of quarter results after the bell on October 27.

Juniper (JNPR) October weekly call option implied volatility is at 84, November is at 41; compared to its 52-week range of 22 to 139 into the expected release of quarter results after the bell on October 27.

Merck (MRK) October weekly call option implied volatility is at 41, November is at 31; compared to its 52-week range of 15 to 64 into the expected release of quarter results before the bell on October 27. Call put ratio 4.1 calls to 1 put with focus on October weekly calls.

Microsoft (MSFT) October weekly call option implied volatility is at 54, November is at 39; compared to its 52-week range of 15 to 90 into the expected release of quarter results after the bell on October 27.

Pfizer (PFE) October weekly call option implied volatility is at 63, November is at 44; compared to its 52-week range of 15 to 72 into the expected release of quarter results before the bell on October 27. Call put ratio 3.5 calls to 1 put with focus on October weekly 38 calls.

Polaris (PII) October weekly call option implied volatility is at 54, November is at 49; compared to its 52-week range of 30 to 117 into the expected release of quarter results before the bell on October 27.

Raytheon (RTX) October weekly call option implied volatility is at 43, November is at 42; compared to its 52-week range of 30 to 65 into the expected release of quarter results before the bell on October 27.

Increasing unusual option volume: DNKN SAP SELB FLEX KDP OC KDP HAS
Increasing unusual call option volume: DNKN SELB FLEX HAS ATUS GT MOMO
Increasing unusual put option volume: KWEB BILL BCLI HAS SNAP SU MTCH XLC HOG
Options with decreasing option implied volatility: FIT CCJ IRBT CRON SNAP
Active options: AAPL SNAP TSLA AMD INTC MSFT AAL NIO AMZN FB BAC CCL ZM GE DKNG BA BABA F SPCE NFLX