Mid-session IV Report October 28, 2019​

Mid-session IV Report October 28, 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: PCG GOOGL GOOG AKAM EA MSFT EIX GNRC ​
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Popular stocks with increasing unusual volume: PCG ROKU WBA TIF ​
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PG&E (PCG) November weekly call option implied volatility is at 280, puts 320, November call is at 221, puts at 240; compared to its 52-week range of 28 to 201 on Northern California wild fires. ​
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Edison Int’l (EIX) November call option implied volatility is at 50, December is at 37; compared to its 52-week range of 21 to 74 on California wild fires. Call put ratio 1 call to 8.4 puts.​
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Generac Holdings (GNRC) November call option implied volatility is at 49, December is at 36; compared to its 52-week range of 22 to 55 into PG&E (PCG) customer power shut down for safety. Call put ratio 3 calls to 1 put.​
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Tiffany & Co. (TIF) November call option implied volatility is at 34, November is at 23; compared to its 52-week range of 21 to 51 after LVMH explores potential takeover. Call put ratio 1.9 calls to 1 put.​
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Capri Holdings Limited (CPRI) November weekly call option implied volatility is at 38, November is at 74; compared to its 52-week range of 31 to 68. Call put ratio 7 calls to 1 put with focus on November 32.50 calls.​
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Tapestry (TPR) November weekly call option implied volatility is at 30, November is at 58; compared to its 52-week range of 26 to 60. Call put ratio 1 call to 8.5 puts with focus on November weekly 25.5 puts.​
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Akamai Technologies (AKAM) overall option implied volatility is at 37; compared to its 52-week range of 22 to 52 into the expected release of results today after the bell.​
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Alphabet (GOOGL) November weekly call option implied volatility is at 41, November is a 28; compared to its 52-week range of 17 to 41 into the expected release of results today after the bell.​
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Beyond Meat (BYND) November weekly option implied volatility is a 140, November is at 81; compared to its 20-week range of 50 to 141 into the expected release of results today after the bell.​
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XPO Logistics (XPO) November option implied volatility is a 47, December is at 40; compared to its 52-week range of 37 to 112 into the expected release of results today after the bell.​
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BP PLC (BP) November weekly call option implied volatility is a 23, November is at 21 ; compared to its 52-week range of 15 to 36 into the expected release of results before the bell on October 29.​
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Conoco Phillips (COP) November weekly call option implied volatility is at 27, November is at 27; compared to its 52-week range of 23 to 48 into the expected release of results before the bell on October 29.​
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Corning (GLW) November weekly call option implied volatility is a 55, November is a 37; compared to its 52-week range of 19 to 49 into the expected release of results on October 29.​
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Ecolab (ECL) November weekly option implied volatility is a 30, November is at 21; compared to its 52-week range of 12 to 30 into the expected release of results before the bell on October 29.​
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Electronic Arts (EA) November weekly option implied volatility is a 59, December is at 41; compared to its 52-week range of 28 to 59 into the expected release of 28 to 58 results after the bell on October 29.​
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General Motors (GM) November weekly call option implied volatility is a 41, November is at 30; compared to its 52-week range of 21 to 46 into the expected release of results on October 29. ​
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GrubHub (GRUB) November weekly call option implied volatility is a 108, November is at 71; compared to its 52-week range of into the expected release of 38 to 79 results before the bell on October 29.​
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Herbal Life (HLF) November weekly option implied volatility is a 68, November is at 59; compared to its 52-week range of into the expected release of 21 to 49 results after the bell on October 29.​
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Ingersoll-Rand (IR) November option implied volatility is a 22, December is at 21; compared to its 52-week range of 18 to 39 into the expected release of results before the bell on October 29.​
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Kellogg (K) November option implied volatility is at 30, November is at 23; compared to its 52-week range of 18 to 34 into the expected release of results before the bell on October 29.​
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Mattel (MAT) November weekly option implied volatility is at 84, November is at 64; compared to its 52-week range of 37 to 71 into the expected release of results after the bell on October 29.​
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Merck (MRK) November weekly call option implied volatility is a 27, November is at 21, December is at 19; compared to its 52-week range of 14 to 30 into the expected release of results before the bell on October 29.​
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Mondelez (MDLZ) November option implied volatility is a 28, December is at 21; compared to its 52-week range of 14 to 29 into the expected release of results on October 29.​

Regis (RGS) November option implied volatility is at 43, December is at 32; compared to its 52-week range of 22 to 65 into the expected release of results before the bell on October 29.​
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Shopify (SHOP) November weekly option implied volatility is at 83, November is at 60; compared to its 52-week range of 36 to 73 into the expected release of results before the bell on October 29.​
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Sprint (S) November weekly option implied volatility is a 48, November is at 49; compared to its 52-week range of 29 top 132 into the expected release of results on October 29.​
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Stryker (SYK) November option implied volatility is a 25, December is at 21; compared to its 52-week range of 16 to 40 into the expected release of results on October 29.​
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U.S. Silica (SLCA) November option implied volatility is at 77, December is at 72; compared to its 52-week range of 47 to 89 into the expected release of results before the bell on October 29.​
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Yum China (YUMC) November option implied volatility is a 39, December is at 34; compared to its 52-week range of 23 to 56 into the expected release of results on October 29.​
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Zynga (ZNGA) November weekly option implied volatility is at 53, November is at 39; compared to its 52-week range of 30 to 67 into the expected release of results after the bell on October 29.​
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Netflix (NFLX) November weekly call option implied volatility is at 29, November is at 30; compared to its 52-week range of 29 to 76 into Apple TV+ Streaming rollout on November 1.​
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Apple (AAPL) November weekly call option implied volatility is at 37, November is at 27; compared to its 52-week range of 19 to 45 as shares near record high into EPS and Apple TV+ Streaming rollout on November 1. ​
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Verizon (VZ) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 34 into Apple (AAPL) TV+ news on November 1.​
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Comcast (CMCSA) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 45 into Apple (AAPL) TV+ news on November 1. ​
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Charter (CHTR) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 43 into Apple (AAPL) TV+ news on November 1. ​
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Snap (SNAP) 30-day option implied volatility is at 73; compared to its 52-week range of 42 to 85 into Apple (AAPL) TV+ news on November 1.​

Facebook (FB) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 53 into EPS and Apple (AAPL) TV+ news on November 1. ​
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Twitter (TWTR) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 78 into Apple (AAPL) TV+ news on November 1.​
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Alphabet (GOOG) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 41 into EPS and Apple (AAPL) TV+ news on November 1.​
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Alphabet (GOOGL) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 45 into EPS and Apple (AAPL) TV+ news on November 1.​
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Amazon (AMZN) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 55 into Apple (AAPL) TV+ news on November 1.​
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CBS (CBS) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 41 into Apple (AAPL) TV+ news on November 1.​
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Comcast (CMCSA) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 60 into Apple (AAPL) TV+ news on November 1.​
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Roku (ROKU) 30-day option implied volatility is at 87; compared to its 52-week range of 50 to 103 into Apple (AAPL) TV+ news on November 1.​
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Disney (DIS) November weekly call option implied volatility is at 20, November is at 25; compared to its 52-week range of 15 to 34 into Disney Plus launch on November 12 Apple (APPL) TV+ streaming. ​
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AT&T (T) October call option implied volatility is at 17, November is at 26; compared to its 52-week range of 14 to 29 into hosting a Warner Media Day in Los Angeles on October 29 to discuss its upcoming video streaming service.​
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Disney (DIS) October weekly call option implied volatility is at 27, October is at 21, November is at 25; compared to its 52-week range of 18 to 41 into Disney Plus launch on November 12. ​
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AT&T (T) September weekly call option implied volatility is at 24 compared to a level of 15 from last week, September is at 20, October is at 18; compared to its 52-week range of 15 to 40 after Elliott Management calls on AT&T to divest non-core assets. Call put ratio 1.3 calls to 1 put into hosting Warner Media Day in Los Angeles on October 29 to discuss its upcoming video streaming service.​
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Increasing unusual option volume: XNET CRCM EFX EIX TIF CMCM PCG ​TWTR
Increasing unusual call option volume: FEZ XNET PCG TIF WBA ADMP​
Increasing unusual put option volume: EFX KTOS GRMN PAAS​
Options with decreasing option implied volatility: SMSI SNAP IRBT SKX ONCE​
Active options October 28: MSFT AAPL TSLA AMD T BAC ROKU WBA FB NVDA BABA GE TIF AMZN TWTR INTC PCG NFLX SNAP MU​
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