Mid-session IV Report October 28, 2020

Mid-session IV Report October 28, 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: IV up across the board. TCO UVXY MPLN ELY FROG

Popular stocks with increasing volume: IV up across the board. TCO UVXY MPLN ELY FROG

Apple (AAPL) October weekly call option implied volatility is at 87, November is at 52; compared to its 52-week range of 18 to 90 into the expected release of quarter results after the bell on October 29.

Activision (ATVI) October weekly call option implied volatility is at 91, November is at 50; compared to its 52-week range of 23 to 89 into the expected release of quarter results after the bell on October 29.

Alphabet (GOOG) October weekly call option implied volatility is at 86, November is at 48; compared to its 52-week range of 14 to 75 into the expected release of quarter results after the bell on October 29.

Anheuser Bush (BUD) October weekly call option implied volatility is at 79, November is at 51; compared to its 52-week range of 16 to 124 into the expected release of quarter results on October 29.

Baxter (BAX) October weekly call option implied volatility is at 61, November is at 37; compared to its 52-week range of 16 to 66 into the expected release of quarter results before the bell on October 29.

Blue Apron (APRN) November call option implied volatility is at 139, December is at 116; compared to its 52-week range of 73 to 598 into the expected release of quarter results before the bell on October 29.

Carvana (CVNA) October weekly call option implied volatility is at 193, November is at 98; compared to its 52-week range of 43 to 213 into the expected release of quarter results after the bell on October 29.

Carlyle (CG) November call option implied volatility is at 43, December is at 39; compared to its 52-week range of 24 to 118 into the expected release of quarter results before the bell on October 29. Call put ratio 1 call to 2.8 puts.

Columbia Sportswear (COLM) November call option implied volatility is at 37, December is at 29; compared to its 52-week range of 21 to 89 into the expected release of quarter results on October 29. Call put ratio 1 call to 25 puts.

Comcast (CMCSA) October weekly call option implied volatility is at 64, November is at 41; compared to its 52-week range of 17 to 90 into the expected release of quarter results before the bell on October 29. Call put ratio 1 call to 1.9 puts.

ConocoPhillips (COP) October weekly call option implied volatility is at 74, November is at 61; compared to its 52-week range of 21 to 151 into the expected release of quarter results before the bell on October 29.

Devon (DVN) October weekly call option implied volatility is at 116, November is at 98; compared to its 52-week range of 33 to 213 into the expected release of quarter results after the bell on October 29.

Dunkin Brands (DKNK) November call option implied volatility is at 26, December is at 14; compared to its 52-week range of 21 to 82 into the expected release of quarter results before the bell on October 29.

Facebook (FB) October weekly call option implied volatility is at 112, November is at 61; compared to its 52-week range of 21 to 82 into the expected release of quarter results after the bell on October 29. Call put ratio 2.2 calls to 1 put.

Imax (IMAX) November call option implied volatility is at 74, December is at 61; compared to its 52-week range of 25 to 343 into the expected release of quarter results before the bell on October 29.

Illumina (ILMN) October weekly call option implied volatility is at 98, November is at 55; compared to its 52-week range of 23 to 78 into the expected release of quarter results after the bell on October 29.

Kellogg (K) October weekly call option implied volatility is at 32, November is at 28; compared to its 52-week range of 16 to 64 into the expected release of quarter results before the bell on October 29.

Live Nation (LYV) November call option implied volatility is at 70, December is at 61; compared to its 52-week range of 22 to 198 into the expected release of quarter results on October 29.

MGM Resorts (MGM) October weekly call option implied volatility is at 119, November is at 84; compared to its 52-week range of 20 to 337 into the expected release of quarter results after the bell on October 29. Call put ratio 3.2 calls to 1 put.

Molson Coors (TAP) October weekly call option implied volatility is at 98, November is at 55; compared to its 52-week range of 19 to 98 into the expected release of quarter results before the bell on October 29. Call put ratio 6 calls to 1 put.

Nabors (NBR) October weekly call option implied volatility is at 110, November is at 111; compared to its 52-week range of 69 to 729 into the expected release of quarter results before the bell on October 29. Call put ratio10.5 calls to 1 put.

Newmont Corp (NEM) October weekly call option implied volatility is at 68, November is at 46; compared to its 52-week range of 19 to 114 into the expected release of quarter results before the bell on October 29.

Overstock (OSTK) October weekly call option implied volatility is at 231, November is at 135; compared to its 52-week range of 67 to 214 into the expected release of quarter results before the bell on October 29. Call put ratio 1.9 calls to 1 put.

Penn National Gaming (PENN) October weekly call option implied volatility is at 139, November is at 92; compared to its 52-week range of 29 to 436 into the expected release of quarter results on October 29.

PG&E (PCG) October weekly call option implied volatility is at 75, November is at 63; compared to its 52-week range of 38 to 253 into the expected release of quarter results before the bell on October 29.

Plantronics (PLT) October weekly call option implied volatility is at 110, November is at 89; compared to its 52-week range of 43 to 220 into the expected release of quarter results after the bell on October 29. Call put ratio 10.3 calls to 1 put.

Ralph Lauren (RL) November call option implied volatility is at 65, December is at 55; compared to its 52-week range of 25 to 120 into the expected release of quarter results before the bell on October 29.

Shake Shack (SHAK) October weekly call option implied volatility is at 134, November is at 75; compared to its 52-week range of 31 to 185 into the expected release of quarter results after the bell on October 29.

Shopify (SHOP) October weekly call option implied volatility is at 112, November is at 64; compared to its 52-week range of 40 to 124 into the expected release of quarter results on October 29.

Skechers (SKX) October weekly call option implied volatility is at 151, November is at 71; compared to its 52-week range of 27 to 124 into the expected release of quarter results after the bell on October 29. Call put ratio 2.2 calls to 1 put.

Spotify (SPOT) October weekly call option implied volatility is at 122, November is at 61; compared to its 52-week range of 26 to 83 into the expected release of quarter results after the bell on October 29.

Starbucks (SBUX) October weekly call option implied volatility is at 65, November is at 43; compared to its 52-week range of 16 to 109 into the expected release of quarter results after the bell on October 29.

Tapestry (TPR) October weekly call option implied volatility is at 133, November is at 73; compared to its 52-week range of 30 to 182 into the expected release of quarter results before the bell on October 29. Call put ratio 4.5 calls to 1 put with focus on October weekly 22 puts.

Twitter (TWTR) October weekly call option implied volatility is at 185, November is at 87; compared to its 52-week range of 27 to 126 into the expected release of quarter results after the bell on October 29. Call put ratio 4.7 calls to 1 put.

World Wrestling (WWE) November call option implied volatility is at 64, December is at 55; compared to its 52-week range of 33 to 153 into the expected release of quarter results after the bell on October 29. Call put ratio 1 call to 2.8 puts.

YUM! Brands (YUM) October weekly call option implied volatility is at 61, December is at 34; compared to its 52-week range of 16 to 90 into the expected release of quarter results before the bell on October 29. Call put ratio 1 call to 1.58 puts.

Increasing unusual option volume: ELY BKLN ELY DNKN CS
Increasing unusual call option volume: ELY GPN DNKN CYH
Increasing unusual put option volume: HAS CXO BKLN
Options with decreasing option implied volatility: SIRI LRN TIF
Active options: AAPL MSFT TSLA GE AMD NIO SNAP CCL BA AAL BAC INTC WFC FB JWN LYFT DKNG PFE ZM