Mid-session IV Report October 29, 2020

Mid-session IV Report October 29, 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: UVXY DFEN SRTY SDOW PLTR FROG SPXU ELY USO CYTK USO MRVL UUP

Popular stocks with increasing volume: ZM CCL GE NOK TIF NIO MRVL IPHI

Option implied volatility increases into events

Apple (AAPL) October weekly call option implied volatility is at 101, November is at 55; compared to its 52-week range of 18 to 90 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put with focus on October weekly calls.

Activision (ATVI) October weekly call option implied volatility is at 107, November is at 61; compared to its 52-week range of 23 to 89 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Amazon (AMZN) October weekly call option implied volatility is at 116, November is at 56; compared to its 52-week range of 17 to 69 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put with focus on October weekly 3200 calls.

Alphabet (GOOG) October weekly call option implied volatility is at 94, November is at 45; compared to its 52-week range of 14 to 75 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Twitter (TWTR) October weekly call option implied volatility is at 280, November is at 86; compared to its 52-week range of 27 to 126 into the expected release of quarter results today after the bell. Call put ratio 4.9 calls to 1 put with focus on October weekly 50 and 52 calls.

Shake Shack (SHAK) October weekly call option implied volatility is at 194, November is at 67; compared to its 52-week range of 31 to 185 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

Carvana (CVNA) October weekly call option implied volatility is at 241, November is at 96; compared to its 52-week range of 43 to 213 into the expected release of quarter results today after the bell.

Facebook (FB) October weekly call option implied volatility is at 138, November is at 61; compared to its 52-week range of 21 to 82 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.

AbbVie (ABBV) October weekly call option implied volatility is at 60, November is at 37; compared to its 52-week range of 19 to 77 into the expected release of quarter results before the bell on October 30. Call put ratio 3.1 calls to 1 put with focus on October weekly calls.

Altria (MO) October weekly call option implied volatility is at 70, November is at 39; compared to its 52-week range of 19 to 93 into the expected release of quarter results before the bell on October 30.

Aon (AON) October weekly call option implied volatility is at 39, November is at 32; compared to its 52-week range of 15 to 97 into the expected release of quarter results before the bell on October 30.

Charter Communications (CHTR) October weekly call option implied volatility is at 82, November is at 39; compared to its 52-week range of 16 to 58 into the expected release of quarter results before the bell on October 30.

Chevron (CVX) October weekly call option implied volatility is at 73, November is at 48; compared to its 52-week range of 15 to 113 into the expected release of quarter results before the bell on October 30.

Colgate-Palmolive (CL) October weekly call option implied volatility is at 40, November is at 26; compared to its 52-week range of 16 to 97 into the expected release of quarter results before the bell on October 30. Call put ratio 2.7 calls to 1 put.

Exxon Mobil (XOM) October weekly call option implied volatility is at 84, November is at 54; compared to its 52-week range of 16 to 110 into the expected release of quarter results before the bell on October 30.

Honeywell (HON) October weekly call option implied volatility is at 57, November is at 39; compared to its 52-week range of 15 to 105 into the expected release of quarter results before the bell on October 30. Call put ratio 1 call to 3.9 puts with focus on October weekly calls.

Phillips 66 (PSX) October weekly call option implied volatility is at 83, November is at 57; compared to its 52-week range of 17 to 118 into the expected release of quarter results before the bell on October 30.

Total (TOT) November call option implied volatility is at 39, December is at 36; compared to its 52-week range of 14 to 124 into the expected release of quarter results before the bell on October 30.

Under Armour (UA) October weekly call option implied volatility is at 202, November is at 80; compared to its 52-week range of 29 to 194 into the expected release of quarter results before the bell on October 30.

Increasing unusual option volume: FEZ BKLN CLNY INDA IPHI VWO TIF MDY
Increasing unusual call option volume: FEZ CLNY TIF VWO CCXI IPHI GPN AAN PINS
Increasing unusual put option volume: BKLN CERN HUM FCAU PINS APRN YNDX
Options with decreasing option implied volatility: FIT MSFT CLVS SHOP LRN TIP RL
Active options: AAPL NIO PINS TSLA TWTR F AMD MSFT TIF FB SNAP PBR NOK DIS ZM XOM FSLY GE BABA CCL