Mid-session IV Report October 3, 2019

Mid-session IV Report October 3, 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 FEYE AMRN LL W DDD CREE HLF GE LVS ZNGA MCK MRO BK​
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Popular stocks with increasing unusual volume: PEP ATVI BBBY​ PTON
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Option implied volatility increases as share prices test moving averages into employment report on October 4​
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PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 31, October is at 24, November is at 23; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.9 puts. ​

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 27, October is at 26, November is at 19; compared to its 52-week range of 9 to 32. Call put ratio 1 call to 1.8 puts. ​

Costco (COST) October weekly call option implied volatility is at 95, October is at 35; compared to its 52-week range of 14 to 33 into the expected release of quarter results today. Call put ratio 2 call to 1 put with focus on October weekly 285 calls. ​

Technology Select Sector Spdr Fund (XLK) October weekly call option implied volatility is at 33, October is at 34; compared to its 52-week range of 15 to 36. Call put ratio 1 call to 3.4 puts with focus on October weekly 77.50 puts. ​

IBM (IBM) October weekly call option implied volatility is at 31, October is at 39; compared to its 52-week range of 14 to 42. Call put ratio 1.3 calls to 1 put. ​

United States Oil Fund (USO) October weekly call option implied volatility is a 45, October and November is at 33; compared to its 52-week range of 23 to 62 as WTI Crude oil near two-month lows after 7-day trend lower. Call put ratio 3.7 calls to 1 put with focus on October 29 calls. ​

Market Vectors Gold Miners ETF (GDX) October weekly call option implied volatility is at 45, October is at 33; compared to its 52-week range of 21 to 36 as gold back above $1500. Call put ratio 3 calls to 1 put with focus on October 29 calls. ​
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Peloton (PTON) October call option implied volatility is at 77, November is at 81. Call put ratio 1 call to 39 put with focus on October 19 puts.​
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Option implied volatility for banks into September Employment Report as Treasury price movement increases​

Financial Select Sector SPDR ETF (XLF) October weekly call option implied volatility is at 31, October is at 23; compared to its 52-week range of 13 to 35. Call put ratio 1 call to 3 puts with focus on October weekly (11) 26 puts. ​

Citi (C) October weekly call option implied volatility is at 40, October is at 35; compared to its 52-week range of 19 to 56. Call put ratio 1 call to 1.6 puts. ​

Goldman Sachs (GS) October weekly call option implied volatility is at 40, October is at 33; compared to its 52-week range of 19 to 50. Call put ratio 1 call to 1.4 puts. ​

JPMorgan (JPM) October weekly call option implied volatility is at 33, October is at 27; compared to its 52-week range of 15 to 41. Call put ratio 1 call to 1.4 puts. ​

Morgan Stanley (MS) October weekly call option implied volatility is at 42, October is at 35; compared to its 52-week range of 19 to 50. Call put ratio 1 call to 2.5 puts. ​

U.S. Bancorp (USB) October weekly call option implied volatility is at 31, October is at 26; compared to its 52-week range of 14 to 36. Call put ratio 1 call to 1.3 puts. ​

Wells Fargo (WFC) October weekly call option implied volatility is at 35, October is at 28; compared to its 52-week range of 18 to 45. Call put ratio 1 call to 1.6 puts with focus on October weekly 47.50 puts as shares give up gains after new CEO announcement.​

Bank of America (BAC) October weekly call option implied volatility is at 40, October is at 33; compared to its 52-week range of 19 to 47. Call put ratio 2.8 calls with focus on October weekly 28 and 28.50 calls​.

PNC Financial Services (PNC) October weekly call option implied volatility is at 28, October is at 29; compared to its 52-week range of 18 to 43.​

State Street (STT) October weekly call option implied volatility is at 44, October is at 37; compared to its 52-week range 21 to 47.​

Capital One Financial (COF) October weekly call option implied volatility is at 43, October is at 33; compared to its 52-week range of 19 to 44 . Call put ratio 1 call to 18 puts with focus on October weekly 75 puts. ​

Northern Trust (NTRS) 30-day option implied volatility is at 32; compared to its 52-week range 18 to 40. Call put ratio 1 call to 3.4 puts as shares sell off 1.3%. ​
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Increasing unusual option volume: HHC EQT FTV DHT KBE TMF GPRO LTM OPK AMTD CLF​
Increasing unusual call option volume: HHC DHT FUN AMTD NAT MSGN GPRO PEP​
Increasing unusual put option volume: OPK EQT TMF GPRO APH KBE​
Options with decreasing option implied volatility: SFIX BBBY DIS BIDU​
Active options on October 3: AAPL TSLA BAC AMD MSFT NFLX NIO FB AMZN SNAP ROKU MU T BABA BBBY GPRO GE NVDA PEP ATVI​
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