Mid-session IV Report October 30, 2019

Mid-session IV Report October 30, 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: ACHN BBY DLTR HPQ QUAD EVOP SIG HPQ DDD EGHT APA AAPL CREE CRUS FB WDC BIDU BABA IQ GME​
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Popular stocks with increasing unusual volume: PCG BYND T DIS ​
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IV ticks up into FOMC policy results ​and outlook
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3D System (DDD) November weekly call option implied volatility is at 180, November is at 75; compared to its 52-week range of 39 to 111 into the expected release of results today after the bell.​

8×8 (EGHT) November call option implied volatility is a 68, December is at 48; compared to its 52-week range of 32 to 68 into the expected release of results today after the bell.​

Apache (APA) November weekly call option implied volatility is a 91, November is at 67; compared to its 52-week range of 32 to 65 into the expected release of results today after the bell.​

Apple (AAPL) November weekly option implied volatility is at 75, November is a 34; compared to its 52-week range of 19 to 46 into the expected release of results today after the bell.​

Cirrus Logic (CRUS) November weekly call option implied volatility is at 109, November is at 50; compared to its 52-week range of 29 to 71 into the expected release of results today after the bell. Call put ratio 2.8 calls to 1 put. ​

Cree (CREE) November weekly call option implied volatility is a 155, November is at 71; compared to its 52-week range of 30 to 60 into the expected release of results today after the bell.​

Etsy (ETSY) November weekly call option implied volatility is at 197, November is at 80; compared to its 52-week range of 40 to 95 into the expected release of results today after the bell. Call put ratio 1 call to 3.5 puts with focus on November weekly and November 54 puts.​

Facebook (FB) November weekly call option implied volatility is at 100, November is at 45; compared to its 52-week range of 22 to 53 into the expected release of results after the bell on October 30. Call put ratio 1.9 calls to 1 put with focus on November weekly 190 and 192.5 calls.​

Starbucks (SBUX) November weekly call option implied volatility is at 86, November is at 36, December 26; compared to its 52-week range of 15 to 39 into the expected release of results today after the bell. Call put ratio 3 calls to 1 put.​

Western Digital (WDC) November weekly call option implied volatility is at 105, November is at 51; compared to its 52-week range of 37 to 73 into the expected release of results today after the bell. Call put ratio 3.2 calls to 1 put with focus on November weekly 62.50 calls.​

Altria (MO) November weekly call option implied volatility is at 62, November is at 31; compared to its 52-week range of 19 to 39 into the expected release of results on October 31.​

Archer Danial Midland (ADM) November weekly call option implied volatility is at 58, November is at 28; compared to its 52-week range of 16 to 33 into the expected release of results before the bell on October 31.​

Avis Budget (CAR) November call option implied volatility is at 72, December is at 55; compared to its 52-week range of 36 to 83 into the expected release of results after the bell on October 31.​

Avon (AVP) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 107 into the expected release of results on October 31.​

Blue Apron (APRN) November option implied volatility is at 95, December is at 77; compared to its 52-week range of 79 to 201 into the expected release of results before the bell on October 31. Call put ratio 2.8 calls to 1 put.​

Celgene (CELG) overall 30 day option implied volatility is a 17; compared to its 52-week range of 13 to 57 into the expected release of results before the bell on October 31.​

Cigna (CI) option implied volatility is at 64, November is at 33; compared to its 52-week range of 20 to 42 into the expected release of results before the bell on October 31.​

Clorox (CLX) November weekly call option implied volatility is at 52, November is at 27; compared to its 52-week range of 17 to 34 into the expected release of results before the bell on October 31.​

Delphi (DLPH) November option implied volatility is at 82, December is at 70; compared to its 52-week range of 46 to 85 into the expected release of results before the bell on October 31.​

Dunkin Brands (DNKN) November weekly call option implied volatility is at 26, December is at 23; compared to its 52-week range of 19 to 35 into the expected release of results before the bell on October 31.​

Fiat Chrysler (FCAU) November weekly call option implied volatility is at 60, November is at 40; compared to its 52-week range of 29 to 55 into the expected release of results before the bell on October 31. Call put ratio 74 calls to 1 put with focus on January 18.5 calls. ​

Flour (FLR) November weekly call option implied volatility is at 184, November is at 80; compared to its 52-week range of 25 to 81 into the expected release of results before the bell on October 31.​

Generac (GNRC) November option implied volatility is at 59, December is at 39; compared to its 52-week range of 22 to 54 into the expected release of results before the bell on October 31.​

Hanes Brand (HBI) November call option implied volatility is at 64, December is at 45; compared to its 52-week range of 28 to 64 into the expected release of results on October 31.​

Murphy Oil (MUR) option implied volatility is at 53, December is at 47; compared to its 52-week range of 32 to 60 into the expected release of results on October 31. Call put ratio 5.9 calls to 1 put with focus on December 20 calls. ​

Spirit AeroSystems (SPR) November call option implied volatility is at 40, December is at 32; compared to its 52-week range of 21 to 50 into the expected release of results on October 31.​

Sirius XM (SIRI) November weekly call option implied volatility is at 63, November is at 29; compared to its 52-week range of 21 to 56 into the expected release of results before the bell on October 31.​

Kraft Heinz (KHC) November weekly call option implied volatility is at 115, November is at 47; compared to its 52-week range of 21 to 51 into the expected release of results before the bell on October 31. Call put ratio 1 call to 5.5 puts. ​

Wayfair (W) November weekly call option implied volatility is at 243, November is at 103; compared to its 52-week range of 37 to 94 into the expected release of results before the bell on October 31. Call put ratio 2.7 calls to 1 put. ​

YRC Worldwide (YRCW) November call option implied volatility is at 130, December is at 110; compared to its 52-week range of 52 to 165 into the expected release of results before the bell on October 31. Call put ratio 1 call to 3.5 puts with focus on December 4 puts.​

World Wrestling (WWE) November option implied volatility is at 56, December is a 45; compared to its 52-week range of 33 to 68 into the expected release of results before the bell on October 31.​

United States Steel (X) November weekly option implied volatility is at 116, November is at 70; compared to its 52-week range of 38 to 76 into the expected release of results before the bell on October 31.​
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Increasing unusual option volume: MDR RPLI DOS FIT GNC ARLP UIS DLR CFX GOGO PRAH IGV TENB KBR​
Increasing unusual call option volume: UIS GOGO EQT HBI ODFL PRAH CNC MAT CCJ TUP​
Increasing unusual put option volume: ARLP DLR IGV YUM TXT APTV WIFI CROX LSCC ABMD ENPH EWT​
Options with decreasing option implied volatility: MRTX BYND SMSI GGAL YPF ALGN ENPH KN TWTR SHOP AKAM ADM MSFT TSLA​
Active options October 30: GE AMD AAPL FB NFLX TSLA BAC PCG BYND NDR T ROKU MSFT TWTR DIS AMZN FIT INTC SBUX BA​
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