Mid-session IV Report October 30, 2020

Mid-session IV Report October 30, 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 SDOW VIX DVN SQ SPXS SPXL GUSH VIXY VXX DB

Popular stocks with increasing volume: PINS ZM SNAP NIO

Hotel related option implied volatility bid into upcoming quarter results and outlook

Hilton (HLT) 30-day option implied volatility is at 54; compared to its 52-week range of 18 to 253 into the expected release of quarter results before the bell on November 4. Call put ratio 1 call to 2.5 puts.

Hyatt (H) 30-day option implied volatility is at 61; compared to its 52-week range of 18 to 213 into the expected release of quarter results after the bell on November 4.

Marriott (MAR) 30-day option implied volatility is at 59; compared to its 52-week range of 16 to 201 into the expected release of quarter results before the bell on November 6. Call put ratio 2.2 calls to 1 put.

Choice Hotels (CHH) 30-day option implied volatility is at 48; compared to its 52-week range of 16 to 148 into the expected release of quarter results on November 5.

Host Hotels & Resorts (HST) 30-day option implied volatility is at 60; compared to its 52-week range of 17 to 184 into the expected release of quarter results on November 4. Call put ratio 47 calls to 1 put with focus on December 10 calls.

Huazhu Group Limited (HTHT) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 107 into the expected release of quarter results after the bell on November 10.

Booking Holdings (BKNG) 30-day option implied volatility is at 51; compared to its 52-week range of 16 to 121 into the expected release of quarter results on November 5.

TripAdvisor (TRIP) 30-day option implied volatility is at 73; compared to its 52-week range of 32 to 185 into the expected release of quarter results on November 5.

Trivago (TRVG) 30-day option implied volatility is at 138; compared to its 52-week range of 52 to 282 into the expected release of quarter results on November 3.

Expedia (EXPE) 30-day option implied volatility is at 72; compared to its 52-week range of 22 to 253 into the expected release of quarter results on November 4. Call put ratio 1 call to 6.9 puts with focus on November puts.

MercadoLibre (MELI) 30-day option implied volatility is at 62; compared to its 52-week range of 29 to 135 as shares at upper end of range.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 44; compared to its 52-week range of 15 to 109.

FirstEnergy (FE) 30-day option implied volatility is at 46; compared to its 52-week range of 14 to 111 after its CEO was terminated. Call put ratio 1.5 calls to 1 put as shares down 2.8%.

Increasing unusual option volume: LEG RL MTDR FLEX CYH SAP TOT
Increasing unusual call option volume: MTDR FLEX MGI DVA XRT CLVS TOT TEAM
Increasing unusual put option volume: RL PBI FSR RRC UNM CROX TOT FSLR SKX
Options with decreasing option implied volatility: PINS CHGG TIF FIT
Active options: AAPL TSLA NIO FB TWTR AMZN MSFT AMD SNAP PINS ZM BA NFLX BABA INTC NVDA GE DKNG BAC AAL