Mid-session IV Report October 31, 2019

Mid-session IV Report October 31, 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: TBT SPY CAT LSCC GM UVXY C GPS XNET DKS BBY ONCE DLTR NUGT NTNX BKLN​
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Popular stocks with increasing unusual volume: BYND ROKU TWLO ​
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Call put ratio 10 calls to 1 put with focus on November weekly calls into Halloween ​
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Hershey Foods (HSY) November weekly call option implied volatility is at 23, November is at 17; compared to its 52-week range of 15 to 30 into Halloween. Call put ratio 10 calls to 1 put with focus on November weekly calls. ​

Apple (AAPL) November weekly call option implied volatility is at 33, November is at 23; compared to its 52-week range of 19 to 45 as shares near record high after EPS and into Apple TV+ Streaming rollout on November 1.​

Netflix (NFLX) November weekly call option implied volatility is at 37, November is at 32; compared to its 52-week range of 29 to 76 into Apple TV+ Streaming rollout on November 1. Call put ratio 1 call to 1.2 puts.​
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Amarin Corp. (AMRN) November weekly call option implied volatility is at 69, November is at 156, December is at 103; compared to its 52-week range of 55 to 200. Call put ratio 6.3 call to 1 put with focus on November weekly 17 calls and December 15 puts ahead of the November 14, 2019 FDA AdCom meeting to discuss the sNDA to expand the Vascepa label to include patients with elevated triglycerides on statin therapy who still have residual cardiovascular risk.​
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Avis Budget (CAR) November call option implied volatility is at 75, December is at 56; compared to its 52-week range of 36 to 83 into the expected release of results today after the bell.​
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AbbVie (ABBV) November weekly call option implied volatility is at 74, November is at 28; compared to its 52-week range of 20 to 47 into the expected release of results before the bell on November 1.​
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Alibaba (BABA) November weekly option implied volatility is at 87, November is at 36; compared to its 52-week range of 24 to 58 into the expected release of results before the bell on November 1. Call put ratio 2.2 calls to 1 put with focus on November weekly 180 calls. ​

Cboe Global Markets (CBOE) November weekly call option implied volatility is at 41, November is at 23; compared to its 52-week range of 19 to 39 into the expected release of results before the bell on November 1.​
Chevron (CVX) November weekly call option implied volatility is at 48, November is at 22; compared to its 52-week range of 15 to 39 into the expected release of results before the bell on November 1.​

Colgate-Palmolive (CL) November weekly call option implied volatility is at 62, November is at 24; compared to its 52-week range of 14 to 38 into the expected release of results before the bell on November 1.​

ExxonMobil (XOM) November weekly option implied volatility is at 49, November is at 23; compared to its 52-week range of 15 to 39 into the expected release of results before the bell on November 1. Call put ratio 2.7 calls to 1 put with focus on November weekly 68 and 68.50 calls. ​

Newell Brands (NWL) option implied volatility is at 63, December is at 42; compared to its 52-week range of 31 to 96 into the expected release of results before the bell on November 1.​

Seagate (STX) November weekly call option implied volatility is at 144, November is at 49; compared to its 52-week range of 27 to 69 into the expected release of results before the bell on November 1.​
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ProPetro Holding (PUMP) November 7.5 puts active on total volume of 746 contracts after the focus of a short report.​
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Increasing unusual option volume: MMSI MUSA DCO BTU AGRX CATM QEP NUVA LH SFM TPX​
Increasing unusual call option volume: BTU AGRX VAL SFM XSP TAK LH FOMX TW CRUS CTSH GPN WWE​
Increasing unusual put option volume: LH MT VIX CATM TER OAS CWH LNC CROX TPX WIFI ZYNE UA ETSY CTVA VIAB FLR​
Options with decreasing option implied volatility: TAP FEYE AMD SNE EXAS MDLZ HLF MAT CXO GE YUM MRTX GGAL BYND DDD OLED W YETI AMT CREE KHC
Active options October 31: AAPL FB BAC TWTR MPC TSLA UBER AMD BYND ROKU GE WDC BABA SBUX AMZN MSFT TWLO NVDA MU LYFT​
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