Mid-session IV Report October 4, 2019​

Mid-session IV Report October 4, 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.​
​
Options with increasing option implied volatility: SDC DHT FUN RNG AXSM AMRN STMP FLR ANET FEYE AMTD BHC HLF YELP GOOGL CBS MCK MRO MSGN BK NLY​
​

Popular stocks with increasing unusual volume: PCG ATVI HPQ AVYA ​
​
Weekly option implied volatility stays softly bid into Jerome Powell speech at 1pm and headlines Hong Kong MTR suspends all train service​-Bloomberg
​
PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 25, October is at 20, November is at 20; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 2.2 puts as Apple (AAPL) up 2%. ​
​
S&P Dep Receipts (SPY) October weekly call option implied volatility is at 24, October is at 17, November is at 17; compared to its 52-week range of 9 to 32. Call put ratio 1 call to 1.48 puts as Apple (AAPL) up 2%. ​

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 39 as shares rally 1% on report of Apple (AAPL) iPhone ramp up.

​
Tiffany & Co. (TIF) October weekly call option implied volatility is at 41, October is at 29; compared to its 52-week range of 21 to 51 after Hong Kong MTR suspends all train service, reports Bloomberg. Call put ratio 1.1 calls to 1 put as shares sell off 1.7%. ​
​
​
SmileDirectClub (SDC) October call option implied volatility is at 85, puts at 105, November is at 83; compared to its 52-week range of 59 to 110 after Hindenburg Research issued a short report. Call put ratio 1 call to 2.9 puts with focus on October 10 and 12.50 puts. ​
​
Hormel Foods (HRL) October weekly call option implied volatility is at 20, October is at 19, November is at 20; compared to its 52-week range of 17 to 38 into hosting an investor day on October 10.​
Wendy’s (WEN) October call option implied volatility is at 30, November is at 27; compared to its 52-week range of 21 to 41 into hosting an investor day on October 10.​
​
AT&T (T) October weekly call option implied volatility is at 26, October is at 17, November is at 23; compared to its 52-week range of 14 to 29 into hosting a Warner Media Day in Los Angeles on October 29 to discuss its upcoming video streaming service.​
​
Disney (DIS) October weekly call option implied volatility is at 27, October is at 21, November is at 25; compared to its 52-week range of 18 to 41 into Disney Plus launch on November 12. ​

Salesforce (CRM) October weekly call option implied volatility is at 40, October is at 28, November is at 27; compared to its 52-week range of 22 to 57 into Dreamforce November 19 to 22.​

Dominos Pizza (DPZ) October weekly (11) call option implied volatility is at 55, October is at 30, November is at 27; compared to its 52-week range of 23 to 45 into the expected release of quarter results on October 8.
​
Delta (DAL) October weekly call option implied volatility is at 42, October is at 36; compared to its 52-week range 21 to 46 into the expected release of quarter results before the bell on October 10.​

Fastenal (FAST) October call option implied volatility is at 37, November is at 32; compared to its 52-week range of 19 to 48 into the expected release of quarter results before the bell on October 11.​

Infosys (INFY) October call option implied volatility is at 29, November is at 28; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on October 11.​
​
Increasing unusual option volume: SDC DHT WES TSG PINC RNG SGH BMRN STING FUN AVYA CIO ​
Increasing unusual call option volume: DHT WES TSG JNK RNG BMRN FEZ STNG FUN FOLD GRUB CIO AVYA​
Increasing unusual put option volume: PINC HPQ RNG SDC AVYA JBHT CYBR BMRN EWH ALDR COST WWE ​
Options with decreasing option implied volatility: SFIX BBBY UNFI PETS ONCE STZ LEN DIS ​
Active options on October 4: AAPL TSLA MSFT SNAP COST ROKU NFLX AMZN BAC FB AMD NVDA ATVI BABA PCG MU HPQ T C AVYA ​
​