Mid-session IV Report October 7, 2019​

Mid-session IV Report October 7, 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: MCK MRO GPRO BK NTAP STMP CRZO DDD W INFN BHC FEYE​
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Popular stocks with increasing unusual volume: ROKU WYNN RIG X ​
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General Electric (GE) October weekly call option implied volatility is at 44, October is at 46, November is at 46, December is at 40; compared to its 52-week range of 32 to 72 into the expected release of financial results on October 30 and a company hosted health care investor day in December.​
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Apple (AAPL) October weekly call option implied volatility is at 30, October is at 26, November is at 27; compared to its 52-week range of 19 to 56 into expected release of quarter results on October 30. ​
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Levi Strauss (LEVI) October call option implied volatility is at 61, November is at 45; compared to its 52-week range of 31 to 53 into the expected release of financial results after the bell on October 8.​

Hormel Foods (HRL) October weekly call option implied volatility is at 22, October is at 20, November is at 20; compared to its 52-week range of 17 to 38 into hosting an investor day on October 10. Call put ratio 1 call to 7.5 puts with focus on November 42.50 puts. ​

Wendy’s (WEN) October call option implied volatility is at 33, November is at 29; compared to its 52-week range of 21 to 41 into hosting an investor day on October 10. Call put ratio 2.4 calls to 1 put with focus on October 21 calls. ​
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October weekly option implied volatility flat as Larry Kudlow says delisting Chinese companies not on the table into Chinese trade officials coming to Washington at the end of the week​

iShares China Large-Cap (FXI) October weekly call option implied volatility is at 28, October is at 22, November is at 21; compared to its 52-week range of 16 to 32.​
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Alibaba (BABA) October weekly call option implied volatility is at 37, October is at 33, November is at 34; compared to its 52-week range of 24 to 58.​

NIO (NIO) October weekly call option implied volatility is at 210, October is at 190, November is at 155; compared to its 52-week range of 60 to 223.​

Ctrip.com (CTRP) October weekly call option implied volatility is at 42, October is at 40, November is at 43; compared to its 52-week range of 29 to 60.​

Baidu.com (BIDU) October call option implied volatility is at 37, November is at 43; compared to its 52-week range of 26 to 58.​

Uxin Limited (UXIN) overall option implied volatility is at 98; compared to its 52-week range of 69 to 260.​
JD.com (JD) October weekly call option implied volatility is at 43, October is at 40, November is at 41; compared to its 52-week range of 33 to 69.​

Netease (NTES) October weekly call option implied volatility is at 37, October is at 33, November is at 38; compared to its 52-week range of 29 to 61. Call put ratio 4 calls to 1 put. ​

iQIYI (IQ) October weekly call option implied volatility is at 55, October is at 54, November is at 59; compared to its 52-week range of 46 to 79. Call put ratio 2.2 calls to 1 put with focus on November 17.50 calls. ​

Luckin Coffee Inc. (LK) October weekly call option implied volatility is at 53, October is at 52, November is at 71; compared to its 52-week range of 53 to 121. Call put ratio 3.3 calls to 1 put with focus on November 19 and 20. ​

Pinduoduo (PDD) October call option implied volatility is at 46, November is at 47; compared to its 52-week range of 38 to 106.​
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Sina Corp (SINA) October call option implied volatility is at 40, November is at 43; compared to its 52-week range of 35 to 65. Call put ratio 9 call to 1 put with focus on November 45 and 47.50 calls. ​
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Sohu.com, Inc. (SOHU) October call option implied volatility is at 44, November is at 65; compared to its 52-week range of 43 to 96.​
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Increasing unusual option volume: IDCC NAT ETRN EWT STM ASC BBD VST RNG CP​
Increasing unusual call option volume: NAT ETRN STM VST ADI RNG INFY AWK AAWW FIS LW​
Increasing unusual put option volume: TMV OPK CP SMAR BBD ATHM AMLP RIG EWA ​
Options with decreasing option implied volatility: DIS MSGN BIDU NTES BYND BABA LK NTES SFIX BBBY UNFI NR TSG STZ COST LEN​
Active options on October 7: AAPL AMD TSLA NVDA BABA ROKU RIG FB T NFLX MSFT AMZN JD WYNN BAC MU GE M SNAP X ​
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