Mid-session IV Report October 8, 2019​

Mid-session IV Report October 8, 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: STMP WW ALDR INFN Z TTD CPRI ABMD TPR AMRN QGEN OSTK AMBA STX CVM NKE HON​
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Popular stocks with increasing unusual volume: JD BABA NIO JPM GM VZ​
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Option implied volatility increases into Chinese trade officials coming to Washington ​

Market Vectors Semiconductor ETF (SMH) October weekly call option implied volatility is at 33, October is at 31, November is at 29; compared to its 52-week range of 22 to 40 into Chinese trade officials coming to Washington at the end of the week. Call put ratio 1 call to 4.5 puts with focus on October weekly and October 115 puts.

Alibaba (BABA) October weekly call option implied volatility is at 44, October is at 37, November is at 36; compared to its 52-week range of 24 to 58.​

NIO (NIO) October weekly call option implied volatility is at 209, October is at 180, November is at 156; compared to its 52-week range of 60 to 223.​

Ctrip.com (CTRP) October weekly call option implied volatility is at 52, October is at 46, November is at 48; compared to its 52-week range of 29 to 60.​

Baidu.com (BIDU) October weekly call option implied volatility is at 47, October is at 41, November is at 45; compared to its 52-week range of 26 to 58. ​

Uxin Limited (UXIN) 30 day option implied volatility is at 100; compared to its 52-week range of 69 to 260.
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JD.com (JD) October weekly call option implied volatility is at 46, October is at 44, November is at 45; compared to its 52-week range of 33 to 69. ​

Netease (NTES) October weekly call option implied volatility is at 44, October is at 38, November is at 44; compared to its 52-week range of 29 to 61. Call put ratio 1 call to 1.8 puts. ​

iQIYI (IQ) October weekly call option implied volatility is at 66, October is at 59, November is at 64; compared to its 52-week range of 46 to 79. Call put ratio 1 call to 5 puts with focus on October 14.50 puts. ​

Luckin Coffee Inc. (LK) October weekly call option implied volatility is at 63, October is at 55, November is at 72; compared to its 52-week range of 53 to 121. Call put ratio 3 calls to 1 put with focus on October 19 and November 20 calls. ​

Pinduoduo (PDD) October call option implied volatility is at 48, November is at 49; compared to its 52-week range of 38 to 106.​
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Sina Corp (SINA) October call option implied volatility is at 44, November is at 43; compared to its 52-week range of 35 to 65 into Chinese trade officials coming to Washington at the end of the week. October 40 puts active.​
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Sohu.com, Inc. (SOHU) October call option implied volatility is at 54, November is at 61; compared to its 52-week range of 43 to 96 into Chinese trade officials coming to Washington at the end of the week. Call put ratio 5 calls to 1 put.​
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Apple (AAPL) October weekly call option implied volatility is at 32, October is at 29, November is at 28; compared to its 52-week range of 19 to 56. Call put ratio 1 call to 1.3 puts. ​
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Boeing (BA) October weekly call option implied volatility is at 32, October is at 30, November is at 31; compared to its 52-week range of 23 to 45 into Chinese trade officials coming to Washington at the end of the week. Call put ratio 1 call to 1.5 puts. ​

Micron (MU) October weekly call option implied volatility is at 47, October is at 43, November is at 41; compared to its 52-week range of 36 to 65. ​

Yum China (YUMC) October call option implied volatility is at 33, November is at 38; compared to its 52-week range of 21 to 51 into Chinese trade officials coming to Washington at the end of the week and the expected release of quarter results on October 29.​

Tiffany (TIF) October weekly call option implied volatility is at 38, October is at 33, November is at 34; compared to its 52-week range of 21 to 50. Call put ratio 1 call to 5 puts with focus on October weekly 87 puts on China trade talks and Hong Kong unrest. ​

Starbucks (SBUX) October weekly call option implied volatility is at 25, October is at 24, November is at 27; compared to its 52-week range of 14 to 38.​

Wynn Resorts Ltd (WYNN) October weekly call option implied volatility is at 51, October is at 49, November is at 48; compared to its 52-week range of 31 to 72.​
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Las Vegas Sands (LVS) October weekly call option implied volatility is at 41, October is at 34, November is at 36; compared to its 52-week range of 23 to 64. Call put ratio 1 call to 2.7 puts with focus on ATM November puts into China trade talks.​

MGM Resorts (MGM) October weekly call option implied volatility is at 36, October is at 37, November is at 37; compared to its 52-week range of 25 to 59 into Chinese trade officials coming to Washington at the end of the week. Call put ratio 7 calls to 1 put with focus on October 27.50 calls. ​
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Levi Strauss (LEVI) October call option implied volatility is at 64, November is at 46; compared to its 52-week range of 31 to 53 into the expected release of financial results today after the bell. Call put ratio 1.6 calls to 1 put.​

Medical measurement stock and option implied volatility higher after QGEN Q3 results​
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Qiagen (QGEN) October call option implied volatility is at 45, November is at 37; compared to its 52-week range of 18 to 42 as shares sell off 20% after less than expected Q3 results.​

Thermo Fisher Scientific (TMO) October call option implied volatility is at 28, November is at 29; compared to its 52-week range of 17 to 36 into expected financial results on October 23. ​

Lab Corp. (LH) October call option implied volatility is at 24, November is at 26; compared to its 52-week range of 18 to 39 into the expected release of quarter results on October 23. Cal put ratio 1 call to 27 puts with focus on November 155 puts.​

NeoGenomics (NEO) October call option implied volatility is at 44, November is at 61; compared to its 52-week range of 33 to 73 into the expected release of quarter results on October 29. Call put ratio 14 calls to 1 put with focus on November 22.50 calls.​
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Increasing unusual option volume: FRPT HELE MEET DAKT DPZ AMBA NAT QGEN SRNE​
Increasing unusual call option volume: NAT AMLP DPZ JD MSI PSA SRNA​
Increasing unusual put option volume: DPZ TPR AAWW DAKT AMBA ADTN HRL FAST AMLP EWU​
Options with decreasing option implied volatility: SFIX BBBY DPZ TEVA TLRY FEYE UNFI TSG LEN COST DPZ STZ​
Active options on October 8: AAPL NVDA BAC AMD BABA T MSFT FB TSLA GE MU AMZN NFLX JD ROKU CSCO NIO JPM GM VZ​
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