Mid-session IV Report October 9, 2019

Mid-session IV Report October 9, 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: DAL STMP Z PBYI UAA TPR MNST BKNG PUMP AMBA VIAB STX CVM NKE HON KLAC ​
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Popular stocks with increasing unusual volume: UAA FIT CPB ANF ​PCG DAL
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Under Armour Inc (UAA) October weekly call option implied volatility is at 49, October is at 40, November is at 55; compared to its 52-week range of 32 to 88. Call put ratio 43 calls to 1 put with focus on October weekly 19.5 calls into expected release of on November 4. ​
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Delta (DAL) October weekly call option implied volatility is at 60, October is at 39; compared to its 52-week range 21 to 46 into the expected release of quarter results before the bell on October 10. Call put ratio 3.5 calls to 1 put with focus on November 54 calls. ​
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Fastenal (FAST) October call option implied volatility is at 55, November is at 39; 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 52, November is at 27; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on October 11. Call put ratio 3.6 calls to 1 put. ​
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United States Oil Fund (USO) October weekly call option implied volatility is a 45, October and November is at 37; compared to its 52-week range of 23 to 62 as WTI Crude oil up 1.6% to $53.52. Call put ratio 3 calls to 1 put with focus on October weekly 11 calls.​

United States Natural Gas (UNG) October weekly call option implied volatility is at 42, October is at 39, November is at 50; compared to its 52-week range of 25 to 112 into UPS (UPS) to add over 6,000 vehicles to natural gas fleet.​

Generac Holdings (GNRC) October call option implied volatility is at 33, December is at 32; compared to its 52-week range of 22 to 52 after PG&E (PCG) said it will implement a Public Safety Power Shutoff (PSPS) in portions of 34 northern, central and coastal counties, affecting electric service for nearly 800,000 customers.​
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PG&E (PCG) October weekly call option implied volatility is at 144, October is at 115, November is at 112; compared to its 52-week range of 28 to 202 after saying it will implement a Public Safety Power Shutoff (PSPS) in portions of 34 northern, central and coastal counties, affecting electric service for nearly 800,000 customers.​
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Fitbit (FIT) October weekly call option implied volatility is at 123, October is at 64, November is at 98; compared to its 52-week range of 38 to 97 after announcing plans to shift manufacturing operations outside China for all trackers. Call put ratio 19.7 calls to 1 put with focus on November 5 calls. ​
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Johnson & Johnson (JNJ) October weekly call option implied volatility is at 25, October is at 24, November is at 20; compared to its 52-week range of 14 to 34 after Risperdal verdict. Call put ratio 1 call to 3 puts with focus on October weekly 130 puts. ​
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Monolithic Power Systems (MPWR) October call option implied volatility is at 45, November is at 40; compared to its 52-week range of 26 to 51 after Spruce Point short report. Call put ratio 1 call to 1.4 puts with focus on December 130 puts. ​
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Peloton (PTON) October call option implied volatility is at 76, November is at 75​
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Increasing unusual option volume: LEVI NAT RUSL ATHM PUMP ANF NSC TM CHAU​ UAA
Increasing unusual call option volume: GREK LEVI NAT RUSL ANF BTI IR CPB​
Increasing unusual put option volume: NAT PUMP LEVI NSC GOSS ATHM INDA BGS IRBT​
Options with decreasing option implied volatility: BBBY IMMU TSG DPZ STZ COST PEP BKLN DPZ TEVA TLRY FEYE BIIB​
Active options on October 9: AAPL TSLA NFLX NVDA AMD MU