Mid-session IV Report September 10, 2019

Mid-session IV Report September 10, 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: RVNC IVC CRK EVRI NICE IMMU FICO WEN AYX SHOP HOME OKTA T MRK CMG PAYC GME ORCL AVGO KR​
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Popular stocks with increasing unusual volume: KHC ROKU V CHK​
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Apple (AAPL) September weekly call option implied volatility is at 32 compared to 24 from September 6, September is at 28, October is at 25; compared to its 52-week range of 16 to 46 into September 10 launch event to unveil the latest iPhones and commentary on 5G iPhones. Call put ratio 1 call to 1 put. ​
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Roku (ROKU) September weekly call option implied volatility is at 74, September is at 65, October is at 60; compared to its 52-week range of 45 to 103 as shares sell off 3.7%. Call put ratio 1.1 calls to 1 put with focus on September weekly 155 calls, 160 calls and September weekly 152.50 puts.​
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Kraft Heinz (KHC) September weekly call option implied volatility is at 74, September is at 24, October is at 24; compared to its 52-week range of 21 to 51 into their annual shareholder meeting on September 12. Call put ratio 3.1 calls to 1 put with focus on September weekly 28.50 and September 27.50 calls as shares trend higher. ​
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GameStop (GME) September weekly call option implied volatility is at 330, September is at 129, October is at 127; compared to its 52-week range of 36 to 133 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.​
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RH (RH) September call option implied volatility is at 145, September is at 91, October is at 60; compared to its 52-week range of 38 to 94 into the expected release of quarter results after the bell on September 10. Call put ratio 1.5 calls to 1 put with focus on September weekly 155 and 157.50 calls.​
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Oracle (ORCL) September weekly call option implied volatility is at 68, September is at 43; compared to its 52-week range of 15 to 40 into the expected release of quarter results after the bell on September 12. Call put ratio 1.5 calls to 1 put with focus on September weekly 155 calls. ​
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Broadcom (AVGO) September weekly call option implied volatility is at 71, September is at 47; compared to its 52-week range of 21 to 48 into the expected release of quarter results after the bell on September 12. Call put ratio 1 call to 2.4 puts with focus on September 280 puts.​
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Kroger (KR) September call option implied volatility is at 101, September is at 62; compared to its 52-week range of 22 to 47 into the expected release of quarter results before the bell on September 12. Call put ratio 3.9 calls to 1 put with focus on September 25.50 and 26 calls.​
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Grand Canyon Education (LOPE) September call option implied volatility is at 35, October is at 35; compared to its 52-week range of 21 to 53. Call put ratio 1 calls to 2.7 puts with focus on September 110 puts as shares sell off 3.5%.​
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Arthur J. Gallagher (AJG) September call option implied volatility is at 15, October is at 18; compared to its 52-week range of 13 to 29 into a company hosted investor meeting on September 12.​
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Alibaba (BABA) call put ratio 1.5 calls to 1 put as shares sell off 1.7% after Jack Ma steps down​
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Increasing unusual option volume: CNXM TAN EYE TSEM OMI JO AVEO ELY EXC WEN MNK​
Increasing unusual call option volume: JO OMI NICE ELY EXC AVEO MAC CASY USAT TPR TROX​
Increasing unusual put option volume: TAN TSEM WEN HBI SKT HGV NVO MRTX LE FICO ​
Options with decreasing option implied volatility: HOME MIK AABA SIG CLDR PCG USAT FEYE PCG MO F FXI SFIX ​
Active options: BAC AAPL MSFT ROKU SNAP GE T AMD F ORL AMZN TSLA JPM NFLX C FB V CHK NVDA BABA​