Daily IV Report
Mid-session IV Report September 11, 2019
Mid-session IV Report September 11, 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. Option implied volatility continues to trend lower for high […]
Mid-session IV Report September 11, 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.
Option implied volatility continues to trend lower for high beta stocks
Options with increasing option implied volatility: CS IQ SPLK MO FEYE HOME CGC MO ILMN IQ BBBY ZNGA
Popular stocks with increasing unusual volume: UBER BA M FCX BA WYNN SPLK
Boeing (BA) September weekly call option implied volatility is at 30, September is at 27, October is 25; compared to its 52-week range of 22 to 46 as shares rally 2.5%. Call put ratio 1.9 calls to 1 put with focus on September weekly 380 calls as company presents at a Morgan Stanley conference.
Oracle (ORCL) September weekly call option implied volatility is at 85, September is at 48, October is at 28; compared to its 52-week range of 15 to 40 into upcoming quarter results. Call put ratio 1 call to 3.1 put with focus on September weekly 156 puts.
Broadcom (AVGO) September weekly call option implied volatility is at 77, September is at 46, October is at 33; 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 3.7 puts with focus on September 290 puts.
Kroger (KR) September weekly call option implied volatility is at 123, September is at 64, October is at 39; 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 1 call to 1 put with focus on September weekly 26 calls and September weekly 25 puts.
Roku (ROKU) September weekly call option implied volatility is at 84, September is at 66, October is at 60; compared to its 52-week range of 45 to 103 as shares rally 0.8%. Call put ratio 1.3 calls to 1 put.
Wynn Resorts Ltd (WYNN) September weekly call option implied volatility is at 41, September is at 38, September is at 38, October is at 37; compared to its 52-week range of 31 to 71 as shares sell off 1.5%.
Splunk (SPLK) September weekly call option implied volatility is at 45, September is at 41, October is at 35; compared to its 52-week range of 30 to 73 as shares rally 1.7%. Call put ratio 4.1 calls to 1 put with focus on September weekly 113 and 114 calls.
Increasing unusual option volume: ZS VIAV ACHC USMV LXRX BANC VFC IGMN
Increasing unusual call option volume: VIAV ACHC VFC LXRX VST IMGN AL STAA DLPH
Increasing unusual put option volume: CS BHGE LE PSA MIK MNK PLAY TEF ZS
Options with decreasing option implied volatility: HOME VIAB CLDR AIMT SIG WORK PCG RH CIEN PD LULU HDS PANW CTRP HDS LB KSS LB
Active options: AAPL TSLA MU ROKU MSFT NFLX T AMD FB BA GE BAC GME AMZN NVDA FCX ZS ORCL M UBER