Daily IV Report
Mid-session IV Report September 12, 2019
Mid-session IV Report September 12, 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. Options with increasing option implied volatility: YELP OLED MRNA […]
Mid-session IV Report September 12, 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.
Options with increasing option implied volatility: YELP OLED MRNA MIK DE TLRD WBA XLU SEDG VIAV MLNX ARCC CPRX RDUS RH LGND HCSG SCO OLED ASHR SIRI XRT AVGO
Popular stocks with increasing unusual volume: KR ACB GE ORCL SQ ASHR
iShares China Large-Cap (FXI) and Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) calls are active after CNBC reported the White House ‘absolutely not’ considering interim China deal. Bloomberg reported earlier Trump advisers were considering interim deal to delay China tariffs.
iShares China Large-Cap (FXI) September weekly call option implied volatility is at 19, September is at 18, October is at 17; compared to its 52-week range of 16 to 32. The 70th anniversary of the People’s Republic of China is on October 1. Call put ratio 4.9 calls to 1 put with focus on March 50 and 53 calls.
Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) September call option implied volatility is at 18, October is at 19; compared to its 52-week range of 20 to 36. Call put ratio 168 calls to 1 put with focus on September 28.50 calls.
Broadcom (AVGO) September weekly call option implied volatility is at 102, September is at 44, October is at 34; 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 1.1 call to 1 put with focus on September weekly 320 calls and September weekly 262.50 puts.
Yelp (YELP) September weekly call option implied volatility is at 43, September is at 40, October is at 36; compared to its 52-week range of 30 to 83 after WSJ say’s Yelp may be a target in Groupon (GRPN) acquisition plan. Call put ratio 5.2 calls to 1 put with focus on September 35 and 36 calls.
Viavi (VIAV) September call option implied volatility is at 38, October is at 40; compared to its 52-week range of 24 to 54 into a company hosting an investor meeting today. Call put ratio 41 calls to 1 put with focus on October 15 calls.
Arthur J. Gallagher (AJG) overall option implied volatility is at 23; compared to its 52-week range of 13 to 29 into a company hosted investor meeting today.
Pilgrim’s Pride (PPC) September call option implied volatility is at 27, October is at 28; compared to its 52-week range of 29 to 51 into a company hosting an analyst meeting on September 18.
Flour (FLR) September call option implied volatility is at 44, April is at 41; compared to its 52-week range of 20 to 68 after reports of new institutional shareholders. Call put ratio 3.9 calls to 1 put with focus on January 27.50 calls.
Increasing unusual option volume: RDUS LKQ LGND NUAN TOCA VIAV DLTH NYCB TRUE BGG TOCA TLRD
Increasing unusual call option volume: RDUS LKQ NUAN VIAV MTG TOCA TTO CNDT OAS TOCA RGNX LGND
Increasing unusual put option volume: NYCB MIK HUN HRL HIG MT KBH GPS ENPH LEA TPR BHGE ADVM
Options with decreasing option implied volatility: RH ZS PLAY AIMT TTD CMG SPOT TNDM SNAP KO ROKU FB VX FB
Active options: AAPL MSFT TSLA BAC T AMZN NVDA BABA FB MU SQ ACB GE ROKU NFLX VALE KR BA ORCL