Mid-session IV Report September 13, 2019​

Mid-session IV Report September 13, 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: OSTK LL OMI GTS RMBS TLRA BYND FRO GLDD UNG RTN PVTL MLNX VIAV NYCB YELP OLED MRNA MIK DE​
​
Popular stocks with increasing unusual volume: ROKU OSTK AVGO FCX T ​

Option implied volatility flat into Federal Reserve policy meeting decision on September 18.
​
S&P Dep Receipts (SPY) September weekly call option implied volatility is at 15, September is at 12, October is at 11; compared to its 52-week range of 9 to 32 into Federal Reserve policy meeting decision on September 18. Call put ratio 1 call to 1.3 puts.​

PowerShares QQQ Trust (QQQ) September weekly call option implied volatility is at 22, September is at 16; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 2.2 puts.​

Market Vectors Gold Miners ETF (GDX) September weekly call option implied volatility is at 51, September is at 38, October is at 33; compared to its 52-week range of 21 to 36. Call put ratio 1.9 calls to 1 put with focus on September 27.50 calls.​

iShares Russell 2000 ETF (IWM) September weekly call option implied volatility is at 28, September is at 18, October is at 17; compared to its 52-week range of 12 to 34. Call put ratio 1 call to 1.5 puts.​

iShares iBoxx USD High Yield Corporate Bond ETF (HYG) September, October and December call option implied volatility is at 4; compared to its 52-week range of 5 to 18. Call put ratio 1 call to 214 puts with focus on December 82 and 87 puts.​

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30 day option implied volatility is at 6; compared to its 52-week range of 4 to 18. ​

iShares China Large-Cap (FXI) September weekly call option implied volatility is at 21, September and October is at 17; compared to its 52-week range of 16 to 32. Call put ratio 3.1 calls to 1 put with focus on September 41.50 calls. The 70th anniversary of the People’s Republic of China is on October 1.​

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) September and October call option implied volatility is at 22; compared to its 52-week range of 20 to 36. Call put ratio 75 calls to put with focus on October weekly (4) 29 calls. ​

Apple (AAPL) September weekly call option implied volatility is at 34, September is at 24, October is at 23; compared to its 52-week range of 16 to 46 after Goldman Sachs lowered its price target for Apple shares to $165 from $187. Call put ratio 1 call to 1 put. ​

​Overstock.com (OSTK) and Lumber Liquidators (LL) bid ask spreads widen on sharp share price movement
​
Overstock.com (OSTK) September weekly call option implied volatility is at 135, September is at 147, October is at 116; compared to its 52-week range of 70 to 131. Call put ratio 3.7 calls to 1 put with focus on January 30 calls. Bid ask spreads widen as shares rally 3.8%.​
​
Lumber Liquidators (LL) September call option implied volatility is at 96, October is at 36; compared to its 52-week range of 41 to 92 into founder not going to pursue buyout, Bloomberg reports. Call put ratio 1 call to 1.9 puts with focus on September weekly 10 puts.​

PayPal (PYPL) September weekly call option implied volatility is at 39, September is at 27, October is at 28: compared to its 52-week range of 21 to 51 after wide price movement.​
​
​
Increasing unusual option volume: SPIKE RMBS MOBL CRI OMI BITA EWH GTX WH OI SKT​
Increasing unusual call option volume: SPIKE SKT RMBS OMI MTZ EVRI LKQ​
Increasing unusual put option volume: OMI EWH IMMR APTV ADVM HUBS DRI BSX PPG SNCR XAU​
Options with decreasing option implied volatility: ADVM CY TLRD USAT RH VIAB XS PLAY HDS RH ZS PLAY CMG ​
Active options: AAPL BAC NFLX AMD SQ MSFT AMZN TSLA FB NVDA BABA T JPM ROKU GE AVGO OSTK MU FCX TWTR​