Mid-session IV Report September 17, 2019

Mid-session IV Report September 17, 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: FDX ADBE CHWY GLW COMM KGC PINS ACB MGM DBX KHC NEM CLF MGM LVS ZYNE SCO UCO NFLX IBM​
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Popular stocks with increasing unusual volume: CHK SQ ROKU SHOP LVS ​PINS
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United States Oil Fund (USO) September call option implied volatility is a 55, October is at 41; compared to its 52-week range of 23 to 62. Call put ratio 1 call to 1.1 put with focus on September 13 calls and September 12 puts on reports Saudi oil output seen coming back online faster than expected.​
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FedEx (FDX) September call option implied volatility is at 67, October is at 34; compared to its 52-week range of 19 to 43 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts. ​
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Chewy (CHWY) September call option implied volatility is at 155, October is at 67; compared to its 52-week range of 51 to 83 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put with focus on September 32 calls. ​
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Adobe (ADBE) September call option implied volatility is at 63, October is at 32; compared to its 52-week range of 20 to 52 into the expected release of quarter results today after the close. Call put ratio 1.67 calls to 1 put. ​
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Major Index option implied volatility into Federal Reserve policy meeting decision, outlook and Quadruple expiration on September 20​
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S&P Dep Receipts (SPY) September call option implied volatility is at 16, October is at 13; compared to its 52-week range of 9 to 32 ​
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PowerShares QQQ Trust (QQQ) September call option implied volatility is at 22, October is at 18; compared to its 52-week range of 14 to 37 20.​
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iSharesRussell 2000 ETF (IWM) September call option implied volatility is at 23, October is at 18; compared to its 52-week range of 12 to 34 ​
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Mallinckrodt (MNK), Johnson & Johnson (JNJ), Mylan (MYL) and Teva (TEVA) option implied volatility into Purdue Pharma ruling by bankruptcy judge​
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Mallinckrodt (MNK) September call option implied volatility is at 220, October is at 166; compared to its 52-week range of 45 to 280. Call put ratio 7 calls to 1 put.​
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Johnson & Johnson (JNJ) September call option implied volatility is at 19, October is at 20; compared to its 52-week range of 14 to 34. Call put ratio 2.5 calls to 1 put. ​
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Mylan (MYL) September call option implied volatility is at 44, puts 54, October is at 41; compared to its 52-week range of 27 to 73. Call put ratio 1.4 calls to 1 put. ​
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Teva (TEVA) September call option implied volatility is at 77, October is at 64; compared to its 52-week range of 28 to 105. Call put ratio 1 call to 1.4 puts.​

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Alibaba (BABA) September call option implied volatility is at 32, October is at 30; compared to its 52-week range of 24 to 54 into a company hosted Investor Day on September 23. Call put ratio 1.4 calls to 1 put with focus on September 175 calls. ​
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Cboe Global Markets (CBOE) September call option implied volatility is at 20, October is at 19; compared to its 52-week range of 19 to 39 as shares rally 2.8%. Call put ratio 4.2 calls to 1 put with focus on September calls as shares rally 2.5%. ​
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CME Group (CME) September call option implied volatility is at 24, October is at 20; compared to its 52-week range of 16 to 33. Call put ratio 1.8 calls to 1 put with focus on September 220 calls. ​
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Pinterest (PINS) September call option implied volatility is at 62, October is at 50; compared to its 14-week range of 45 to 98. Call put ratio 15 calls to 1 put with focus on September 30, 30.50 and 31 calls as shares rally 3%.​
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Increasing unusual option volume: VNQ ALDR SOYB HOLX VET IGT SNE LVRX CBRL CAMP REGI CHS PNR​
Increasing unusual call option volume: HOLX ATH IGT SNE CHS CBRL ZUO OILD LKQ PBI LXRX MAD GD PINS​
Increasing unusual put option volume: VNQ ALDR JBLU TMV CAMP GOGO DG MRNS IYT BE EMN CALM AXTA USO PXD ZNGA XOP MAS ICE SHOP AMAT WLL WMT GM CLR JWN IP​
Options with decreasing option implied volatility: ADVM AIMT ZS AVYA PLAY RH CY KN ​
Active options: SNAP AAPL BAC AMD AAL NFLX T MSFT CHK SQ FB AMZN LVS BP TSLA ROKU BABA SHOP GE JPM ​
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