Daily IV Report
Mid-session IV Report September 19, 2019
Mid-session IV Report September 19, 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: NFLX MLNX CY […]
Mid-session IV Report September 19, 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: NFLX MLNX CY AABA ROKU SIRI BYND SDS AMTD X MDR
Popular stocks with increasing unusual volume: FDX MDR DIS X
Splunk (SPLK) September call option implied volatility is at 43, October is at 36; compared to its 52-week range of 30 to 73 as shares rally 5%. Call put ratio 3.2 calls to 1 put with focus on September 121 and 123 calls as Datadog (DDOG) indicated to open at $42, IPO priced at $27.
AT&T (T) September call option implied volatility is at 19, October is at 18; compared to its 52-week range of 15 to 40 after CNBC’s Faber says AT&T is not focused on disposing DirecTV. Call put ratio 1 call to 1.6 puts with focus on October 30, 32 and 36 puts. AT&T is hosting a Warner Media Day in Los Angeles on October 29 to discuss its upcoming video streaming service.
Micron (MU) September weekly call option implied volatility is at 66, October is at 45; compared to its 52-week range of 36 to 65 into the expected release of quarter results after the bell on September 26.
Nike (NKE) September weekly call option implied volatility is at 43, October is at 27; compared to its 52-week range of 18 to 45 into the expected release of quarter results after the bell on September 24.
Nio (NIO) September weekly call option implied volatility is at 101, October is at 75; compared to its 52-week range of 60 to 56 into the expected release of quarter results on September 24.
United States Oil Fund (USO) option implied volatility stays elevated on more calls than puts
United States Oil Fund (USO) September call option implied volatility is a 49, October is at 39; compared to its 52-week range of 23 to 62. Call put ratio 2.9 calls to 1 put with focus on September 12.50 and 13 calls.
McDermott (MDR) 30 day option implied volatility is at 309; compared to its 52-week range of 36 to 292.
U.S. Steel (X) September call option implied volatility is at 95, October is at 59; compared to its 52-week range of 35 to 65 after lowering its outlook. Call put ratio 1 call to 1.8 puts with focus on January 9 puts.
Industrial metal stocks option implied volatility goes bid on open
AK Steel (AKS) September call option implied volatility is at 83, October is at 56; compared to its 52-week range of 44 to 96. Call put ratio 1 call to 1.9 puts.
Nucor (NUE) September call option implied volatility is at 33, October is at 26; compared to its 52-week range of 22 to 46.
Steel Dynamics (STLD) September call option implied volatility is at 47, October is at 35; compared to its 52-week range of 28 to 49. Call put ratio 1 call to 1.9 puts.
ArcelorMittal (MT) September call option implied volatility is at 55, October is at 44; compared to its 52-week range of 31 to 54.
TimkenSteel (TMST) 30 day option implied volatility is at 64; compared to its 52-week range of 42 to 88.
Increasing unusual option volume: MLHR UNFI LGND NLSN SCS GNRC EWH CARB EROS DRIS NVO VNET GOGO
Increasing unusual call option volume: NLSN VNET EROS GOGO EWH TAL SAM VICR MDR GNRC PII MDR BUD
Increasing unusual put option volume: UNFI LGND CARB DRI NVO DNR EWH IMMU MDR
Options with decreasing option implied volatility: AIMT ADVM KN CHWY ARCC GIS DRI SPY SLV VXX UVXY AIG WFC AMZN TLT GOOG GOOGL
Active options: MSFT T AAPL ROKU BABA FB SNAP X AMD NFLX AMZN MDR TSLA BAC M FDX NVDA BA MU DIS