Daily IV Report
Mid-session IV Report September 20, 2019
Mid-session IV Report September 20, 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: ROKU TPR AXTA […]
Mid-session IV Report September 20, 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: ROKU TPR AXTA NFLX ZAYO RDFN XLNX CRC AXTA
Popular stocks with increasing unusual volume: CRM XLNX BBBY TPR TWTR CGC
AutoZone (AZO) September weekly call option implied volatility is at 47, October is at 30; compared to its 52-week range of 20 to 38 into the expected release of quarter results before the bell on September 24.
BlackBerry (BB) September weekly call option implied volatility is at 79, October is at 55; compared to its 52-week range of 30 to 64 into the expected release of quarter results on September 24. Call put ratio 4.9 calls to 1 put with focus on September weekly 8 and October 7.5 calls.
CarMax (KMX) September weekly call option implied volatility is at 57, October is at 31; compared to its 52-week range of 21 to 48 into the expected release of quarter results before the bell on September 24.
Cintas (CTAS) October call option implied volatility is at 26, December is at 23; compared to its 52-week range of 17 to 38 into the expected release of quarter results after the bell on September 24. Call put ratio 3.6 calls to 1 put.
Jabil (JBL) September weekly call option implied volatility is at 57, October is at 36; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on September 24. Call put ratio 2.2 calls to 1 put with focus ATM September weekly 31.50 calls and puts.
Nike (NKE) September weekly call option implied volatility is at 45, 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 112, October is at 78; compared to its 52-week range of 60 to 56 into the expected release of quarter results on September 24. Call put ratio 3.8 calls to 1 put with focus on September 3 and 3.5 calls.
McDermott (MDR) October call option implied volatility is at 266, November is at 255; compared to its 52-week range of 36 to 324 after announcing that it recently received unsolicited approaches to acquire all or part of Lummus Technology, with valuations exceeding $2.5B.
California Resources (CRC) October call option implied volatility is at 121, November is at 127; compared to its 52-week range of 65 to 198 after Bloomberg reported the company said it is not considering restructuring, refuting a report published yesterday afternoon.
Increasing unusual option volume: SCS DXC CRI AMZA SNBR EVH INXN PCG
Increasing unusual call option volume: RACE DXC EVH GDDY TPR NVO AVYA MYD CRC
Increasing unusual put option volume: AXTA SNBR DXC GH SCS CTSH EL ZAYO APO DAN MJ
Options with decreasing option implied volatility: CVM OSTK ADVM KN AMAG CHWY ADBE GIS DRI ORC WBA FDX X TWLO CAT DBX MDR
Active options: ROKU NFLX AAPL FB BAC TSLA AMZN MSFT BABA AMD T SNAP DIS MU BBBY MDR DXC XLNX CRM CGC