Daily IV Report
Mid-session IV Report September 23, 2019
Mid-session IV Report September 23, 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: ONCE IRBT SKX […]
Mid-session IV Report September 23, 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: ONCE IRBT SKX TWTR CMG FOXA CTXS NRZ AABA IRBT CPRX MGNX TWTR SNAP ALGN AXTA NFLX ZNGA ZAYO XLU IBN XLNX
Popular stocks with increasing unusual volume: BYND ADI NIO X CGC ROKU
Netflix (NFLX) option implied volatility flat as shares trend lower
Netflix (NFLX) July call option implied volatility is at 48, August is at 42; compared to its 52-week range of 29 to 76 as shares sell off 2%. Call put ratio 1 calls to 1.1 put with focus on September 260 and 265 puts. EPS are expected on October 16.
Facebook (FB) September weekly call option implied volatility is at 30, October is at 25; compared to its 52-week range 23 to 53 as shares sell off 2.4%.
Micron (MU) September weekly call option implied volatility is at 83, October is at 47; compared to its 52-week range of 36 to 65 into the expected release of quarter results on September 24. Call put ratio 2 calls to 1 put.
AutoZone (AZO) September weekly call option implied volatility is at 60, October is at 32; compared to its 52-week range of 20 to 38 into the expected release of quarter results before the bell on September 24. Call put ratio 1 call to 1.8 puts.
BlackBerry (BB) September weekly call option implied volatility is at 104, 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 2.8 calls to 1 put with focus on September weekly and October 7.5 calls.
CarMax (KMX) September weekly call option implied volatility is at 78, October is at 37; 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 27, 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 5.8 calls to 1 put with focus on October calls.
Jabil (JBL) September weekly call option implied volatility is at 74, October is at 39; 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 1.2 calls to 1 put with focus on September weekly 31 calls.
Nike (NKE) September weekly call option implied volatility is at 58, October is at 30; 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 162, October is at 87; compared to its 52-week range of 60 to 56 into the expected release of quarter results on September 24. Call put ratio 1.4 calls to 1 put with focus on September weekly 3 and 3.5 calls.
Western Union (WU) October call option implied volatility is at 21, November is at 22; compared to its 52-week range of 18 to 40 into a company hosted to host investor day on September 24. Call put ratio 1 call to 4.4 put with focus on October 23 puts.
LyondellBasell (LYB) October call option implied volatility is at 31, September is at 26; compared to its 52-week range of 22 to 42 into a company hosted to host investor day on September 24. Call put ratio 3 calls to 1 put.
VF Corp. (VFC) September weekly call option implied volatility is at 35, October is at 26; compared to its 52-week range of 19 to 43 into a company hosted to host investor meeting on September 25.
Best Buy (BBY) September weekly call option implied volatility is at 48, September weekly is at 33, October is at 33; compared to its 52-week range of 23 to 57 into a company hosted biennial investor update on September 27. Call put ratio 2 calls to 1 put.
General Motors (GM) September weekly call option implied volatility is at 28, October is at 25; compared to its 52-week range of 21 to 46 as UAW contract dispute continues. Call put ratio 1 call to 1 put with focus on September weekly 37.50 puts and October 38 calls.
Philip Morris International (PM) September weekly call option implied volatility is at 30, October is at 31; compared to its 52-week range of 18 to 37. Call put ratio 2.2 calls to 1 put.
Altria Group (MO) September weekly call option implied volatility is at 31, October is at 29; compared to its 52-week range of 17 to 39. Call put ratio 1.4 calls to 1 put.
British American Tobacco (BTI) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 52 as shares sell off 1.2%.
Vanguard Reit Etf (VNQ) 30 day call option implied volatility is at 11; compared to its 52-week range of 12 to 27 as WeWork IPO delayed and valuation questions.
Increasing unusual option volume: DXJ SOHU MGNX ADI BXC DRRX ENLC PIRS REAL USAT
Increasing unusual call option volume: DXJ MGNX ADI NVO REAL HRL HDB APTV FNKO VER PIRS SCCO GD CPB CLB
Increasing unusual put option volume: ADI WEC RPD EUFN ITB MLNT PS CARB JBL KTOS IBN ETN
Options with decreasing option implied volatility: CRC WBA FOX X TWLO DIA CAT DBX EFA BAC OSTK KN CHWY SCO TLRY HGV SRI GIS USO ADBE AMLP NLY BKLN
Active options: AMD ROKU AAPL BABA FB NFLX AMZN BAC MSFT BYND TSLA NVDA MU T ADI NIO GE X CGC SNAP