Mid-session IV Report September 24, 2019​

Mid-session IV Report September 24, 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: IRBT ROKU SKX TWTR SNAP GRUB ALGN CMG IIPR GRUB VEDL HSY KTOS BYND GME CCL KMX BB NFLX OSTK​
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Popular stocks with increasing unusual volume: NIO SNAP SQ DIS SHOP CHK JD​ TPR RIG
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Roku (ROKU) September weekly call option implied volatility is at 106, October is at 74; compared to its 52-week range 50 to 102 as shares trade below $100. Call put ratio 1 call to 1.5 puts with focus on September weekly 100 puts.​

Netflix (NFLX) September weekly call option implied volatility is at 48, October is at 58; compared to its 52-week range 29 to 79 into the expected release of quarter results on October 16.​ NFLX is down 2.2%.
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Facebook (FB) September weekly call option implied volatility is at 29, October is at 25; compared to its 52-week range 23 to 53 as shares sell off 0.5%. Call put ratio 1.8 calls to 1 put with focus on September weekly 187.50 and 190 calls. ​
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Nike (NKE) September weekly call option implied volatility is at 66, October is at 31; compared to its 52-week range of 18 to 45 into the expected release of quarter results today after the bell. ​
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KB Home (KBH) October call option implied volatility is at 39, November is at 35; compared to its 52-week range of 30 to 60 into the expected release of quarter results after the bell on September 25.​

Accenture (ACN) September weekly call option implied volatility is at 51, October is at 25; compared to its 52-week range of 14 to 36 into the expected release of quarter results before the bell on September 26. ​
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Conagra (CAG) October call option implied volatility is at 44, November is at 36; compared to its 52-week range of 20 to 48 into the expected release of quarter results before the bell on September 26. ​
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Micron (MU) September weekly call option implied volatility is at 100, October is at 50; compared to its 52-week range of 36 to 65 into the expected release of quarter results after the bell on September 26. President Donald Trump mentioned Micron in a speech at UN, says China stole IP.​

Vail Resorts (MTN) October call option implied volatility is at 40, December is at 32; compared to its 52-week range of 20 to 49 into the expected release of quarter results after the bell on September 26. ​
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Square (SQ) September weekly call option implied volatility is at 48, October is at 40; compared to its 52-week range of 33 to 79 following product pricing update. Call put ratio 1 call to 1 put. ​
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VF Corp. (VFC) September weekly call option implied volatility is at 39, October is at 28; compared to its 52-week range of 19 to 43 into a company hosted investor meeting on September 25.​

Best Buy (BBY) September weekly call option implied volatility is at 53, October is at 34; compared to its 52-week range of 23 to 57 into a company hosted biennial investor update on September 27. Call put ratio 1.2 calls to 1 put. ​

McDermott (MDR) October call option implied volatility is at 190, November is at 211; compared to its 52-week range 39 to 323. ​
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Increasing unusual option volume: SAN GII HAL SPWR GTLS MYL MPC ETR MSGN NYT AES FXI SNAP TOL KN​
Increasing unusual call option volume: SAN AES NYT JBL MSGN EDU ENB FND​
Increasing unusual put option volume: GIII BB BWA CTSH AZO CHTR KMX AAOI JBL CAG​
Options with decreasing option implied volatility: ZYNE CHWY UCO SCO GIS KMX JBL BB AZO PM OSTK SLV BABA​
Active options: NIO AAPL AMD SNAP SQ MSFT AMZN FB MU JD BAC CHK DIS BB T SHOP​
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