Mid-session IV Report September 25, 2019

Mid-session IV Report September 25, 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: PM MO MPC TEAM EWG BYND ZM SNAP CRM EBAY IRBT SNAP TWTR SKX ALGN CMG MU MTN ACN WORK​
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Popular stocks with increasing unusual volume: NIO GE SNAP NKE MO ​EBAY PM
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Recent IPO stocks option implied volatility as shares trade lower​
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Pinterest (PINS) 30 day option implied volatility is at 59; compared to its 16-week range of 45 to 98. Call put ratio 1 call to 8.5 puts with focus on October 27 and November 24 puts. ​

Uber (UBER) 30 day option implied volatility is at 45; compared to its 16-week range of 39 to 63. Call put ratio 1 call to 1.3 puts with focus on November and March 30 puts. ​

Lyft (LYFT) 30 day option implied volatility is at 56; compared to its 16-week range of 43 to 87. Call put ratio 1 call to 1.8 puts.​

Beyond Meat (BYND) 30 day option implied volatility is at 68; compared to its 16-week range of 50 to 141. Call put ratio 1 call to 2.4 puts as shares sell off 4.5%​.

Zoom Video (ZM) 30 day option implied volatility is at 51; compared to its 16-week range of 45 to 87​.

Luckin Coffee (LK) 30 day option implied volatility is at 63; compared to its 16-week range of 53 to 120​

Levi Strauss (LEVI) 30 day option implied volatility is at 48; compared to its 16-week range of 31 to 54 into increases Q4 dividend.
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Tradeweb Markets (TW) 30 day option implied volatility is at 42; compared to its 16-week range of 33 to 62.
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PagerDuty, Inc. (PD) 30 day option implied volatility is at 78; compared to its 16-week range of 57 to 103​.

Fastly (FSLY) 30 day option implied volatility is at 98; compared to its 16-week range of 57 to 128.​

Slack (WORK) 30 day option implied volatility is at 64; compared to its 16-week range of 43 to 90 as shares sell off 3.4%​.

Chewy (CHWY) 30 day option implied volatility is at 54; compared to its 16-week range of 51 to 83. Call put ratio 2.6 calls to 1 put with focus on ATM September weekly calls as shares rally 3.1%. ​

Crowd Strike (CRWD) September weekly call option implied volatility is at 69, October is at 59; compared to its 16-week range of 53 to 90.​

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Micron (MU) September weekly call option implied volatility is at 120, October is at 54; compared to its 52-week range of 36 to 65 into the expected release of quarter results after the bell on September 26.​

Vail Resorts (MTN) October call option implied volatility is at 42, December is at 33; compared to its 52-week range of 20 to 49 into the expected release of quarter results after the bell on September 26. Call put ratio 1 call to 2.1 puts. ​

Accenture (ACN) September weekly call option implied volatility is at 61, October is at 26; compared to its 52-week range of 14 to 36 into the expected release of quarter results before the bell on September 26. November 190 puts are active.​

Conagra (CAG) October call option implied volatility is at 46, 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. Call put ratio 2.8 calls to 1 put with focus on October 31 and 32 calls.​

eBay (EBAY) September weekly call option implied volatility is at 35, October is at 30; compared to its 52-week range of 19 to 54 after CEO Devin Wenig steps down.​

Shopify (SHOP) September weekly call option implied volatility is at 77, September is at 54; compared to its 52-week range of 36 to 73 as shares sell off 2%.​
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Philip Morris International (PM) September weekly call option implied volatility is at 41, October is at 33; compared to its 52-week range of 18 to 37 after ending merger talks with Altria Group (MO). Call put ratio 2.1 calls to 1 put with focus on September weekly 76 calls. ​

Altria Group (MO) September weekly call option implied volatility is at 42, October is at 31; compared to its 52-week range of 17 to 39. Call put ratio 1.8 calls to 1 put.​

British American Tobacco (BTI) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 52.​

Increasing unusual option volume: SNX GOGL NKE​
Increasing unusual call option volume: NKE CTAS ACHN​
Increasing unusual put option volume: ITB GOLG TDOC MPC
Options with decreasing option implied volatility: BB BITA DRI NRZ
Active options: NKE AAPL NFLX AMD BA TSLA PM ROKU BAC FB MPC MSFT GE AMZN BABA NIO SNAP T MO TWTR​
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