Daily IV Report
Mid-session IV Report September 26, 2019
Mid-session IV Report September 26, 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: IRPT SNAP TWTR […]
Mid-session IV Report September 26, 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: IRPT SNAP TWTR GRUB MPC TEAM EWG BYND OKTA CMG AVGO LSCC MO AVGO
Popular stocks with increasing unusual volume: BHC ROKU NKE WHR
Micron (MU) September weekly call option implied volatility is at 155, October is at 55; compared to its 52-week range of 36 to 65 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.
Tesla (TSLA) September weekly call option implied volatility is at 47, October is at 47; compared to its 52-week range of 42 to 87 into Q3 delivery data release. Call put ratio 1.6 calls to 1 put with focus on September weekly 232.50 and 235 calls.
Beyond Meat (BYND) September weekly call option implied volatility is at 118, October is at 74; compared to its 17-week range of 50 to 141 after McDonald’s (MCD) says to test plant-based burger in Canada. Call put ratio 1.5 calls to 1 put with focus on September weekly 155 calls.
Stocks with recent open interest increases
NIO (NIO) September weekly call option implied volatility is at 129, October is at 101; compared to its 52-week range of 59 to 146 after recent open interest increase.
Advanced Micro (AMD) September weekly call option implied volatility is at 63, October is at 49; compared to its 52-week range of 42 to 97after recent open interest increase. Call put ratio 4.3 calls to 1 put with focus on September weekly 30 and November 30 calls.
Apple (AAPL) September weekly call option implied volatility is at 26, October is at 24; compared to its 52-week range of 19 to 46 after recent open interest increase. ATM September weekly 220 & 222.50 calls active. September weekly puts bid.
Netflix (NFLX) September weekly call option implied volatility is at 54, October is at 59; compared to its 52-week range of 29 to 76 after recent open interest increase.
Marathon Petroleum (MPC) September weekly call option implied volatility is at 44, October is at 36; compared to its 52-week range of 24 to 50 after recent open interest increase. Call put ratio 2.8 calls to 1 put with focus on November 62.50 calls.
Facebook (FB) September weekly call option implied volatility is at 32, October is at 27; compared to its 52-week range of 22 to 53 after recent open interest increase. September weekly 180 calls and puts active as shares sell off 1.6%.
Increasing unusual option volume: ACB IWN TWO TROX MSGN SAN PIRS
Increasing unusual call option volume: TWO TROX MSGN RUN EIGI KBH PIRS VER CM
Increasing unusual put option volume: HL SAN PLUC MSGN CCL PZZA CM RAD KBH
Options with decreasing option implied volatility: CRC KMX JBL CAN AZO NKE BB SHY OSTK PM ADS IRM
Active options: AAPL BYND AMD FB DIS MU AMZN SQ NFLX ROKU TSLA MSFT NKE BHC NVDA NIO BABA CSCO BIDU ACB