Mid-session IV Report September 27, 2019

Mid-session IV Report September 27, 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: ALDR AMTD UNH DIS FSLR UNH WHR SDC IRBT IMMU PETS BYND TWTR PETS DOVA BK​
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Popular stocks with increasing unusual volume: C F MU T WFC​
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Micron (MU) September weekly call option implied volatility is at 86, October is at 43; compared to its 52-week range of 36 to 65 as shares sell off 8.4% after citing China trade war. Call put ratio 1 call to 1.3 puts. ​
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China option implied volatility into The National Day of the People’s Republic of China on October 1 and Golden Week​
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iShares China Large-Cap (FXI) October weekly call option implied volatility is at 16, October is at 17; compared to its 52-week range of 16 to 32. Call put ratio 1 call to 4.3 puts with focus on October 39 puts.​
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Alibaba (BABA) October weekly call option implied volatility is at 28, October is at 29; compared to its 52-week range of 24 to 58.​
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NIO (NIO) October weekly call option implied volatility is at 128, October is at 115; compared to its 52-week range of 60 to 146.​
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Ctrip.com (CTRP) October weekly call option implied volatility is at 39, October is at 37; compared to its 52-week range of 29 to 60.​
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Baidu.com (BIDU) October weekly call option implied volatility is at 34, October is at 33; compared to its 52-week range of 26 to 58.​
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Uxin Limited (UXIN) October call option implied volatility is at 110, November is at 55; compared to its 52-week range of 69 to 261.​
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JD.com (JD) October weekly call option implied volatility is at 35, October is at 36; compared to its 52-week range of 33 to 69. Call put ratio 2.8 calls to 1 put with focus on October weekly 30.50 calls. ​
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Netease (NTES) October weekly call option implied volatility is at 35, October is at 36; compared to its 52-week range of 29 to 61.​
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iQIYI (IQ) October weekly call option implied volatility is at 48, October is at 49; compared to its 52-week range of 46 to 79. Call put ratio 6.2 calls to 1 put with focus on October 18.50 calls.​
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Luckin Coffee Inc. (LK) October weekly call option implied volatility is at 51, October is at 52; compared to its 15-week range of 53 to 120.​
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Apple (AAPL) October weekly call option implied volatility is at 22, October is at 21; compared to its 52-week range of 19 to 46.​
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Boeing (BA) October weekly call option implied volatility is at 23, October is at 24, November is at 28; compared to its 52-week range of 22 to 45 into Chief Executive Dennis Muilenburg testifying before Congress on October 30.​
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Vivint Solar (VSLR) call put ratio 1 call to 19 puts with focus on October 5 and 6 puts after mentioned cautiously by short seller Aurelius​
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Immunomedics (IMMU) 30 day option implied volatility is at 75; compared to its 52-week range of 47 to 186 into hosting an investor day on September 28.​

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Increasing unusual option volume: TWO PETS NAT ALDR GWRE BK ​
Increasing unusual call option volume: TWO PETS FEZ DOVA BAM ZAYO CNDT MSGN PAAS​
Increasing unusual put option volume: VIAV WU GWRE BK OKE PSTG ALDR MCK NYCB VSLR​
Options with decreasing option implied volatility: MU WDC UNH BYND XLV VLO MU RAD GOOGL AVGO CCL USAT ZYNE RAD CAG KMX SIRI AZO ACN ​
Active options: MU ROKU TSLA AMD AAPL AMZN WFC FB NFLX MSFT BAC NVDA NIO T BABA MPC LVS BYND C F ​
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