Mid-session IV Report September 3, 2019​

Mid-session IV Report September 3, 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: VIAB GGAL YPF SFIX MIK AIMT OSTK TLRD CLF PYX PVTL APO SLV CLF​

Popular stocks with increasing unusual volume: X ROKU ULTA

Chip stock option implied volatility increases as shares trend lower on Trump trade talk tweets

Qorvo (QRVO) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 56. Call put ratio 1 call to 9.5 puts with focus on September 65 puts.​

Broadcom (AVGO) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 48​.

Qualcomm (QCOM) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 44​

NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 86 .

Intel (INTC) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 45 .

AMD (AMD) 30-day option implied volatility is at 42; compared to its 52-week range of 42 to 97. ​

Micron (MU) 30-day option implied volatility is at 36; compared to its 52-week range of 35 to 65 .
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American Eagle (AEO) September weekly call option implied volatility is at 118, puts at 138, September calls is at 62, puts at 74; compared to its 52-week range of 32 to 67 into the expected release of quarter financial results after the bell on September 4.​

Michaels (MIK) September call option implied volatility is at 105, October is at 74; compared to its 52-week range of 32 to 94 into the expected release of quarter financial results before the bell on September 4. Call put ratio 1 call to 2.7 puts with focus on September 5 puts. ​

Palo Alto Networks (PANW) September weekly call option implied volatility is at 101, September is at 55; compared to its 52-week range of 23 to 56 into the expected release of quarter financial results on September 4. Call put ratio 1 call to 3.5 puts with focus on September weekly 202.50 puts.​

Slack Technologies (WORK) September call option implied volatility is at 97, October is at 68; compared to its 10-week range of 43 to 67 into the expected release of quarter financial results on September 4. Call put ratio 3.2 calls to 1 put with focus on September 28 and 30 calls.​

Navistar (NAV) September weekly call option implied volatility is at 92, September is at 57; compared to its 52-week range of 33 to 63 into the expected release of quarter financial results before the bell on September 4.​

At Home Group (HOME) September call option implied volatility is at 158, October is at 112; compared to its 52-week range of 37 to 148 into the expected release of quarter financial results after the bell on September 4. Call put ratio 12.5 calls to 1 put with focus on September 6 calls.​

Ciena (CIEN) September weekly call option implied volatility is at 131, September is at 65; compared to its 52-week range of 23 to 53 into the expected release of quarter financial results before the bell on September 5​.

Lululemon (LULU) September weekly call option implied volatility is at 134, September is at 65; compared to its 52-week range of 24 to 63 into the expected release of quarter financial results after the bell on September 5. Call put ratio 1 call to 1 put.​

Signet Jewelers (SIG) September weekly call option implied volatility is at 216, September is at 112; compared to its 52-week range of 37 to 108 into the expected release of quarter financial results on September 5.​

Zoom Video Communications (ZM) September weekly call option implied volatility is at 152, September is at 83; compared to its 52-week range of 55 to 87 into the expected release of quarter financial results after the bell on September 5. Call put ratio 2.8 calls to 1 put with focus on September 92.50 calls. ​

Ecolab (ECL) September weekly call option implied volatility is at 31, September is at 17; compared to its 52-week range of 12 to 31 into hosting an investor day on September 5.​

Increasing unusual option volume: FSP NGL NBLX MIK TEF CMI BLDP RRR ​
Increasing unusual call option volume: NBLX NGL BLDP RRR KDP ULTA MPLX ​
Increasing unusual put option volume: FSP GIII MIK PLAN PH ERI CX TEF CS​
Options with decreasing option implied volatility: PLAN ANF BIG BILI COTY GES PVH BOX MDCO ZUO ADSK MDCO ABBV UUP​
Active options: AAPL AMZN BAC AMD TWTR TSLA BA SNAP MSFT X FB ROKU SQ BABA NVDA NFLX MU PFE ULTA GE​
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