Mid-session IV Report September 4, 2019

Mid-session IV Report September 4, 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: SFIX LL PVTL CZR FEYE LULU LOPE LL CLVS HOME CIEN WORK PANW CLF APO SLV​

Popular stocks with increasing unusual volume: FEYE WDC MT ATVI KR​
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FireEye (FEYE) September weekly call option implied volatility is at 50, September is at 39; compared to its 52-week range of 31 to 68 into a presentation at Citi’s Global Technology Conference. Call put ratio 90 calls to 1 put with focus on September weekly and September 13.50 calls.​
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Utilities Sel Sect Spdr Fd (XLU) September weekly call option implied volatility is at 16, September is at 15; compared to its 52-week range of 11 to 23 as shares near record high. Call put ratio 1 call to 1.2 puts.​

Palo Alto Networks (PANW) September weekly call option implied volatility is at 133, September is at 58; compared to its 52-week range of 23 to 56 into the expected release of quarter financial results today after the bell. Call put ratio 1.1 calls to 1 put with focus on September weekly 202.50 calls and 200 puts.​
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Slack Technologies (WORK) September call option implied volatility is at 92, October is at 68; compared to its 10-week range of 43 to 67 into the expected release of quarter financial results today after the bell. Call put ratio 2 calls to 1 put with focus on September 28, 29, 30 and 31 calls.​
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At Home Group (HOME) September call option implied volatility is at 181, October is at 122; compared to its 52-week range of 37 to 148 into the expected release of quarter financial results today after the bell. Call put ratio 1.7 calls to 1 put with focus on September 7 and 8 calls.​
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Ciena (CIEN) September weekly call option implied volatility is at 167, September is at 68; compared to its 52-week range of 23 to 53 into the expected release of quarter financial results before the bell on September 5. Call put ratio 3.3 calls to 1 put with focus on September weekly 41 calls. ​
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Lululemon (LULU) September weekly call option implied volatility is at 152, September is at 64; 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 2.4 calls to 1 put with focus on September weekly 185 calls.​
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Signet Jewelers (SIG) September weekly call option implied volatility is at 267, September is at 118; compared to its 52-week range of 37 to 108 into the expected release of quarter financial results on September 5.​
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Zoom Video Communications (ZM) September weekly call option implied volatility is at 182, 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 3.4 calls to 1 put with focus on September weekly 95 calls. ​
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Donaldson (DCI) September call option implied volatility is at 37, October is at 33; compared to its 52-week range of 17 to 40 into the expected release of quarter financial results before the bell on September 5.​
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Duluth Holdings (DLTH) September call option implied volatility is at 70, October is at 50; compared to its 52-week range of 37 to 87 into the expected release of quarter financial results on September 5.​

Korn Ferry (KFY) September call option implied volatility is at 50, October is at 41; compared to its 52-week range of 24 to 69 into the expected release of quarter financial results after the bell on September 5.​

Lands End (LE) September call option implied volatility is at 117, October is at 107; compared to its 52-week range of 42 to 82 into the expected release of quarter financial results before the bell on September 5.​

Zumiez (ZUMZ) September call option implied volatility is at 70, October is at 55; compared to its 52-week range of 40 to 84 into the expected release of quarter financial results after the bell on September 5.​

Cloudera (CLDR) September weekly call option implied volatility is at 235, September is at 87; compared to its 52-week range of 38 to 103 into the expected release of quarter financial results before the bell on September 6. Call put ratio 8 calls to 1 put with focus on September weekly 7.5 and 8 calls. ​

National Beverage (FIZZ) September call option implied volatility is at 74, October is at 60; compared to its 52-week range of 33 to 73 into the expected release of quarter financial results before the bell on September 6. Call put ratio 1 call to 26 puts with focus on September 40 puts. ​
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Philip Morris International (PM) September weekly call option implied volatility is at 32, September is at 29; compared to its 52-week range of 18 to 37 after recently confirmed talks with Altria (MO) regarding potential merger of equals. Call put ratio 6.5 call to 1 put with focus on September 73 calls. ​
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Altria Group (MO) August weekly call option implied volatility is at 28, September is at 29; compared to its 52-week range of 17 to 39 after recently confirmed talks with Philip Morris International (NYSE: PM) regarding merger of equals. Call put ratio 1.4 calls to 1 put with focus on September weekly 43.50 and 44 calls.​

British American Tobacco (BTI) September call option implied volatility is at 31, October is at 29; compared to its 52-week range of 21 to 52 after Altria Group (MO) and Philip Morris International (PM) recently confirmed talks regarding merger of equals. ​

Mylan (MYL) September weekly call option implied volatility is at 38, September is at 42; compared to its 52-week range of 13 to 72. Call put ratio 2.8 calls to 1 put with focus on September weekly 20 and 20.50 calls.​
Hostess Brands (TWNK) 30 day call option implied volatility is at 25; compared to its 52-week range of 22 to 49 into a company hosted investor da on September 10.​

Increasing unusual option volume: MBT MIK FTI FEYE HACK MT AEO CRK DBI BOX MNK ​
Increasing unusual call option volume: MIK CRK FTCH MNK DBI BOX YETI AEO KR NAV FEYE​
Increasing unusual put option volume: CLVS CHKP MT AEO IMMR MIK KEY COUP AAP KMX​
Options with decreasing option implied volatility: NTNX MDCO ANF BIG GES ZUO DLTR BBY MDCO FXI LVS ACB​
Active options: GE MU AAPL INTC ROKU AMD FB NFLX AMZN BAC ATVI KR MSFT C SBUX BABA NVDA TSLA WDC​
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