Mid-session IV Report September 5, 2019

Mid-session IV Report September 5, 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: MTCH D MDCO GOLD LK GOLD SFIX MLNX ARCC PVTL TNAV ATRC MDP TEVA MDCO ONCE SAGE​ ZM

Popular stocks with increasing unusual volume: ROKU WORK CLDR GOLD QCOM​

United States Oil Fund (USO) September weekly call option implied volatility is a 31, September is at 33; compared to its 52-week range of 23 to 62. Call put ratio 1.5 calls to 1 put with focus on September weekly 11.5 calls. ​
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Roku (ROKU) September weekly call option implied volatility is at 66, September is at 59; compared to its 52-week range of 45 to 103 as shares sell off 3.4% into speaking this afternoon at Needham conference. Call put ratio 1.2 calls to 1 put with focus on September weekly 165 and 167.50 calls. ​

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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Zoom Video Communications (ZM) September weekly call option implied volatility is at 236, September is at 86; 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 1.3 calls to 1 put with focus on September weekly 90 puts. ​
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National Beverage (FIZZ) September call option implied volatility is at 84, October is at 63; 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 4.6 puts with focus on September 40 puts. ​

Apple (AAPL) September weekly call option implied volatility is at 24, September is at 25; compared to its 52-week range of 16 to 46 into September 10 launch event to unveil the latest iPhones and commentary on 5G iPhones. Call put ratio 1.5 calls to 1 put. ​
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Apple suppliers option implied volatility flat into Apple (AAPL) September 10 launch event and commentary on 5G iPhones​
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Universal Display (OLED) September weekly call option implied volatility is at 40, September is at 35; compared to its 52-week range of 35 to 80 into Apple (AAPL) September 10 launch event to unveil the latest iPhones and commentary on 5G iPhones. Call put ratio 2.4 calls to 1 put with focus on September 220 calls as shares at record high. ​

Skyworks (SWKS) September weekly call option implied volatility is at 32, September is at 31; compared to its 52-week range of 25 to 54 into Apple (AAPL) September 10 launch event to unveil the latest iPhones and commentary on 5G iPhones. Call put ratio 2.4 calls to 1 put. ​

Lumentum (LITE) September weekly call option implied volatility is at 42, September is at 40; compared to its 52-week range of 41 to 68 into Apple (AAPL) September 10 launch event to unveil the latest iPhones and commentary on 5G iPhones.​

Qorvo (QRVO) September call option implied volatility is at 31, October is at 32; compared to its 52-week range of 28 to 55 into Apple (AAPL) September 10 launch event to unveil the latest iPhones and commentary on 5G iPhones.​

Broadcom (AVGO) September weekly call option implied volatility is at 31, September is at 42; compared to its 52-week range of 21 to 48 into Apple (AAPL) September 10 launch event to unveil the latest iPhones, commentary on 5G iPhones and the expected release of quarter financial results on September 12.​

Qualcomm (QCOM) September weekly call option implied volatility is at 37, September is at 30; compared to its 52-week range of 22 to 44 into Apple (AAPL) September 10 launch event to unveil the latest iPhones and commentary on 5G iPhones.​

Cirrus Logic (CRUS) September weekly call option implied volatility is at 27, September is at 31; compared to its 52-week range of 29 to 71 into Apple (AAPL) September 10 launch event to unveil the latest iPhones and commentary on 5G iPhones.​

STMicroelectronics NV (STM) September call option implied volatility is at 33, October is at 39; compared to its 52-week range of 34 to 58 into Apple (AAPL) September 10 launch event to unveil the latest iPhones and commentary on 5G iPhones.​
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AtriCure (ATRC) September put option implied volatility is at 87, October is at 50; compared to its 52-week range of 32 to 72. Call put ratio 1 calls to 1,130 puts with focus on September 22.50 and 25 calls active as shares sell off 6.9% after a short report. ​

Match Group (MTCH) September call option implied volatility is at 41, October is at 39; compared to its 52-week range of 34 to 85. Call put ratio 1 call to 1.7 puts with focus on September 80 puts after Facebook (FB) launches Facebook Dating.​

Church & Dwight (CHD) September put option implied volatility is at 30, October is at 28; compared to its 52-week range of 17 to 38 after short report. Call put ratio 1 call to 12 puts with focus on September 75 puts.​

BeiGene (BGNE) call put ratio 1 call to 4.3 puts with focus on September 130 puts after short report​
German 30-Year Yields Turn Positive for First Time in Month – Bloomberg​

Increasing unusual option volume: ROK VIG THS SU WORK LBTYK CHD NNN LL​
Increasing unusual call option volume: SU TPR LL ATUS XEC ING WORK CLDR ROK KSU XRT​
Increasing unusual put option volume: ROK ADVM MMSI MOH CHD EWG IMMR CIEN FIZZ BGNE CHD MTCH​
Options with decreasing option implied volatility: HOME BIG MDCO SIG CLDR CIEN DELL PANW MRVL ULTA AEO COUP ZAYO F ALL​
Active options: BAC AAPL AMD GE FB MSFT MU NVDA ROKU INTC AMZN NFLX TWTR BABA T WORK C CLDR GOLD QCOM​
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