Mid-session IV Report September 6, 2019​

Mid-session IV Report September 6, 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: LL SFIX AABA TNAV WMS BOX KSA DXC GRUB ACB MAS ZNGA​
Popular stocks with increasing unusual volume: LULU BYND CGC F GOLD​ PCG
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S&P Dep Receipts (SPY) long duration option implied volatility flat to low into Fed Chair speaking​
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S&P Dep Receipts (SPY) September weekly call option implied volatility is at 24, September is at 15; compared to its 52-week range of 8 to 32 into Federal Reserve Chair Jerome Powell expected to speak in Zurich on the “Economic Outlook and Monetary Policy” around 12:30 p.m. ET. ​

PowerShares QQQ Trust (QQQ) September weekly call option implied volatility is at , September is at ; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 2.3 puts.​

Market Vectors Gold Miners ETF (GDX) September weekly call option implied volatility is at 48, September is at 32; compared to its 52-week range of 21 to 36. Call put ratio 1 call to 1.8 puts.​

iShares Russell 2000 ETF (IWM) September weekly call option implied volatility is at 27, September is at 16; compared to its 52-week range of 12 to 34.​
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iShares iBoxx USD High Yield Corporate Bond ETF (HYG) September weekly call option implied volatility is at 8, September is at 4; compared to its 52-week range of 4 to 17. Call put ratio 1 call to 10.8 puts with focus on September weekly 87 puts. ​
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SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30 day option implied volatility is at 7; compared to its 52-week range of 4 to 18 .​
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iShares China Large-Cap (FXI) 3 September weekly call option implied volatility is at 24, September is at 18; compared to its 52-week range of 16 to 32 into China 70 year communist celebration on October 1. ​

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) September weekly call option implied volatility is at 15, September is at 19; compared to its 52-week range of 20 to 36. Call put ratio 5.2 calls to 1 put with focus on 28.50 and 29 calls. ​
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Office Real-Estate Investment Trust option implied volatility flat to low into WeWork (WE) IPO road show​

Boston Properties (BXP) 30 day call option implied volatility is at 17; compared to its 52-week range of 16 to 33 ​
Brandywine (BDN) 30 day call option implied volatility is at 20; compared to its 52-week range of 12 to 75 ​
Corporate Office (OFC) 30 day call option implied volatility is at 17; compared to its 52-week range of 13 to 61 ​
Cousins (CUZ) 30 day call option implied volatility is at 17 compared to its 52-week range of 14 to 50 ​
Douglas Emmett (DEI) 30 day call option implied volatility is at 19 compared to its 52-week range of 11 to 34 ​
Empire State (ESRT) 30 day call option implied volatility is at 38 compared to its 52-week range of 13 to 68 ​
Equity Commonwealth (EQC) 30 day call option implied volatility is at 15 compared to its 52-week range of 11 to 24 ​
Highwoods (HIW) 30 day call option implied volatility is at 22; compared to its 52-week range of 14 to 34 ​
Kilroy (KRC) 30 day call option implied volatility is at 19; compared to its 52-week range of 14 to 35 ​
Mack-Cali (CLI) 30 day call option implied volatility is at 24 compared to its 52-week range of 14 to 46 ​
Paramount Group (PGRE) 30 day call option implied volatility is at 22; compared to its 52-week range of 13 to 30 ​
Piedmont (PDM) 30 day call option implied volatility is at 14 compared to its 52-week range of 11 to 22 ​
SL Green (SLG) 30 day call option implied volatility is at 19; compared to its 52-week range of 16 to 36 ​
Vornado (VNO) 30 day call option implied volatility is at 18; compared to its 52-week range of 15 to 32 ​

Box (BOX) September call option implied volatility is at 40, October is at 41; compared to its 52-week range of 32 to 82 after Starboard recently taking a 7.5% position. Call put ratio 16 calls to 1 put with focus on September 18 and 19 calls active.​

Polaris Industries (PII) September call option implied volatility is at 32, October is at 39; compared to its 52-week range of 28 to 57 after New York Times says RZR linked to fires. Call put ratio 1 call to 6 puts with focus September 75 and 80 puts​

Increasing unusual option volume: XAU CECO AMLP ACM DOMO GWRE DOCU KSA TPR EZPW BGNE AEM​
Increasing unusual call option volume: ACM TPR CECO DOCU DOMO BOX KSA LULU BITA LE MIK HUN​
Increasing unusual put option volume: AMLP CECO XAU DOMO AEM GWRE MOS YPF BCS AIMT DOCU ABC PII CHD​
Options with decreasing option implied volatility: HOME CY SIG WORK CLDR CRWD LULU MIK ZM CLDR PANW CIEN WORK​
Active options: AAPL FB LULU AMD AMZN ROKU MSFT SNAP TSLA NFLX GOLD BYND MU BAC CGC T NVDA F GE BABA​
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