Mid-session IV Report September 9, 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: ACAD T APPS PAYS ACAD HOME LK AVGO RH CROX LK MRK ACB AYX SHOP OKTA T CMG PAYS TWLO ​GME

Popular stocks with increasing unusual volume: SHOP ACB BYND​ AVYA

Ctrip.com (CTRP) September weekly call option implied volatility is at 89, September is at 63; compared to its 52-week range of 27 to 60 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put with focus September weekly 34.50 calls. ​

Dave & Busters (PLAY) September call option implied volatility is at 95, October is at 57; compared to its 52-week range of 27 to 62 into the expected release of quarter results after the bell on September 10.​

GameStop (GME) September weekly call option implied volatility is at 270, September is at 159; compared to its 52-week range of 36 to 133 into the expected release of quarter results after the bell on September 10. Call put ratio 1.8 calls to 1 put.​
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RH (RH) September call option implied volatility is at 133, September is at 89; compared to its 52-week range of 38 to 94 into the expected release of quarter results after the bell on September 10. Call put ratio 1 call to 1.3 puts with focus on September weekly 155 puts.​
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Oracle (ORCL) September weekly call option implied volatility is at 58, September is at 41; compared to its 52-week range of 15 to 40 into the expected release of quarter results after the bell on September 12. Call put ratio 2.8 calls to 1 put with focus on September 54 calls. ​

Broadcom (AVGO) September weekly call option implied volatility is at 60, September is at 43; compared to its 52-week range of 21 to 48 into the expected release of quarter results after the bell on September 12. Call put ratio 1 call to 5.6 puts with focus on October weekly (11) 185 and 190 puts.​

Kroger (KR) September call option implied volatility is at , is at ; compared to its 52-week range of 22 to 47 into the expected release of quarter results before the bell on September 12.​

Alibaba (BABA) September weekly call option implied volatility is at 30, September is at 29; compared to its 52-week range of 24 to 58 into chairman Jack Ma is expected to step down on Tuesday.​

Boeing (BA) September weekly call option implied volatility is at 29 compared to 23 from last week, September is at 27, October is 27; compared to its 52-week range of 22 to 46 as shares sell off 1%. Call put ratio 1 call to 1.1 puts into anticipated Federal Aviation Administration and European Union Aviation Safety Agency 737 Max clarity. ​
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Hostess Brands (TWNK) 30 day call option implied volatility is at 26; compared to its 52-week range of 22 to 49 into a company hosted investor day on September 10.​
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AT&T (T) September weekly call option implied volatility is at 24 compared to a level of 15 from last week, September is at 20, October is at 18; compared to its 52-week range of 15 to 40 after Elliott Management calls on AT&T to divest non-core assets. Call put ratio 1.3 calls to 1 put into hosting Warner Media Day in Los Angeles on October 29 to discuss its upcoming video streaming service.. ​
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Bank of America (BAC) September weekly call option implied volatility is at 26, September is at 25; compared to its 52-week range of as shares rally 2%. Call put ratio 3.7 calls to 1 put with focus on December 31 calls. ​
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JPMorgan (JPM) September weekly call option implied volatility is at 22, September is at 22; compared to its 52-week range of 14 to 41 as shares rally 2.1%.​
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Boeing (BA) September weekly call option implied volatility is at 23, September is at 24, October is 25; compared to its 52-week range of 22 to 46 into Federal Aviation Administration and European Union Aviation Safety Agency 737 Max clarity. ​
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Merck (MRK) September weekly call option implied volatility is at 24, September is at 23; compared to its 52-week range of 14 to 30 as shares sell off 3.5%. Call put ratio 1.3 calls to 1 put.

Church & Dwight (CHD) call put ratio 1 call to 6.4 puts with focus on September 75 puts as shares sell off 2.2%​

Increasing unusual option volume: RCII KODK SABR NICE GWRE NVO NTRP TNAV MT​
Increasing unusual call option volume: RCII ODP GWRE BCS ATHM CASY UNM RGEN NOV ACAD PLAN​
Increasing unusual put option volume: CHD AMRS TLRD ETSY NVO USAT NTRP
Options with decreasing option implied volatility: SPY FEYE PCG USAT MO F FIX SFIX SLV​
Active options: BAC T AAPL NFLX ROKU MSFT AMD SNAP FB TSLA GE BA AMZN MU NVDA C TWTR SHOP ACB BYND​
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