Mid-session IV Report April 1, 2019

Mid-session IV Report April 1, 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: NLSN TMUS DB TLRY GLD HSBC CGC KMI VZ KPTI IMMU NLSN WTW GRMN​

Popular stocks with increasing unusual volume: AAL COTY F NTAP​
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Walgreens Boots (WBA) April weekly call option implied volatility is at 51, April is at 33; compared to its 52-week range of 19 to 37 into the expected release of EPS before the bell on April 2.​
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Lamb Wesson Holding (LW) April call option implied volatility is at 30, May is at 24; compared to its 52-week range of 18 to 37 into the expected release of Q3 EPS before the bell on April 2. Call put ratio 6.5 calls to 1 put with focus on April 75 calls. ​
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GameStop (GME) April weekly call option implied volatility is at 114, April is at 74; compared to its 52-week range of 34 to 86 into the expected release of EPS after the bell on April 2.​
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Acuity Brands (AYI) April call option implied volatility is at 50, March is at 37; compared to its 52-week range of 24 to 66 into the expected release of EPS before the bell on April 3.​
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Signet Jewelers (SIG) April weekly call option implied volatility is at 170, April is at 96; compared to its 52-week range of 37 to 98 into the expected release of EPS before the bell on April 3.​
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Procter & Gamble (PG) April weekly call option implied volatility is at 14, April is at 13, May is at 15; compared to its 52-week range of 11 to 31 as shares trade near record high.​
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iShares MSCI Turkey ETF (TUR) April call option implied volatility is at 41, May is at 37; compared to its 52-week range of 28 to 79 into Turkey’s Tayyip Erdogan suffered setbacks in local elections as his ruling AK Party lost control of the capital Ankara for the first time since the party’s founding in 2001. Call put ratio 1 call to 2.3 puts with focus on April 23 puts.​
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Levi (LEVI) 30-day call option implied volatility is at 49, compared to a level of 63 from March 27. ​
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World Wrestling Entertainment (WWE) April call option implied volatility is at 37, May is at 36; compared to its 52-week range of 29 to 68 after John Oliver’s rant about the way the company treats its wrestlers. Call put ratio 7.5 calls to 1 put with focus on April 90 and 95 calls. ​
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Nielsen Holdings (NLSN) April call option implied volatility is at 64, May is at 51; compared to its 52-week range of 21 to 58. Call put ratio 2.5 calls to 1 put with focus on April and May 24 calls.​

Kraft Heinz (KHC) April call option implied volatility is at 22, May is at 28; compared to its 52-week range of 19 to 44. Call put ratio 1 call to 1.6 puts with focus on April 32.50 and May 30 puts.​
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Increasing unusual option volume: KAR IJR DRV UPLD UBS HIG CNC CTAS GDS PLAY NUAN NLSN CVE ​
Increasing unusual call option volume: WWE KAR SPLV IJR UBS DRV CTXS TELL GDS TGTX UPLD NTAP​
Increasing unusual put option volume: HIG XLRE CNC PLAY ATHM NUAN BB GDS PSA TGTX SEAS MGNX​
Options with decreasing option implied volatility: QCOM LEN KBH DHI TOL DB PAYX COTY CELG MRVL ALDX LULU​
Active options: AAPL BAC MSFT AMD JD FB TSLA COTY F AMZN BA T JPM BABA MU CVE NVDA NFLX GE AAL​
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