Mid-session IV Report April 10, 2019​

Mid-session IV Report April 10, 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: SNE GE GRUB NBEV SYMC BA FOSL TTD BBBY ROKU TRIP AAOI YELP TWLO HTZ CTL GE EA TSN​ DIS

Popular stocks with increasing unusual volume: LYFT I ROKU CVS XLF DIS​
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Lyft (LYFT) 30 days IV call 62 +4%, puts 64.8 +3.7%, +10 strikes +100 contracts as shares sell off 6% after reports Uber seeks to sell about $10B in stock at a valuation of $90B-$100B. LYFT call put ratio 1 call to 1.2 puts with focus on April weekly 63 puts.​
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Bed Bath & Beyond (BBBY) April weekly call option implied volatility is at 204, April is at 113, May is at 64; compared to its 52-week range of 32 to 98 into the expected release of EPS after the bell on April 10. Call put ratio 1 calls to 3 puts with focus on April weekly 17.50 and 18 puts.​
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Disney (DIS) April weekly call option implied volatility is at 49, April is at 31, May is at 24; compared to its 52-week range of 15 to 35 into Disney Investor Day on April 11. Call put ratio 1.5 calls to 1 put with focus on April weekly 118 calls.​
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Apogee Enterprises (APOG) April call option implied volatility is at 69, May is at 44; compared to its 52-week range of 24 to 67 into the expected release of EPS before the bell on April 11. Call put ratio 2 calls to 1 put.​
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Fastenal (FAST) April call option implied volatility is at 48, May is at 30; compared to its 52-week range of 21 to 48 into the expected release of EPS before the bell on April 11. Call put ratio 7 calls to 1 put with focus on May 62.50 calls. ​
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Infosys Technology (INFY) April call option implied volatility is at 43, May is at 27; compared to its 52-week range of 24 to 67 into the expected release of EPS before the bell on April 12.​
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JPMorgan Chase (JPM) April weekly call option implied volatility is at 39, April is at 25, May is at 18; compared to its 52-week range of 14 to 40 into the expected release of EPS before the bell April 12. Call put ratio 1 call to 1.6 puts with focus May 100 puts. ​
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PNC Financial (PNC) April weekly call option implied volatility is at 41, April is at 29, May is at 24; compared to its 52-week range of 16 to 43 into the expected release of EPS before the bell on April 12. Call put ratio 3.5 calls to 1 put with focus on April puts.​
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Wells Fargo (WFC) April weekly call option implied volatility is at 48, April is at 31, May is at 22; compared to its 52-week range of 16 to 45 into the expected release of EPS before the bell on April 12. Call put ratio 1.8 calls to 1 put with focus on April 48 and 49 calls. ​
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Intelsat S. A. (I) April call option implied volatility is at 55, May is at 82; compared to its 52-week range of 65 to 170. call put ratio 1 call to 1.3 puts with focus on April 17 calls and April 16 puts after announced today a service outage on the Intelsat 29e satellite which continues to affect maritime, aeronautical and wireless operator customers in the Latin America, Caribbean and North Atlantic regions.​

Financial Select Sector SPDR ETF (XLF) April weekly call option implied volatility is at 22, April is at 19, May is at 16; compared to its 52-week range of 13 to 34. Call put ratio 14 calls to 1 put with focus on June and January 28 calls.​
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Increasing unusual option volume: QRTEA RDC BMRN DTE CVE PSMT VTI RUN BTI GDS LEVI CECO​
Increasing unusual call option volume: QRTE ESY BMRN GDS CVE VTI RUN CASY LEVI BTI CFG IRDM​
Increasing unusual put option volume: BMRN KWEB TPX TER ZGNX CERN ABMD LEA AHT CNC​
Options with decreasing option implied volatility: FOLD STZ LEVI XLK FXB JNK NLSN BPT NTNX CMG AMD BMY F FXI UPS DAL​
Active options: AAPL CVE SNAP CVS BA AMD DIS FB TSLA NVDA BABA LYFT AMZN BAC BIDU DAL NFLX MU ROKU GE​
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