Mid-session IV Report April 11, 2019​

Mid-session IV Report April 11, 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: JPM WFC PNC DIS BPT NTNX X CMG AMD BMY SPY F FXI UPS SQ FIT​

Popular stocks with increasing unusual volume: BMY CNC ROKU EBAY DIS BBBY​
​
eBay (EBAY) call put ratio 1 call to 6.6 puts with focus on weekly puts 36.50 puts after Bezos mentions in Amazon annual shareholder letter ​

eBay (EBAY) April weekly call option implied volatility is at 27, April is at 22, May is at 31; compared to its 52-week range of 19 to 54 after Amazon.com (AMZN) founder Jeff Bezos asked in his annual shareholder letter “Why did independent sellers do so much better selling on Amazon than they did on eBay?” Call put ratio 1 call to 6.6 puts with focus on weekly puts 36.50 puts.​ EBAY is down 3.5%.
​
Disney (DIS) April weekly call option implied volatility is at 56, April is at 29, May is at 23; compared to its 52-week range of 15 to 34 into Disney Investor Day today after the bell. Call put ratio 2.3 calls to 1 put with focus on April weekly 118 calls and April 115 calls. ​
​
U.S. Steel (X) April weekly call option implied volatility is at 61, April is at 46, May is at 51; compared to its 52-week range of 34 to 69. Call put ratio 1 call to 3 puts with focus on April weekly 16.50 and May 15 puts after downgrade.​
​
Tesla (TSLA) April weekly call option implied volatility is at 45, April is at 44, May is at 55; compared to its 52-week range of 38 to 86 into Autonomy Investor Day on April 22 and the expected release of EPS after the bell on April 24.​
​
Lyft (LYFT) April weekly call option implied volatility is at 91, April is at 84, May is at 81; compared to its one week range of 49 to 72. Call put ratio 18 calls to 1 put with focus on April 70 weekly calls.​
​
​
JPMorgan (JPM) April weekly call option implied volatility is at 44, April is at 24, May is at 17; compared to its 52-week range of 15 to 40 into expected to release EPS before the bell on April 12.​
​
Infosys Technology (INFY) April call option implied volatility is at 54, May is at 33; compared to its 52-week range of 18 to 44 into expected to release EPS before the bell on April 12.​

PNC Financial (PNC) April weekly call option implied volatility is at 44, April is at 24, May is at 17; compared to its 52-week range of 16 to 43 into expected to release EPS before the bell on April 12.​

Wells Fargo (WFC) April weekly call option implied volatility is at 64, April is at 34, May is at 22; compared to its 52-week range of 15 to 44 into expected to release EPS before the bell on April 12.​

Citigroup (C) April weekly call option implied volatility is at 29, April is at 35, May is at 25; compared to its 52-week range of 15 to 55 into the expected release of EPS before the open on April 15. Call put ratio 2 calls to 1 put. ​

Increasing unusual option volume: CNC ROKU BBBY EBAY LYFT DIS TROX X​
Increasing unusual call option volume: TRUP INFY JBLU RDN STNG EWU UNM AMN WTW CNC FAST SMG S VTL​
Increasing unusual put option volume: EBAY YPF WU HUM FTNT ROST WM STNG CCL ECA EMB BBVA EBAY HRL​
Options with decreasing option implied volatility: KPTI BBBY LEVI FAST ASHR EWU NLSN BPT CMG​
Active options: TSLA BAC AAPL X BA AMD BBBY FB LYFT EBAY JPM DIS AMZN BABA EBAY NVDA MSFT NFLX CNC ROKU​
​
​