Mid-session IV Report April 12, 2019

Mid-session IV Report April 12, 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 BBBY ATVI TTD FOSL LYFT ROKU TWLO LL TRIP YELP BHVN​

Popular stocks with increasing unusual volume: ROKU PBR BAC CVX LYFT BHVN​

Wells Fargo (WFC) April weekly call option implied volatility is at 64, April is at 24, May is at 23; compared to its 52-week range of 15 to 44 as shares sell off on less than expected interest guidance. Call put ratio 2 call to 1 put with focus on April 47.50 and May 50 calls. ​WFC is down 3.3% to $46.16.
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Citigroup (C) April weekly call option implied volatility is at 40, 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 2.4 calls to 1 put. ​
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Goldman Sachs Group Inc. (GS) April weekly call option implied volatility is at 36, April is at 41, May is at 28; compared to its 52-week range of 15 to 49 into the expected release of EPS before the open on April 15. Call put ratio 2.6 calls to 1 put with focus on April weekly calls.​
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JB Hunt Transport (JBHT) April call option implied volatility is at 37, May is at 25; compared to its 52-week range of 19 to 42 into the expected release of EPS after the bell on April 16. Call put ratio 5.3 calls to 1 put with focus on April calls. ​
Bank of America (BAC) April call option implied volatility is at 27, May is at 28; compared to its 52-week range of 15 to 46 into the expected release of EPS before the bell on April 16. Call put ratio 3.5 calls to 1 put with focus on April and May 30 calls. ​

BlackRock (BLK) April call option implied volatility is at 27, May is at 20; compared to its 52-week range of 16 to 41 into the expected release of EPS before the bell on April 16.​
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Biohaven (BHVN) call put ratio 26 calls to 1 put with focus on April 45 calls after Bloomberg report of said to exploring a sale.​
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Chevron (CVX) April option implied volatility flat after announcing the acquisition of Anadarko (APC) for $65 per share or $33B​

Chevron (CVX) April weekly call option implied volatility is at 39, April at 24, May at 21; compared to its 52-week range of 16 to 38 after announcing the acquisition of Anadarko (APC) for $65 per share or $33B. Call put ratio 1 call to 1 put.​
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Anadarko (APC) April call option implied volatility is at 43, May at 23; compared to its 52-week range of 25 to 57. Call put ratio 2.4 calls to 1 put.​
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Apache Corp. (APA) April weekly call option implied volatility is at 44, April at 30, May at 36; compared to its 52-week range of 27 to 62. Call put ratio 4.4 calls to 1 put with focus on April 37 calls. ​

Occidental Petroleum (OXY) April call option implied volatility is at 27, May is at 26; compared to its 52-week range of 18 to 45 after CNBC’s Faber reported Occidental bid more than $70 per share for Anadarko.​
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Laredo Petroleum (LPI) 30 day option implied volatility is at 68; compared to its 52-week range of 40 to 96.​
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ConocoPhillips (COP) April weekly call option implied volatility is at 33, April is at 22, May is at 23; compared to its 52-week range of 21 to 48. Call put ratio 8.4 calls to 1 put with focus on April 67.50 and 68.50 calls. ​

Murphy Oil (MUR) April call option implied volatility is at 28, May is at 34; compared to its 52-week range of 30 to 60. Call put ratio 1 call to 3.3 puts with focus on May and July 35 puts.​
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Chesapeake Energy (CHK) April call option implied volatility is at 58, May is at 63; compared to its 52-week range of 43 to 116 as shares sell off 4%. Call put ratio 4 calls to 1 put with focus on April calls.​
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Diamondback Energy (FANG) April call option implied volatility is at 34, May is at 35; compared to its 52-week range of 28 to 63.​
Oasis Petroleum (OAS) May call option implied volatility is at 45; compared to its 52-week range of 39 to 98.​

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Marathon Oil (MRO) April call option implied volatility is at 32, May is at 34; compared to its 52-week range of 31 to 67.​

Halliburton (HAL) April call option implied volatility is at 30, May is at 31; compared to its 52-week range of 21 to 57. Earnings are expected on April 22. ​
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Schlumberger Ltd. (SLB) April call option implied volatility is at 34, May is at 30; compared to its 52-week range of 19 to 55 into Chevron (CVX) acquiring Anadarko (APC) for $65 per share or $33B. Call put ratio 2 calls to 1 put. ​
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S&P Dep Receipts (SPY) call put ratio 1.1 calls to 1 put as SPY trades above 290 for the first time since October​
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Russell 2000 Etf (RUT) call put ratio 1 to 1. April 1590 straddle priced for a move of 1.3%. April 1595, 1610 calls, May 1680, 1690 calls are active. April 1560,1570, May 1470 and 1480 puts are active. RVX down 50c to 16.37 ​
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Celgene (CELG) call put ratio 2.5 calls to 1 put into Bristol-Myers Squibb (NYSE: BMY) Wins Shareholder Vote on Celgene Takeover.​
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Increasing unusual option volume: BHVN CPE IGV SKY IVZ IEF CFG MXEF VTL IJR SAN EXPR GGAL ADNT​
Increasing unusual call option volume: BHVN CPE IVZ SKY MXEF SAN CGAL IJR PTC VTL​
Increasing unusual put option volume: CPE IGV CFG TSN BWA LOGM CLX​
Options with decreasing option implied volatility: BPT BBBY NLSN FAST APC LEVI JNK​
Active options: BAC DIS AAPL WFC NFLX JPM FB TSLA AMD MSFT PBR BA BABA AMZN LYFT CVX C GE ROKU MU​
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