Mid-session IV Report April 14, 2020​

Mid-session IV Report April 14, 2020​

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: RUTH SPCE ADT AGNC UPS TSLA GSX FAZ IQ ETN XLY

Popular options with increasing volume: TLRY CCL DAL OXY ROKU

Roku (ROKU) April call option implied volatility is at 99, May is at 83; compared to its 52-week range of 50 to 130 after above-consensus Q1 guidance. Call put ratio 3.5 calls to 1 put with focus on April 105 and 110 calls shares up 10%.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 49; compared to its 52-week range of 12 to 110 after JPM & WFC released results and discussed loan loss reserve outlooks. Call put ratio 1 call to 1 put.

Option implied volatility for stocks expected to report results

United Airlines (UAL) April call option implied volatility is at 153, May is at 122; compared to its 52-week range of 20 to 420 into the expected release of quarter results today. Call put ratio 1.4 calls to 1 put.

Bed Bath & Beyond (BBBY) April call option implied volatility is at 273, May is at 150; compared to its 52-week range of 41 to 213 into the expected release of quarter results after the bell on April 15. Call put ratio 1 call to 4.1 puts.

Citigroup (C) April call option implied volatility is at 92, May is at 70; compared to its 52-week range of 18 to 146 into the expected release of quarter results before the bell on April 15. Call put ratio 1.8 calls to 1 put.

Goldman Sachs (GS) April call option implied volatility is at 72, May is at 50; compared to its 52-week range of 18 to 116 into the expected release of quarter results before the bell on April 15. Call put ratio 1.8 calls to 1 put.

Las Vegas Sands (LVS) April call option implied volatility is at , May is at ; compared to its 52-week range 81 to 180 into the expected release of quarter results on April 15. Call put ratio 1 call to 2.8 puts.

Morgan Stanley (MS) April call option implied volatility is at 71, May is at 64; compared to its 52-week range of 19 to 120 into the expected release of quarter results before the bell on April 15.

Schwab (SCHW) April call option implied volatility is at 87, May is at 52; compared to its 52-week range of 22 to 124 into the expected release of quarter results before the bell on April 15. Call put ratio 1 call to 2.6 puts.

PNC Financial Services (PNC) April call option implied volatility is at 61 May is at 59; compared to its 52-week range of 16 to 114 into the expected release of quarter results before the bell on April 15.

U.S. Bancorp (USB) April call option implied volatility is at 88, May is at 55; compared to its 52-week range of 14 to 121 into the expected release of quarter results before the bell on April 15.

United health Group (UNH) April call option implied volatility is at 65, May is at 45; compared to its 52-week range of 19 to 94into the expected release of quarter results before the bell on April 15. Call put ratio 2.5 calls to 1 put.

Increasing unusual option volume: CCJ APTV GSX OR OIL RUTH ADT

Increasing unusual call option volume: CCJ OR GDS UUP CIM UCO JNUG

Increasing unusual put option volume: GSX NLY EWY IOVA PE NYCB

Options with decreasing option implied volatility: SCO INO APT DAL IMMU MGM MO CZR JPM WFC

Active options: TSLA AMD MSFT ROKU AMZN BAC BABA JPM NFLX NVDA GE DIS FB BA SPCE CCL DAL OXY TLRY