Mid-session IV Report April 15, 2019​

Mid-session IV Report April 15, 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: LYFT UNM NFLX IBM ANTM UAL MHK UNH OXY CSCO CVX WMT MLNX TWLO NYCB SPON UNM BABA BAC WTW OXY CRON​

Popular stocks with increasing unusual volume: LYFT CZR GS S WTW​
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Bank of America (BAC) April call option implied volatility is at 53, 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 and 30.50 calls. ​

BlackRock (BLK) April call option implied volatility is at 35, May is at 21; compared to its 52-week range of 16 to 41 into the expected release of EPS before the bell on April 16. Call put ratio 2.3 calls to 1 put.​

Netflix (NFLX) April call option implied volatility is at 104, May is at 45; compared to its 52-week range of 25 to 76 into the expected release of release of EPS after the bell on April 16. Call put ratio 1.22 calls to 1 put.​
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JB Hunt Transport (JBHT) April call option implied volatility is at 57, May is at 27; compared to its 52-week range of 19 to 42 into the expected release of EPS today after the bell. Call put ratio 1 call to 1.2 put.. ​
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IBM (IBM) April call option implied volatility is at 69, May is at 28; compared to its 52-week range of 13 to 41 into the expected release of EPS after the bell on April 16.​

Interactive Brokers (IBKR) April call option implied volatility is at 45, May is at 26; compared to its 52-week range of 26 to 48 into the expected release of EPS after the bell on April 16. Call put ratio 2.7 calls to 1 put. ​

United Continental (UAL) April call option implied volatility is at 66, May is at 38; compared to its 52-week range of 22 to 48 into the expected release of EPS after the bell on April 16.​

UnitedHealth (UNH) April call option implied volatility is at 65, May is at 35; compared to its 52-week range of 14 to 40 into the expected release of EPS before the open on April 16.​

Charles Schwab (SCHW) April call option implied volatility is at 32, May is at 24; compared to its 52-week range of 22 to 41 into the expected release of EPS before the open on April 16.​

Abbott Laboratories (ABT) April call option implied volatility is at 48, May is at 23; compared to its 52-week range of 14 to 36 into the expected release of EPS before the bell on April 17.​

Bank of OZK (OZK) April call option implied volatility is at 108, May is at 113; compared to its 52-week range of 22 to 78 into the expected release of EPS after the bell on April 17.​

E Trade (ETFC) April call option implied volatility is at 51, May is at 30; compared to its 52-week range of 22 to 47 into the expected release of EPS after the bell on April 17.​

Kansas City Southern (KSU) April call option implied volatility is at 45, May is at 25; compared to its 52-week range of 19 to 44 into the expected release of EPS on April 17. Call put ratio 1 call to 4.4 puts. ​

Kinder Morgan (KMI) April call option implied volatility is at 30, May is at 19; compared to its 52-week range of 17 to 40 into the expected release of EPS after the bell on April 17. Call put ratio 3.8 calls to 1 put with focus on April 20 calls.​

Las Vegas Sands (LVS) April call option implied volatility is at 63, May is at 28; compared to its 52-week range of 20 to 64 into the expected release of EPS after the bell on April 17.​

Morgan Stanley (MS) April call option implied volatility is at 53, May is at 28; compared to its 52-week range of 18 to 49 into the expected release of EPS before the bell on April 17. Call put ratio 4.4 calls to 1 put with focus on April 46 calls. ​

PepsiCo (PEP) April call option implied volatility is at 26, May is at 16; compared to its 52-week range of 13 to 30 into the expected release of EPS before the bell on April 17.​

Textron (TXT) April call option implied volatility is at 66, May is at 30; compared to its 52-week range of 18 to 46 into the expected release of EPS before the bell on April 17.​

U.S. Bancorp (USB) April call option implied volatility is at 35, May is at 21; compared to its 52-week range of 13 to 36 into the expected release of EPS before the bell on April 17.​

United Rental (URI) April call option implied volatility is at 88, May is at 43; compared to its 52-week range of 26 to 68 into the expected release of EPS after the bell on April 17. Call put ratio 1 call to 5.4 puts with focus on April 126 and May 115 puts. ​
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Nike (NKE) April call option implied volatility is at 16, May is at 18; compared to its 52-week range of 17 to 46 after Tiger Woods wins the Masters. Call put ratio 5.1 calls to 1 put with focus on April calls. ​

Under Armour (UA) April call option implied volatility is at 31, May is at 48; compared to its 52-week range of 33 to 73 after Tiger Woods winning the Masters and the expected release of EPS on May 2. Call put ratio 2.9 calls to 1 put.​

Callaway Golf (ELY) April call option implied volatility is at 14, May is at 28; compared to its 52-week range of 20 to 50 after Tiger Woods wins the Masters and the expected release of EPS on May 9. Call put ration 271 calls to 1 put.​
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Lyft (LYFT) April call option implied volatility is at 84, May is at 71; compared to its two-week range of 49 to 72. Call put ratio 1 calls to 1.1 puts with focus on April 57 puts. FT reports large short interest. ​

Weight Watchers (WTW) call put ratio 4.8 calls to 1 put with focus on April and May 20 calls. April call option implied volatility is at 68, May is at 85; compared to its 52-week range of 35 to 98 as shares rally 10% on positive Morgan Stanley report.​

Increasing unusual option volume: BBVA ITCI IJR KBR ADS CARA URBN CAL CIT CXO​
Increasing unusual call option volume: ELY MUR CARA IJR URBN KBR CIT NXST CXO ADNT EL EWU WTW​
Increasing unusual put option volume: ITCI CLVS CARA LNG BBVA ADS DF VFF MCHI​
Options with decreasing option implied volatility: GS C CZR APC BBBY APC FAST LEVI FXB CELG EWU​
Active options: GE BABA NVDA NFLX FB AMZN WFC JD LYFT C CZR GS BA MSFT MU​
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