Mid-session IV Report April 16, 2019​

Mid-session IV Report April 16, 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: UNM CYBR LL LYFT ANTM MHK CSCO RHT WMT TWLO NYCB NFLX BABA WTW OXYJD​

Popular stocks with increasing unusual volume: ROKU NIO CGC UNH JNJ​
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Netflix (NFLX) April call option implied volatility is at 114, May is at 43; compared to its 52-week range of 25 to 76 into the expected release of release of EPS today after the bell. Call put ratio 1.4 calls to 1 put. ​
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IBM (IBM) April call option implied volatility is at 80, May is at 28; compared to its 52-week range of 13 to 41 into the expected release of EPS today after the bell.​

Interactive Brokers (IBKR) April call option implied volatility is at 54, May is at 29; compared to its 52-week range of 26 to 48 into the expected release of EPS today after the bell. Call put ratio 1.5 calls to 1 put. ​

United Continental (UAL) April call option implied volatility is at 85, May is at 33; compared to its 52-week range of 22 to 48 into the expected release of EPS today after the bell.​
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Abbott Laboratories (ABT) April call option implied volatility is at 53, May is at 25; 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 133, May is at 54; compared to its 52-week range of 22 to 78 into the expected release of EPS after the bell on April 17. Call put ratio 14 calls to 1 put. ​

E Trade (ETFC) April call option implied volatility is at 63, 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. Call put ratio 4.5 call to put.​

Kansas City Southern (KSU) April call option implied volatility is at 51, May is at 26; 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 1.7 puts. ​

Kinder Morgan (KMI) April call option implied volatility is at 32, 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 1 call to 1 put.​

Las Vegas Sands (LVS) April call option implied volatility is at 62, May is at 26; compared to its 52-week range of 20 to 64 into the expected release of EPS after the bell on April 17. Call put ratio 2.6 calls to 1 put with focus on April 67 calls.​

Morgan Stanley (MS) April call option implied volatility is at 51, May is at 25; 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 1.4 calls to 1 put with focus on April 46 and 47 calls. ​

PepsiCo (PEP) April call option implied volatility is at 31, 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 75, 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. Call put ratio 1 call to 10 puts.​

U.S. Bancorp (USB) April call option implied volatility is at 39, 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 104, May is at 44; 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 2.4 puts. ​
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Heavily Shorted Stocks ​

Carvana (CVNA) April call option implied volatility is at 59, May is at 63; compared to its 52-week range of 49 to 111 as the company is a heavily shorted stock. ​
Akcea Therapeutics (AKCA) April call option implied volatility is at 45, May is at 46; compared to its 52-week range of 46 to 210 as the company is a heavily shorted stock.​
Ligand Pharmaceuticals (LGND) May call option implied volatility is at 41, August is at 37; compared to its 52-week range of 29 to 92 as the company is a heavily shorted stock.​
Restoration Hardware (RH) April call option implied volatility is at 45, May is at 42; compared to its 52-week range of 41 to 91 as the company is a heavily shorted stock.​
Match Group (MTCH) April call option implied volatility is at 45, May is at 55; compared to its 52-week range of 33 to 90 as the company is a heavily shorted stock.​
Lyft (LYFT) April call option implied volatility is at 90, May is at 73; compared to its three-week range of 49 to 72 as shares are heavily shorted.​
SYNNEX Corporation (SNX) April call option implied volatility is at 25, May is at 24; compared to its 52-week range of 25 to 70 as shares are heavily shorted.​
​Carbonite Inc. (CARB) May call option implied volatility is at 46, June is at 34; compared to its 52-week range of 33 to 74 as shares are heavily shorted into EPS expected to be release in early May.​
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Increasing unusual option volume: DIOD DNKN CAL JBHT HFC WRK MXIM SEE RRC MBI UNH PKG TXT OXY​
Increasing unusual call option volume: DNKN HFC MXIM SEE SOXX RRC JBHT XENT MBI UNH BC OXY BLK​
Increasing unusual put option volume: DIOD WRK SINA BMRN MBI LL NYCB TXT RRC TUR ASHR UPWK UNH WPG OMC UXIN SPXU CS KNX COTY​
Options with decreasing option implied volatility: BBBY BPT DB BHVN FAST LEVI APC CAG DAL GS C CZR SCHW DIS​
Active options: BAC AAPL AMD FB NFLX TSLA COTY PBR NIO DIS AMZN UNH NVDA BABA JNJ MU QCOM GE ROKU CGC​
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