Mid-session IV Report April 17, 2019

Mid-session IV Report April 17, 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.​
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Options with increasing option implied volatility: TWLO NYCB SPOT UNM BABA WTW OXY JD ARQL CYBR UNM HCA TTWO CI RL M HUM CSCO UNH FIS WMT​
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Popular stocks with increasing unusual volume: CRM PNR QCOM FCX X T​
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Semi-conductor stocks moving on Apple (AAPL), Qualcomm (QCOM) agreement​

Qualcomm (QCOM) April call option implied volatility is at 88, May is at 40; compared to its 52-week range of 18 to 53. Call put ratio 2.1 calls to 1 put with focus on April 77.50 calls. ​
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AMD (AMD) April call option implied volatility is at 49, May is at 63; compared to its 52-week range of 36 to 97. Call put ratio 3.2 calls to 1 put.​

Intel (INTC) April call option implied volatility is at 38, May is at 29; compared to its 52-week range of 19 to 44 on exiting 5G smart phone business. Call put ratio 2 call to 1 put.​

Marvell (MRVL) April call option implied volatility is at 43, May is at 35; compared to its 52-week range of 29 to 58.​

Microchip (MCHP) April call option implied volatility is at 22, May is at 32; compared to its 52-week range of 23 to 57.​

Micron (MU) April call option implied volatility is at 47, May is at 37; compared to its 52-week range of 34 to 65. ​

Nvidia (NVDA) April call option implied volatility is at 34, May is at 41; compared to its 52-week range of 25 to 86.​

Texas Instruments (TXN) April call option implied volatility is at 26, May is at 25; compared to its 52-week range of 18 to 45.​
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Upcoming EPS ​

Bank of OZK (OZK) April call option implied volatility is at 170, May is at 41; compared to its 52-week range of 22 to 78 into the expected release of EPS today after the bell. Call put ratio 1 call to 5.5 puts. ​
E Trade (ETFC) April call option implied volatility is at 67, May is at 30; compared to its 52-week range of 22 to 47 into the expected release of EPS today after the bell. Call put ratio 1.2 calls to put.​

Kinder Morgan (KMI) April call option implied volatility is at 45, May is at 19; compared to its 52-week range of 17 to 40 into the expected release of EPS today after the bell. Call put ratio2.2 call to 1 put.​

Las Vegas Sands (LVS) April call option implied volatility is at 78, May is at 27; compared to its 52-week range of 20 to 64 into the expected release of EPS today after the bell. Call put ratio 2.1 calls to 1 put with focus on April 68 calls.​

United Rental (URI) April call option implied volatility is at 134, May is at 41; compared to its 52-week range of 26 to 68 into the expected release of EPS today after the bell. Call put ratio 1 call to 2.5 puts. ​
American Express (AXP) April call option implied volatility is at 72, May is at 21; compared to its 52-week range of 14 to 40 into the expected release of EPS before the bell on April 18. Call put ratio 1.8 calls to 1 put with focus on April ATM calls. ​
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Ally Financial (ALLY) April call option implied volatility is at 85, May is at 24; compared to its 52-week range of 20 to 51 into the expected release of EPS before the bell on April 18. Call put ratio 1 call to 2.8 puts.​

BB&T (BBT) April call option implied volatility is at 38, May is at 30; compared to its 52-week range of 17 to 37 into the expected release of EPS before the bell on April 18. Call put ratio 3 calls to 1 put.​

Danaher (DHR) April call option implied volatility is at 66, May is at 21; compared to its 52-week range of 14 to 38 into the expected release of EPS before the bell on April 18.​

Honeywell (HON) April call option implied volatility is at 49, May is at 17; compared to its 52-week range of 13 to 35 into the expected release of EPS before the bell on April 18.​

KeyCorp (KEY) April call option implied volatility is at 55, May is at 20; compared to its 52-week range of 19 to 49 into the expected release of EPS before the bell on April 18.​

Intuitive Surgical (ISRG) April call option implied volatility is at 66, May is at 31; compared to its 52-week range of 20 to 54 into the expected release of EPS after the bell on April 18. Call put ratio 2 calls to 1 put with focus on May 700 calls.​
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Phillip Morris (PM) April call option implied volatility is at 77, May is at 24; compared to its 52-week range of 16 to 38 into the expected release of EPS on April 18.​
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Schlumberger (SLB) April call option implied volatility is at 67, May is at 28; compared to its 52-week range of 19 to 55 into the expected release of EPS before the bell on April 18. Call put ratio 3.6 calls to 1 put with focus on May 47.50 calls. ​

Skechers (SKX) April call option implied volatility is at 248, May is at 59; compared to its 52-week range of 28 to 78 into the expected release of EPS after the bell on April 18. Call put ratio 1 call to 1.1 puts.​
SunTrust (STI) April call option implied volatility is at 61, May is at 25; compared to its 52-week range of 17 to 44 into the expected release of EPS before the bell on April 18. Call put ratio 11 calls to 1 put.​

Blackstone (BX) April call option implied volatility is at 44, May is at 22; compared to its 52-week range of 41 to 48 into the expected release of EPS before the bell on April 18.​

Tile Shop (TTS) 30-day option implied volatility is at 58; compared to its 52-week range of 41 to 95 into the expected release of EPS before the bell on April 18.​

Union Pacific (UNP) April call option implied volatility is at 55, May is at 22; compared to its 52-week range of 15 to 42 into the expected release of EPS before the bell on April 18.​

Travelers (TRV) April call option implied volatility is at 40, May is at 14; compared to its 52-week range of 14 to 33 into the expected release of EPS before the bell on April 18. Call put ratio 12.2 calls to 1 put with focus on April calls. ​

Salesforce (CRM) April call option implied volatility is at 33, May is at 26, June is at 30; compared to its 52-week range of 19 to 57. Call put ratio 6.3 calls to 1 put with focus on June 155 and 160 calls. EPS are expected on May 28.​
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Health Insurers option implied volatility is bid up as shares sell off a 2nd day after UnitedHealth (UNH) EPS and outlook​
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Humana (HUM) April call option implied volatility is at 45, May is at 31; compared to its 52-week range of 15 to 35 as shares sell off 1.7%. Call put ratio 1 call to 1.3 puts.​
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Cigna Corp. (CI) April call option implied volatility is at 57, May is at 38; compared to its 52-week range of 18 to 41 as shares sell off 3.8%. ​
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Anthem (ANTM) April call option implied volatility is at 73, May is at 44; compared to its 52-week range 15 to 39 as shares sell off 4.5%. Call put ratio 2.4 calls to 1 put with focus on April OTM calls.​
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Centene (CNC) April call option implied volatility is at 55, May is at 43; compared to its 52-week range of 18 to 46 as shares sell off 3.4%. Call put ratio 1 call to 1.5 puts.​
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Molina Healthcare (MOH) April call option implied volatility is at 61, May is at 52; compared to its 52-week range of 25 to 65 as shares sell off 4.5%. Call put ratio 1 call to 1.2 puts.​
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HealthEquity (HQY) April call option implied volatility is at 47, May is at 32; compared to its 52-week range of 29 to 64 as shares sell off 4%. Call put ratio 1 call to 3.5 puts with focus on May puts.​
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eHealth (EHTH) April call option implied volatility is at 84, May is at 77; compared to its 52-week range of 34 to 78. Call put ratio 1 call to 2.2 puts with focus on April 50 and 55 puts as shares sell off 15%.​
Avaya Holdings (AVYA) April call option implied volatility is at 34, May is at 27; call put ratio 33 to 81. Call put ratio 6 calls to 1 put with focus on April and May 160 calls as shares rally 1.2%.​
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Increasing unusual option volume: ETHR AVYA PEI ITCI ZIXI FLIR RMBS AZN THC ERIC CRM AMD​
Increasing unusual call option volume: PNR AVYA PEI ITCI RMBS ERIC AZN DNKN SOXX TXT CE GTT EL EWG BWA MRVL CRM​
Increasing unusual put option volume: PEI NYCB THC EMN AZN SEAS XLC XLV QCOM ROK STT TMO IBB WRK​
Options with decreasing option implied volatility: GS C CZR APC SCHW DIS AMRN APC C FCAU CVX CTXS GRUB HUYA M BBBY FAST BPT ERIC NFLX APC UAL DB IBM CSX MS GS CMC PNC​
Active options: QCOM AAPL NFLX INTC AMD FCX BAC MU IBM FB C UNH AMZN TSLA BABA MRVL NVDA DIS X T ​
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