Mid-session IV Report April 18, 2019

Mid-session IV Report April 18, 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 UNM BABA WTW ITCI LL CYBR ANTM RL TAK TMO HCA MRK WP CSCO LLY PFE​

Popular stocks with increasing unusual volume: CGC AABA SQ COTY BX MO​ PM

Lululemon (LULU) April weekly call option implied volatility is at 35, May is at 29; compared to its 52-week range of 24 to 63 into a company hosted analyst day on April 24.​
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Baidu (BIDU) April weekly call option implied volatility is at 30, May is at 37; compared to its 52-week range of 26 to 58 into the expected release of release of EPS after the bell on April 22​.

Haliburton (HAL) April weekly call option implied volatility is at 38, May is at 29; compared to its 52-week range of 21 to 57 into the expected release of release of EPS before the bell on April 22. Call put ratio 4 calls to 1 put.​

Kimberly-Clark (KMB) April weekly call option implied volatility is at 25, April is at 20; compared to its 52-week range of 17 to 33 into the expected release of release of EPS before the bell on April 22. Call put ratio 13 calls to 1 put.​

Rambus (RMBS) May call option implied volatility is at 40, August is at 28; compared to its 52-week range of 21 to 64 into the expected release of release of EPS after the bell on April 22. May 12 calls active.​

TCF Financial (TCF) May call option implied volatility is at 21, June is at 21; compared to its 52-week range of 20 to 45 into the expected release of release of EPS before the bell on April 22.​

Tenneco (TEN) May call option implied volatility is at 48, July is at 39; compared to its 52-week range of 27 to 65 into the expected release of release of EPS before the bell on April 22.​

Whirlpool (WHR) April weekly call option implied volatility is at 55, May is at 36; compared to its 52-week range of 22 to 49 into the expected release of release of EPS after the bell on April 22. Call put ratio 1.8 calls to 1 put. ​

Wynn Resorts (WYNN) April weekly call option implied volatility is at 27, May is at 37; compared to its 52-week range of 26 to 72 into the expected release of release of EPS before the bell on April 22.​

Zions Bancorporation (ZION) May call option implied volatility is at 24, July is at 24; compared to its 52-week range of 20 to 41 into the expected release of release of EPS after the bell on April 22.​
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Philip Morris International (PM) and Altria Group (MO) April option volume and volatility increases as shares sell off on report Senator McConnell seeks to raise tobacco purchase age to 21​
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Philip Morris International (PM) April call option implied volatility is at 43, April weekly is at 23, May is at 18; compared to its 52-week range of 16 to 37 as shares sell off on a report Senator McConnell seeks to raise tobacco purchase age to 21. Call put ratio 1 call to 1.5 puts.​
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Altria Group (MO) April call option implied volatility is at 57, April weekly is at 38, May is at 28; compared to its 52-week range of 17 to 38 as shares sell off 2.8%. Call put ratio 1 call to 2.7 puts with focus on May 82.50 and 85 puts.​
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Canopy Growth (CGC) April call option implied volatility is at 109, April weekly is at 56, May is at 53; compared to its 52-week range of 48 to 109. Call put ratio 2.8 calls to 1 put with focus on April 48 calls as shares rally 7%. ​
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Blackstone (BX) April call option implied volatility is at 45, April weekly is at 15, May is at 17; compared to its 52-week range of 48 to 109. Call put ratio 4.3 calls to 1 put with focus on April 39 weekly calls after reporting earnings and announcing plans to convert to a corporation from a partnership.​
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UnitedHealth Group (UNH) April call option implied volatility is at 100, April weekly is at 39, May is at 29; compared to its 52-week range of 14 to 40 on activist chatter.​
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NIO Inc. (NIO) April weekly call option implied volatility is at 70, May is at 66; compared to its 52-week range of 60 to 156. Call put ratio is 3 calls to 1 put with focus on April and April weekly 4.5 calls. ​
Lululemon (LULU) option implied volatility flat into a company hosted analyst day​
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Increasing unusual option volume: ELF ASC LPI STNE PAGS AABA CDAY BOOM TMO BIB ODFL PS HON ​
Increasing unusual call option volume: PAGS LPI TMO AVYA STNE AABA HON APO BX TUR PXD NBL​
Increasing unusual put option volume: PPC GPRE STNE LPI AABA MEET CHKP BDX DOV CENX BEN​
Options with decreasing option implied volatility: GME EWZ WMT DAL WFC BIIB MRVL TEVA MA NOV CVS ROKU BPT SKX CZR NFLX IBM C GS MS UAL BA BX LVS​
Active options: AMD AABA TSLA CGC FB GE AMZN SQ NVDA PFE COTY BX MSFT UNH SNAP MO ​
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