Mid-session IV Report April 2, 2019

Mid-session IV Report April 2, 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: TMIS NLSN DB HSBC TLRY GLD CGC KMI VZ S KPTI WTW W TEAM UAA GRMN CAH HLF YUM CMG S COTY TWTR EBAY​

Popular stocks with increasing unusual volume: SNAP DAL WBA CVS AAL NIO​
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NIO Inc. (NIO) April weekly call option implied volatility is at 88, April is at 71; compared to is 52-week range of 60 to 157. Call put ratio 4 call to 1 put with focus on April weekly 5 and April 6 calls as shares rally 5%. NIO was mentioned as a long at Mox reports.​
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Apple (AAPL) April weekly call option implied volatility is at 22, April is at 21; compared to its 52-week range of 16 to 46 as shares at upper end of five-month range. ​
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Riot Blockchain (RIOT) April weekly call option implied volatility is at 220, April is at 177; compared to its 52-week range of 77 to 247 as shares rally 26%. Call put ratio 2.4 calls to 1 put with focus on April 5 weekly calls as shares rally 26% as bitcoin rally’s.​

GameStop (GME) April weekly call option implied volatility is at 138, April is at 74; compared to its 52-week range of 34 to 86 into the expected release of EPS today after the bell. Call put ratio 1 call to 3.8 puts with focus on April 9 and 10 puts. ​
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Signet Jewelers (SIG) April weekly call option implied volatility is at 197, April is at 99; compared to its 52-week range of 37 to 98 into the expected release of EPS before the open on April 3.​
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Acuity Brands (AYI) April call option implied volatility is at 50, March is at 37; compared to its 52-week range of 24 to 66 into the expected release of EPS before the bell on April 3.​
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Constellation Brands (STZ) April weekly call option implied volatility is at 71, April is at 37; compared to its 52-week range of 15 to 44 into the expected release of EPS before the bell on April 4.​

Duluth Holdings (DLTH) April call option implied volatility is at 55, May is at 35; compared to its 52-week range of 34 to 77 into the expected release of EPS after the bell on April 4. Call put ratio 3.1 calls to 1 put. ​

ResMed (RMD) April call option implied volatility is at 21, May is at 29; compared to its 52-week range of 16 to 42 into to host investor meeting on April 4.​

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Walgreens Boots (WBA) April weekly call option implied volatility is at 45, April is at 32; compared to its 52-week range of 19 to 37 after releasing less than expected EPS and outlook. Shares are down 12%. ​
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CVS Health (CVS) April weekly call option implied volatility is at 33, April is at 29; compared to its 52-week range of 20 to 53 after Walgreens Boots (WBA) released less than expected EPS and outlook. Call put ratio 1.7 calls to 1 put. ​
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High dividend paying stocks option IV is low​

Macy’s (M) April weekly call option implied volatility is at 35, April is at 32, May is at 42; compared to its 52-week range of 30 to 60.​

AbbVie (ABBV) April weekly call option implied volatility is at 22, April is at 19, May is at 23; compared to its 52-week range of 20 to 47.​
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Increasing unusual option volume: ADMA NRZ SNV AVEO WBT SID AXGN ​
Increasing unusual call option volume: NRZ AVEO LW VSM WBT INSP MRO ASHR DBX EEM​
Increasing unusual put option volume: ARAY ZION SGMO BBVA TRXC WBA AKAM PLAY AGO QLD BBD MO​
Options with decreasing option implied volatility: RH LULU CELG ENDP FIVE KMX QCOM LEN KBH DHI TOL DB PAYX​
Active options: FB AAPL BAC AMD NIO CVS NVDA COTY BA WBA AMZN TSLA T DIS SNAP AAL JD NFLX DAL MU​
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