Mid-session IV Report April 22, 2019​

Mid-session IV Report April 22, 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: ITCI ARQL CYBR FL ZNGA ADSK RL ANF LB TWLO NYCB SPOT UNM BABA WTW BAC WW​

Popular stocks with increasing unusual volume: BABA JD SNAP TWTR GM​
​
Tesla (TSLA) April call option implied volatility is at 101, May is at 57; compared to its 52-week range of 38 to 86 into Autonomy Investor Day today. EPS are expected on April 24. Call put ratio 1 calls to 1.1 puts. Shares are down 3.7%.​
​
Rambus (RMBS) May call option implied volatility is at 40, Augusts is at 27; compared to its 52-week range of 21 to 64 into the expected release of release of EPS today after the bell. Call put ratio 2.8 calls to 1 put with focus on May 12 and 13 calls. ​
​
Whirlpool (WHR) April weekly call option implied volatility is at 79, June is at 39; compared to its 52-week range of 22 to 49 into the expected release of release of EPS today after the bell. Call put ratio 1 call to 4.2 puts with focus on April weekly 140 puts.​

Canadian Pacific Railway (CP) May call option implied volatility is at 23, June is at 22; compared to its 52-week range of 17 to 41 into the expected release of release of EPS before the bell on April 23. Call put ratio 17 calls to 1 put with focus on April 220 calls.​
​
Coca-Cola (KO) April weekly call option implied volatility is at 31, May is at 17; compared to its 52-week range of 11 to 26 into the expected release of release of EPS before the bell on April 23. Call put ratio 2.8 calls to 1 put with focus on April weekly and May 48 calls. ​

eBay (EBAY) April weekly call option implied volatility is at 68, May is at 33; compared to its 52-week range of 19 to 54 into the expected release of release of EPS after the bell on April 23. Call put ratio 1 call to 4 puts with focus on April weekly 35 puts.​

Equifax (EFX) April weekly call option implied volatility is at 26, May is at 24; compared to its 52-week range of 16 to 40 into the expected release of release of EPS after the bell on April 23.​

Goodyear Tire (GT) April weekly call option implied volatility is at 60, May is at 32; compared to its 52-week range of 22 to 53 into the expected release of release of EPS before the bell on April 23. Call put ratio 1 call to 2.4 puts. ​

Harley Davidson (HOG) April weekly call option implied volatility is at 69, May is at 38; compared to its 52-week range of 22 to 45 into the expected release of release of EPS before the bell on April 23. Call put ratio 1 call to 2.8 puts with focus on April 40 puts. ​

Hasbro (HAS) April weekly call option implied volatility is at 75, May is at 37; compared to its 52-week range of 18 to 45 into the expected release of release of EPS before the bell on April 23.​

iRobot (IRBT) April weekly call option implied volatility is at 125, May is at 68; compared to its 52-week range of 31 to 87 into the expected release of release of EPS after the bell on April 23. Call put ratio 1 call to 2.4 puts.​

Lockheed Martin (LMT) April weekly call option implied volatility is at 40, May is at 21; compared to its 52-week range of 16 to 41 into China to show new warships at navy’s 70th anniversary celebration and the expected release of release of EPS before the bell on April 23.​

Medicines Company (MDCO) May call option implied volatility is at 41, July is at 41; compared to its 52-week range of 32 to 99 into the expected release of release of EPS before the bell on April 23.​

Northern Trust (NTRS) May call option implied volatility is at 25, June is at 20; compared to its 52-week range of 17 to 40 into the expected release of release of EPS before the bell on April 23.​

Polaris (PII) May call option implied volatility is at 40, June is at 33; compared to its 52-week range of 25 to 56 into the expected release of release of EPS before the bell on April 23. Call put ratio 3.8 calls to 1 put.​

Proctor & Gamble (PG) April weekly call option implied volatility is at 38, May is at 20; compared to its 52-week range of 13 to 30 into the expected release of release of EPS before the bell on April 23. Call put ratio 1.5 calls to 1 put. ​

Snap (SNAP) April weekly call option implied volatility is at 180, May is at 85; compared to its 52-week range of 36 to 99 into the expected release of release of EPS after the bell on April 23. Call put ratio 2.3 calls to 1 put with focus on April weekly 12.50 calls into the expected release of release of EPS after the bell on April 23.​

State Street (STT) April weekly call option implied volatility is at 30, May is at 25; compared to its 52-week range of 18 to 47 into the expected release of release of EPS before the bell on April 23.​

Stryker (SYK) May call option implied volatility is at 28, June is at 24; compared to its 52-week range of 15 to 40 into the expected release of release of EPS after the bell on April 23. Call put ratio 2 calls to 1 put with focus on May 190 calls. ​

TD Ameritrade (AMTD) April weekly call option implied volatility is at 37, May is at 26; compared to its 52-week range of 22 to 39 into the expected release of release of EPS after the bell on April 23. Call put ratio 3 call to 1 put with focus on April 55 calls. ​

Texas Instruments (TXN) April weekly call option implied volatility is at 57, May is at 30; compared to its 52-week range of 18 to 45 into the expected release of release of EPS after the bell on April 23.​

Twitter (TWTR) April weekly call option implied volatility is at 118, May is at 55; compared to its 52-week range of 31 to 91 into the expected release of release of EPS before the bell on April 23. Call put ratio 3.2 calls to 1 put with focus on April weekly and May 34 calls. ​

United Technologies (UTX) April weekly call option implied volatility is at 35, May is at 21; compared to its 52-week range of 15 to 38 into China to show new warships at navy’s 70th anniversary celebration and the expected release of release of EPS before the bell on April 23.​

Verizon (VZ) April weekly call option implied volatility is at 32, May is at 18; compared to its 52-week range of 13 to 34 into the expected release of release of EPS before the bell on April 23. Call put ratio 2.6 calls to 1 put with focus on April weekly 59 calls. ​

Facebook (FB) April weekly call option implied volatility is at 69, May is at 34; compared to its 52-week range of 20 to 53 into the expected release of release of EPS after the bell on April 24.​

Microsoft (MSFT) April weekly call option implied volatility is at 40, May is at 23; compared to its 52-week range of 16 to 43 into the expected release of release of EPS after the bell on April 24.​

Lululemon (LULU) April weekly call option implied volatility is at 45, May is at 31; compared to its 52-week range of 24 to 63 into a company hosted analyst day on April 24. Call put ratio 1.1 calls to 1 put.​

Raytheon (RTN) April weekly call option implied volatility is at 34, May is at 20; compared to its 52-week range of 16 to 42 into China to show new warships at navy’s 70th anniversary celebration and the expected release of release of EPS before the bell on April 25.​

Bed Bath & Beyond (BBBY) April weekly call option implied volatility is at 45, May is at 42; compared to its 52-week range of 32 to 98 after announces board ‘transformation.​

Tesla (TSLA) April call option implied volatility is at 475, May is at 57; compared to its 52-week range of 38 to 86 into announces Autonomy Investor Day today. EPS are expected on April 24. Call put ratio 1 to 1.7.​

Increasing unusual option volume: SLCA EDU MX DRI BOX ​
Increasing unusual call option volume: RGNX MDSO SIRI GBX IMMR NAT UIS EDU PBF MX LOGM ARQL DRI​
Increasing unusual put option volume: DRI SE WY BKS ASHR BURL NHTC ASC VIRT TOL BAX​
Options with decreasing option implied volatility: AMRS SKX BPT BHVN TEAM NFLX IBM URI ERIC GS AXP GME EWZ WMT DAL WFC BIIB TEVA​
Active options: AAPL TSLA NFLX QCOM FB F BAC AMD INTC GM TWTR SIRI MSFT MU BABA JD AMZN NVDA T SNAP​
​
​