Mid-session IV Report April 23, 2019

Mid-session IV Report April 23, 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: TWLO SPOT BABA WW OXY MAT CRON NTAP BBY TGT LOW SIG BBY​

Popular stocks with increasing unusual volume: KHC HSY KO SNAP ROKU CVE​
​
Snap (SNAP) April weekly call option implied volatility is at 212, May is at 89; 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 & 12.50 calls into the expected release of release of EPS today after the bell.​

TD Ameritrade (AMTD) April weekly call option implied volatility is at 39, May is at 26; compared to its 52-week range of 22 to 39 into the expected release of release of EPS today after the bell. Call put ratio 4 calls 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 today after the bell on April 23.​
​
AT&T (T) April weekly call option implied volatility is at 20, May is at 18; compared to its 52-week range of 14 to 40 into the expected release of release of EPS before the bell on April 24. Call put ratio 1 call to 2 puts with focus on May 31 puts.​

Barrick Gold (GOLD) April weekly call option implied volatility is at 35, May is at 29; compared to its 52-week range of 21 to 43 into the expected release of release of EPS after the bell on April 24. Call put ratio 2.2 calls to 1 put with focus on May 14 puts​

Biogen (BIIB) April weekly call option implied volatility is at 57, May is at 34; compared to its 52-week range of 22 to 45 into the expected release of release of EPS before the bell on April 24.​

Boeing (BA) April weekly call option implied volatility is at 56, May is at 30; compared to its 52-week range of 19 to 46 into the expected release of release of EPS before the bell on April 24.​

Caterpillar (CAT) April weekly call option implied volatility is at 66, May is at 32; compared to its 52-week range of 20 to 40 into the expected release of release of EPS before the bell on April 24.​

Chipotle (CMG) April weekly call option implied volatility is at 99, May is at 44; compared to its 52-week range of 23 to 51 into the expected release of release of EPS after the bell on April 24.​

Domino’s Pizza (DPZ) May call option implied volatility is at 38, June is at 32; compared to its 52-week range of 20 to 46 into the expected release of release of EPS before the bell on April 24. Call put ratio 1 call to 5.2 puts with focus on May 260 puts.​

Dunkin Brands (DNKN) May call option implied volatility is at 24, June is at 22; compared to its 52-week range of 18 to 35 into the expected release of release of EPS before the bell on April 24. Call put ratio 263 calls to 1 put with focus on June 75 and 80 calls. ​

Facebook (FB) April weekly call option implied volatility is at 83, May is at 35; compared to its 52-week range of 20 to 53 into the expected release of release of EPS after the bell on April 24. Call put ratio 1.8 calls to 1 put.​

Microsoft (MSFT) April weekly call option implied volatility is at 44, May is at 22; compared to its 52-week range of 16 to 43 into the expected release of release of EPS after the bell on April 24. Call put ratio 4.6 calls to 1 put with focus on April 126 calls.​

Norfolk Southern (NSC) April weekly call option implied volatility is at 45, May is at 24; compared to its 52-week range of 17 to 50 into the expected release of release of EPS before the bell on April 24. Call put ratio 1 call to 2.3 puts. ​

Northrup Grumman (NOC) April weekly call option implied volatility is at 44, May is at 24; compared to its 52-week range of 18 to 44 into the expected release of release of EPS before the bell on April 24. Call put ratio 2.9 calls to 1 put with focus on May 290 calls. ​

Tesla (TSLA) April weekly call option implied volatility is at 112, May is at 62; compared to its 52-week range of 38 to 86 into the expected release of release of EPS after the bell on April 24.​

Xilinx (XLNX) April weekly call option implied volatility is at 110, May is at 48; compared to its 52-week range of 21 to 53 into the expected release of release of EPS after the bell on April 24.​

3M (MMM) April weekly call option implied volatility is at 44, May is at 22; compared to its 52-week range of 16 to 35 into the expected release of release of EPS before the bell on April 25.​

Amazon (AMZN) April weekly call option implied volatility is at 57, May is at 29; compared to its 52-week range of 18 to 54 into the expected release of release of EPS after the bell on April 25. Call put ratio 1 to 1.​

Intel (INTC) April weekly call option implied volatility is at 54, May is at 30; compared to its 52-week range of 19 to 45 into the expected release of release of EPS after the bell on April 25.​

Starbucks (SBUX) April weekly call option implied volatility is at 58, May is at 25; compared to its 52-week range of 15 to 38 into the expected release of release of EPS after the bell on April 25.​
​
Lululemon (LULU) April weekly call option implied volatility is at 48, May is at 29; compared to its 52-week range of 24 to 63 into a company hosted analyst day on April 24.​
​
United States Oil Fund (USO) April weekly call option implied volatility is at 25, April is at 24; compared to its 52-week range of 22 to 62 as WTI crude trades above $66.​
​
Roku (ROKU) April weekly call option implied volatility is at 64, May is at 84; compared to its 52-week range of 45 to 102 as shares rally 5%. Call put ratio 4.7 calls to 1 put with focus on April weekly 61 calls.​
​
Increasing unusual option volume: UPLD CVE LL EGO BKS HSY IMMR BBVA BTE​
Increasing unusual call option volume: UPLD IMMR PPC CSIQ AXL CVET KSS WHR SAIL LMT CE BHP​
Increasing unusual put option volume: BKS EGO IAG SNE LL TER HSY BHP UPWK QGEN BBVA FE OMC​
Options with decreasing option implied volatility: GS GME CZR C SCHW DIS APC SKX RAD SNBR TEAM BPT TWTR IBM NFLX URI AA WHR ERIC UAL UNH HAS​
Active options: TWTR QCOM AAPL MSFT CVE NFLX FB SNAP TSLA AMD DIS AMZN KO NVDA BAC T VZ ROKU BA BABA​
​