Mid-session IV Report April 24, 2019

Mid-session IV Report April 24, 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: SBUX MSFT FB CMG TSLA TGT JWN ​

Popular stocks with increasing unusual volume: APC OXY T SAP​
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Chipotle (CMG) April weekly call option implied volatility is at 114, May is at 44; compared to its 52-week range of 23 to 51 into the expected release of release of EPS today after the bell.​
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Facebook (FB) April weekly call option implied volatility is at 95, May is at 36; compared to its 52-week range of 20 to 53 into the expected release of release of EPS today after the bell. ​

Microsoft (Mb) April weekly call option implied volatility is at 55, May is at 24; compared to its 52-week range of 16 to 43 into the expected release of release of EPS today after the bell.​
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Tesla (TSLA) April weekly call option implied volatility is at 125, May is at 62; compared to its 52-week range of 38 to 86 into the expected release of release of EPS today after the bell. Call put ratio 1 call to 1.3 puts.​
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Xilinx (XLNX) April weekly call option implied volatility is at 126, May is at 48; compared to its 52-week range of 21 to 53 into the expected release of release of EPS today after the bell.​

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 66, 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. ​

Intel (INTC) April weekly call option implied volatility is at 67, May is at 31; 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 64, 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.​

AbbVie (ABBV) April weekly call option implied volatility is at 62, May is at 28; compared to its 52-week range of 20 to 46 into the expected release of release of EPS before the bell on April 25.​

Alaska Air (ALK) April weekly call option implied volatility is at 32, May is at 27; compared to its 52-week range of 23 to 46 into the expected release of release of EPS before the bell on April 25.​

Altria (MO) April weekly call option implied volatility is at 27, May is at 22; compared to its 52-week range of 17 to 38 into the expected release of release of EPS before the bell on April 25.​

Baxter (BAX) April weekly call option implied volatility is at 51, May is at 20; compared to its 52-week range of 14 to 32 into the expected release of release of EPS before the bell on April 25. Call put ratio 3.4 calls to 1 put.​

Boyd Gaming (BYD) May call option implied volatility is at 52, June is at 31; compared to its 52-week range of 27 to 65 into the expected release of release of EPS after the bell on April 25.​

Bristol Myers (BMY) April weekly call option implied volatility is at 45, May is at 24; compared to its 52-week range of 17 to 44 into the expected release of release of EPS before the bell on April 25.​

Cleveland-Cliffs (b) April weekly call option implied volatility is at 138, May is at 53; compared to its 52-week range of 39 to 77 into the expected release of release of EPS before the bell on April 25.​

Columbia Sportswear (COLM) April weekly call option implied volatility is at 34, May is at 30; compared to its 52-week range of 20 to 41 into the expected release of release of EPS after the bell on April 25.​

Comcast (CMCSA) April weekly call option implied volatility is at 50, May is at 22; compared to its 52-week range of 18 to 59 into the expected release of release of EPS before the bell on April 25. Call put ratio 6 calls to 1 put.​

Cypress Semiconductor (CY) May call option implied volatility is at 33, June is at 28; compared to its 52-week range of 26 to 59 into the expected release of release of EPS after the bell on April 25.​

Discover Financial (DFS) April weekly call option implied volatility is at 43, May is at 22; compared to its 52-week range of 17 to 43 into the expected release of release of EPS after the bell on April 25.​

eHealth (EHTH) May call option implied volatility is at 77, June is at 67; compared to its 52-week range of 35 to 96 into the expected release of release of EPS after the bell on April 25.​

GNC Holdings (GNC) May call option implied volatility is at 80, June is at 70; compared to its 52-week range of 63 to 139 into the expected release of release of EPS before the bell on April 25.​

GrubHub (GRUB) April weekly call option implied volatility is at 200, May is at 81; compared to its 52-week range of 32 to 79 into the expected release of release of EPS before the bell on April 25.​

Hershey (HSY) April weekly call option implied volatility is at 61, May is at 22; compared to its 52-week range of 15 to 37 into the expected release of release of EPS before the bell on April 25.​

Illinois Tool Works (ITW) April weekly call option implied volatility is at 48, May is at 22; compared to its 52-week range of 17 to 42 into the expected release of release of EPS before the bell on April 25.​

Illumina (ILMN) April weekly call option implied volatility is at 75, May is at 37; compared to its 52-week range of 21 to 58 into the expected release of release of EPS after the bell on April 25.​

Intel (INTC) April weekly call option implied volatility is at 68, May is at 31; compared to its 52-week range of 19 to 45 into the expected release of release of EPS after the bell on April 25.​

Juniper (JNPR) April weekly call option implied volatility is at 93, May is at 34; compared to its 52-week range of 20 to 56 into the expected release of release of EPS after the bell on April 25.​

Mattel (MAT) April weekly call option implied volatility is at 181, May is at 67; compared to its 52-week range of 33 to 75 into the expected release of release of EPS after the bell on April 25.​

Newmont Mining (NEM) April weekly call option implied volatility is at 54, May is at 33; compared to its 52-week range of 18 to 38 into the expected release of release of EPS before the bell on April 25.​

Raytheon (RTN) April weekly call option implied volatility is at 51, May is at 22; compared to its 52-week range of 16 to 42 into expected release of release of EPS before the bell on April 25.​

Southwest Airlines (LUV) April weekly call option implied volatility is at 74, May is at 31; compared to its 52-week range of 20 to 46 into the expected release of release of EPS before the bell on April 25.​

Sonic Automotive (SAH) May call option implied volatility is at 41, June is at 36; compared to its 52-week range of 25 to 61 into the expected release of release of EPS before the bell on April 25.​

Starbucks (SBUX) April weekly call option implied volatility is at 65, May is at 24; compared to its 52-week range of 15 to 38 into the expected release of release of EPS after the bell on April 25.​

Tractor Supply (TSCO) April weekly call option implied volatility is at 64, May is at 34; compared to its 52-week range of 23 to 44 into the expected release of release of EPS before the bell on April 25.​

UPS (UPS) April weekly call option implied volatility is at 62, May is at 23; compared to its 52-week range of 15 to 42 into the expected release of release of EPS before the bell on April 25.​

Waste Management (WM) April weekly call option implied volatility is at 17, May is at 18; compared to its 52-week range of 10 to 27 into the expected release of release of EPS before the bell on April 25.​

World Wrestling (WWE) May call option implied volatility is at 44, June is at 39; compared to its 52-week range of 23 to 56 into the expected release of release of EPS before the bell on April 25.​

Yandex (YNDX) April weekly call option implied volatility is at 87, May is at 42; compared to its 52-week range of 34 to 76 into the expected release of release of EPS before the bell on April 25.​

American Airlines (AAL) April weekly call option implied volatility is at 84, May is at 39; compared to its 52-week range of 28 to 65 into the expected release of release of EPS before the bell on April 26.​

Aon (AON) April weekly call option implied volatility is at 21, May is at 17; compared to its 52-week range of 13 to 32 into the expected release of release of EPS before the bell on April 26.​

Archer Danial Midland (ADM) April weekly call option implied volatility is at 50,
May is at 21; compared to its 52-week range of 15 to 34 into the expected release of release of EPS before the bell on April 26.​

AutoNation (AN) May call option implied volatility is at 33, June is at 30; compared to its 52-week range of 26 to 44 into the expected release of release of EPS before the bell on April 26.​

Exxon Mobil (XOM) April weekly call option implied volatility is at 35, May is at 27; compared to its 52-week range of 13 to 39 into the expected release of release of EPS before the bell on April 26.​
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PG&E Corp. (PCG) April weekly call option implied volatility is at 84, May is at 70; compared to its 52-week range of 28 to 202 after wide pre-market price movement.​
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Anadarko Petroleum (APC) April weekly call option implied volatility is at 37, May at 24; compared to its 52-week range of 27 to 59 after Occidental Petroleum (OXY) makes $76 per share offer. Call put ratio 2 2.2 calls to 1 put. ​

Occidental Petroleum (OXY) April weekly call option implied volatility is at 34, May at 30; compared to its 52-week range of 18 to 45.​

Laredo Petroleum (LPI) 30-day option implied volatility is at 77; compared to its 52-week range of 40 to 96 ​

ConocoPhillips (COP) April weekly call option implied volatility is at 24, May is at 26; compared to its 52-week range of 21 to 48.​

Murphy Oil (MUR) April call option implied volatility is at 36, May is at 33; compared to its 52-week range of 30 to 60.​

Chesapeake Energy (CHK) April weekly call option implied volatility is at 42, May is at 63; compared to its 52-week range of 43 to 116.​

Diamondback Energy (FANG) May call option implied volatility is at 36, June is at 33; compared to its 52-week range of 28 to 63.​
Oasis Petroleum (OAS) May call option implied volatility is at 45, June is at 47; compared to its 52-week range of 39 to 98.​
Marathon Oil (MRO) April call option implied volatility is at 34, May is at 38; compared to its 52-week range of 31 to 67.​
Halliburton (HAL) April call option implied volatility is at 32, May is at 28; compared to its 52-week range of 21 to 57.​
Schlumberger Ltd. (SLB) April call option implied volatility is at 26, May is at 24; compared to its 52-week range of 19 to 55.​

Increasing unusual option volume: AMKR SAP OXY​
Increasing unusual call option volume: SAP OXY APC QCOM​
Increasing unusual put option volume: DXJ IRBT FCX​
Options with decreasing option implied volatility: BA TWTR IRBT NFLX HAS WHR​
Active options: SNAP T AAPL QCOM TWTR FB OXY MSFT BA EBAY APC NFLX NVDA TSLA FCX CAT BAC AMD AMZN TXN​
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