Mid-session IV Report April 25, 2019

Mid-session IV Report April 25, 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: ZEN NVDA MAT NOK AMZN WDC IMMR FL JWN KSS XOM SBUX URBN LB LOW TGT INTC SBUX​ MAT

Popular stocks with increasing unusual volume: AMD T MU OXY DIS FCX MRVL XLNX​
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Amazon (AMZN) April weekly call option implied volatility is at 87, May is at 29; compared to its 52-week range of 18 to 54 into the expected release of release of EPS today after the bell. Call put ratio 1.5 calls to 1 put.​
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Intel (INTC) April weekly call option implied volatility is at 94, May is at 32; compared to its 52-week range of 19 to 45 into the expected release of release of EPS today after the bell. Call put ratio 1.3 calls to 1 put.​
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Starbucks (SBUX) April weekly call option implied volatility is at 85, May is at 25; compared to its 52-week range of 15 to 38 into the expected release of release of EPS today after the bell. Call put ratio 2.7 calls to 1 put with focus on April weekly 77 calls. ​
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Boyd Gaming (BYD) May call option implied volatility is at 37, June is at 31; compared to its 52-week range of 27 to 65 into the expected release of release of EPS today after the bell. Call put ratio 6.3 calls to 1 put. ​
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Columbia Sportswear (COLM) April weekly call option implied volatility is at 39, May is at 28; compared to its 52-week range of 20 to 41 into the expected release of release of EPS today after the bell. Call put ratio 14 calls to 1 put. ​
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Cypress Semiconductor (CY) May call option implied volatility is at 38, June is at 33; compared to its 52-week range of 26 to 59 into the expected release of release of EPS today after the bell. Call put ratio 3.5 calls to 1 put.​
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Discover Financial (DFS) April weekly call option implied volatility is at 63, May is at 29; compared to its 52-week range of 17 to 43 into the expected release of release of EPS today after the bell. Call put ratio 5.4 calls to 1 put.​
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eHealth (EHTH) May call option implied volatility is at 83, June is at 68; compared to its 52-week range of 35 to 96 into the expected release of release of EPS today after the bell. ​
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Illumina (ILMN) April weekly call option implied volatility is at 98, May is at 38; compared to its 52-week range of 21 to 58 into the expected release of release of EPS today after the bell. ​
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Juniper (JNPR) April weekly call option implied volatility is at 165, May is at 43; compared to its 52-week range of 20 to 56 into the expected release of release of EPS today after the bell. Call put ratio 2.2 calls to 1 put with focus on April weekly calls and puts.​
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Mattel (MAT) April weekly call option implied volatility is at 265, May is at 71; compared to its 52-week range of 33 to 75 into the expected release of release of EPS today after the bell. Call put ratio 1.9 calls to 1 put.​
Shutterfly (SFLY) May call option implied volatility is at 62, June is at 45; compared to its 52-week range of 24 to 80 into the expected release of EPS today after the bell. Call put ratio 1 call to 4.6 puts.​

American Airlines (AAL) April weekly call option implied volatility is at 102, May is at 40; compared to its 52-week range of 28 to 65 into the expected release of release of EPS before the bell on April 26. Call put ratio 3.2 calls to 1 put.​
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Aon (AON) April weekly call option implied volatility is at 23, May is at 18; compared to its 52-week range of 13 to 32 into the expected release of release of EPS before the bell on April 26. Call put ratio 1.2 calls to 1 put.​
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Archer Daniel Midland (ADM) April weekly call option implied volatility is at 73, May is at 22; 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 34, June is at 29; compared to its 52-week range of 26 to 44 into the expected release of release of EPS before the bell on April 26. Call put ratio 2.4 calls to 1 put. ​
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Exxon Mobil (XOM) April weekly call option implied volatility is at 45, May is at 20; compared to its 52-week range of 13 to 39 into the expected release of release of EPS before the bell on April 26.​

Advanced Micro Devices (AMD) May weekly call option implied volatility is at 71, May is at 72; compared to its 52-week range of 37 to 96 into the expected release of release of EPS after the bell on April 30.

Amgen (AMGN) May weekly call option implied volatility is at 31, May is at 27; compared to its 52-week range of 15 to 39 into the expected release of release of EPS after the bell on April 30.​

Apple (AAPL) May weekly call option implied volatility is at 30, May is at 29; compared to its 52-week range of 16 to 46 into the expected release of release of EPS after the bell on April 30.​
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Zoom Video (ZM) May call option implied volatility at 68, June is at 66. ​
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Pinterest (PINS) May call option implied volatility is at 67, June is at 62.​
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Lyft (LYFT) April weekly call option implied volatility is at 77, May is at 60; compared to its three-week range of 49 to 78 as shares trade below $57. Call put ratio 1.5 calls to 1 put. ​

Tradeweb Markets (TW) May call option implied volatility is at 54, June is at 43; compared to its 3-week range of 45 to 59.​
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Salesforce (CRM) call put ratio 3.2 calls to 1 put with focus on April weekly 162.50 calls after Microsoft (MSFT) EPS​

Increasing unusual option volume: RRD RSG TUR CARA SAFM OXY EMB XLC PFPT CNSL FTK MFC ROL MBI​

Increasing unusual call option volume: XLC CARA PFPT FBHS OXY MBI IMMR TIVO FXU CPB​

Increasing unusual put option volume: TUR LKQ CARA MAS PTC EMB CNSL SWN MMM YPF BEAT SNV UPS CL OXY​

Options with decreasing option implied volatility: RAD AMRS SKX SNBR SNAP TGTX TWTR IRBT TEAM TER SIX HAS ALGN GS C APC SCHW APHA DIS ​

Active options: FB TSLA MSFT AAPL AMD T TWTR MU SNAP OXY NVDA DIS NFLX FCX QCOM APC BAC AMZN MRVL XLNX​​

Popular stocks with increasing unusual volume: AMD T MU OXY DIS FCX MRVL XLNX​
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