Mid-session IV Report April 26, 2019

Mid-session IV Report April 26, 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: QQQ WDC CTRP NVDA EA WW FL BBY NTAP ADSK URBN JWN KSS TOL HD​

Popular stocks with increasing unusual volume: DIS WMT CGC QCOM F​
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Apple (AAPL) May weekly call option implied volatility is at 42, May is at 31; 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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Advanced Micro Devices (AMD) May weekly call option implied volatility is at 104, May is at 73; compared to its 52-week range of 37 to 96 into the expected release of release of EPS after the bell on April 30.​
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Amgen (AMGN) May weekly call option implied volatility is at 33, May is at 28; compared to its 52-week range of 15 to 39 into the expected release of release of EPS after the bell on April 30.​
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Lyft (LYFT) May weekly call option implied volatility is at 54, May is at 74; compared to its three-week range of 49 to 78 into Uber IPO road show. Call put ratio 1 call to 1.3 puts. ​
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Zoom Video (ZM) May call option implied volatility at 69, June is at 70. ​
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Pinterest (PINS) May call option implied volatility is at 85, June is at 77. Call put ratio 2 calls to 1 put with focus on May 30 calls. ​
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Tradeweb Markets (TW) May call option implied volatility is at 54, June is at 44; compared to its 3-week range of 45 to 59.​
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AKS Steele (AKS) May weekly call option implied volatility is at 90, May is at 66; compared to its 52-week range of 40 to 95 into the expected release of release of EPS after the bell on April 29. Call put ratio 2 calls to 1 put with focus on May weekly 2.5 and 3 calls.​

Alphabet (GOOGL) May weekly call option implied volatility is at 35, May is at 27; compared to its 52-week range of 18 to 42 into the expected release of release of EPS after the bell on April 29.​

Altaba (AABA) May weekly call option implied volatility is at 20, May is at 19; compared to its 52-week range of 21 to 48 into the expected release of release of EPS before the bell on April 29.​

Chegg (CHGG) May call option implied volatility is at 56, June is at 45; compared to its 52-week range of 32 to 91 into the expected release of release of EPS after the bell on April 29.​

Continental Resources (CLR) May weekly call option implied volatility is at 52, May is at 43; compared to its 52-week range of 29 to 69 into the expected release of release of EPS before the bell on April 29. ​

Ethan Allen (ETH) May call option implied volatility is at 33, June is at 29; compared to its 52-week range of 27 to 53 into the expected release of release of EPS after the bell on April 29.​

MGM Resorts (MGM) May weekly call option implied volatility is at 47, May is at 33; compared to its 52-week range of 24 to 58 into the expected release of release of EPS after the bell on April 29. Call put ratio 3.2 calls to 1 put with focus on May weekly 28 puts.​

ON Semiconductor (ON) May call option implied volatility is at 45, June is at 39; compared to its 52-week range of 31 to 61 into the expected release of release of EPS before the bell on April 29. Call put ratio 1 call to 4.4 puts with focus on May 22 and June 20 puts. ​

Sohu (SOHU) May call option implied volatility is at 58, June is at 51; compared to its 52-week range of 41 to 96 into the expected release of release of EPS before the bell on April 29.​

Sogou (SOGO) May call option implied volatility is at 58, June is at 57; compared to its 52-week range of 42 to 113 into the expected release of release of EPS before the bell on April 29.​

Spotify (SPOT) May weekly call option implied volatility is at 68, May is at 51; compared to its 52-week range of 31 to 68 into the expected release of release of EPS before the bell on April 29.​

Texas Roadhouse (TXRH) May call option implied volatility is at 35, June is at 28; compared to its 52-week range of 22 to 48 into the expected release of release of EPS after the bell on April 29.​

Western Digital (WDC) May weekly call option implied volatility is at 81, May is at 61; compared to its 52-week range of 25 to 73 into the expected release of release of EPS after the bell on April 29.​

Yum China (YUMC) May call option implied volatility is at 39, June is at 32; compared to its 52-week range of 23 to 56 into the expected release of release of EPS after the bell on April 30.​
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Charles Schwab (SCHW) option implied volatility low into hosting a 2019 Spring Business Update ​

Ford Motor (F) May weekly call option implied volatility is at 32, May is at 25; compared to its 52-week range of 19 to 54 as shares rally 10% on EPS and outlook. Call put ratio 1.9 calls to 1 put. ​

Increasing unusual option volume: KN SLR STAY SFLY F CERN BAC OXY GRUB JNPR​
Increasing unusual call option volume: STAY SNN AMPE PENN ZBH SFLY SAGE ​
Increasing unusual put option volume: WBT DLR AMJ SFLY OAS CERN GLNG CRC SNE TIVO ​
Options with decreasing option implied volatility: GS C CZR APC SCHW APHA DIS INTC SBUX AMZN RAD SNAP GRUB IRBT​
Active options: F FB AAPL AMZN INTC TSLA NVDA AMD MSFT MU DIS SBUX GE WMT BABA BAC NFLX BA CGC QCOM​
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