Mid-session IV Report April 28, 2020

Mid-session IV Report April 28, 2020

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: AMD QCOM MSFT FB AKAM GOOG GOOGL FEYE TSLA

Popular options with increasing volume: INO GOOGL GOOG FB AAPL AMZN AAL AMD AKAM SBUX

Advanced Micro Devices (AMD) May weekly call option implied volatility is at 115, May is at 66; compared to its 52-week range of 35 to 116 into the expected release of quarter results today after the bell. Call put ratio 5.9 calls to 1 put.

Akamai Technologies (AKAM) May weekly call option implied volatility is at 74, May is at 46; compared to its 52-week range of 20 to 70 into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to 1 put.

Alphabet (GOOGL) May weekly call option implied volatility is at 71, May is at 42; compared to its 52-week range of 15 to 75 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

FireEye (FEYE) May weekly call option implied volatility is at 129, May is at 75; compared to its 52-week range of 31 to 149 into the expected release of quarter results today after the bell. Call put ratio 24 calls to 1 put.

Ford Motor (F) May weekly call option implied volatility is at 101, May is at 78; compared to its 52-week range of 20 to 194 into the expected release of quarter results today. Call put ratio 2 calls to 1 put.

iRobot (IRBT) May weekly call option implied volatility is at 148, May is at 90; compared to its 52-week range of 36 to 121 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Starbucks (SBUX) May weekly call option implied volatility is at 74, May is at 49; compared to its 52-week range of 15 to 109 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Boeing (BA) May weekly option implied volatility is at 112, May is at 86; compared to its 52-week range of 22 to 221 into the expected release of quarter results after the bell on April 29. Call put ratio 1.4 calls to 1 put.

eBay (EBAY) May weekly option implied volatility is at 89, May is at 48; compared to its 52-week range of 19 to 73 into the expected release of quarter results after the bell on April 29. Call put ratio 3 calls to 1 put.

Facebook (FB) May weekly option implied volatility is at 89, May is at 52; compared to its 52-week range of 21 to 82 into the expected release of quarter results after the bell on April 29.

Microsoft (MSFT) May weekly option implied volatility is at 66, May is at 41; compared to its 52-week range of 15 to 90 into the expected release of quarter results after the bell on April 29. Call put ratio 2.3 calls to 1 put.

Qualcomm (QCOM) May weekly option implied volatility is at 75, May is at 55; compared to its 52-week range of 25 to 85 into the expected release of quarter results after the bell on April 29.

Teladoc Health (TDOC) May weekly option implied volatility is at 116, May is at 81; compared to its 52-week range of 37 to 109 into the expected release of quarter results after the bell on April 29.

Tesla (TSLA) May weekly option implied volatility is at 155, May is at 95; compared to its 52-week range of 34 to 123 into the expected release of quarter results after the bell on April 29.

Increasing unusual option volume: NAT TNP SAN GNC HOG
Increasing unusual call option volume: NAT TNP SAN TPX
Increasing unusual put option volume: NAT EGO SABR HOG FFIV
Options with decreasing option implied volatility: PEP DHR MMM SCO FAZ SNAP CZR OXY UA WWE HOG
Active options: BAC AMD NAT AAPL M TSLA DIS NFLX BA CCL F MSFT BBBY DAL MU GE JPM SDC C AAL