Mid-session IV Report April 29, 2020

Mid-session IV Report April 29, 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: MSFT AMZN FB AAPL WHR TSLA

Popular options with increasing volume: UBER GE GILD AAL LUV ZM DAL

Facebook (FB) May weekly call option implied volatility is at 94, May is at 45; compared to its 52-week range of 21 to 82. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on April 29.

eBay (EBAY) May weekly option implied volatility is at 100, May is at 46; compared to its 52-week range of 19 to 73 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.

Microsoft (MSFT) May weekly option implied volatility is at 71, May is at 41; compared to its 52-week range of 15 to 90 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Qualcomm (QCOM) May weekly option implied volatility is at 82, May is at 50; compared to its 52-week range of 25 to 85 into the expected release of quarter results today after the bell.

Teladoc Health (TDOC) May weekly option implied volatility is at 120, May is at 76; compared to its 52-week range of 37 to 109 into the expected release of quarter results today after the bell.

Tesla (TSLA) May weekly option implied volatility is at 167, May is at 92; compared to its 52-week range of 34 to 123 into the expected release of quarter results today after the bell.

Gilead Science (GILD) May weekly option implied volatility is at 94, May is at 68; compared to its 52-week range of 18 to 108 into the expected release of quarter results after the bell on April 30. Call put ratio 3 calls to 1 put.

Apple (AAPL) May weekly call option implied volatility is at 68, May is at 39; compared to its 52-week range of 18 to 90 into the expected release of quarter results after the bell on April 30. Call put ratio 1.2 calls to 1 put.

Amazon (AMZN) May weekly option implied volatility is at 97, May is at 49; compared to its 52-week range of 16 to 69 into the expected release of quarter results after the bell on April 30. Call put ratio 2.1 calls to 1 put.

Amgen (AMGN) May weekly option implied volatility is at 57, May is at 24; compared to its 52-week range of 17 to 82 into the expected release of quarter results after the bell on April 30.

Cheniere Energy (LNG) May weekly option implied volatility is at 75, May is at 51; compared to its 52-week range of 21 to 126 into the expected release of quarter results before the bell on April 30. Call put ratio 3 calls to 1 put.

Cigna (CI) May weekly option implied volatility is at 63, May is at 38; compared to its 52-week range of 23 to 99 into the expected release of quarter results before the bell on April 30. Call put ratio 13 calls to 1 put .

Columbia Sportswear (COLM) May option implied volatility is at 32, June is at 30; compared to its 52-week range of 20 to 88 into the expected release of quarter results after the bell on April 30. Call put ratio 3 calls to 1.

Comcast (CMCSA) May weekly option implied volatility is at 69, May is at 39; compared to its 52-week range of 16 to 89 into the expected release of quarter results before the bell on April 30. Call put ratio 1 call to 2.3 puts.

Concho Resources (CXO) May weekly option implied volatility is at 80, May is at 64; compared to its 52-week range of 30 to 149 into the expected release of quarter results after the bell on April 30.

Conoco Philips (COP) May weekly option implied volatility is at 77, May is at 55; compared to its 52-week range of 31 to 151 into the expected release of quarter results before the bell on April 30. Call put ratio 1.5 calls to 1 put.

Dunkin Brands (DNKN) May option implied volatility is at 47, June is at 40; compared to its 52-week range of 17 to 127 into the expected release of quarter results before the bell on April 30. Call put ratio 1.6 calls to 1 put.

Expedia (EXPE) May weekly option implied volatility is at 75, May is at 70; compared to its 52-week range of 19 to 252 into the expected release of quarter results on April 30. Call put ratio 1.8 calls to 1 put.

Generac (GNRC) May option implied volatility is at 47, June is at 39; compared to its 52-week range of 23 to 100 into the expected release of quarter results before the bell on April 30. Call put ratio 4.5 calls to 1 put.

Intercontinental Exchange (ICE) May option implied volatility is at 33, June is at 27; compared to its 52-week range of 14 to 94 into the expected release of quarter results before the bell on April 30. Call put ratio 6.6 calls to 1 put.

Kellogg (K) May option implied volatility is at 39, June is at 31; compared to its 52-week range of 16 to 64 into the expected release of quarter results before the bell on April 30. Call put ratio 3 calls to 1 put.

Live Nation (LYV) May option implied volatility is at 85, June is at 84; compared to its 52-week range of 21 to 198 into the expected release of quarter results on April 30. Call put ratio 1 call to 1.7 puts.

McDonalds (MCD) May weekly option implied volatility is at 55, May is at 34; compared to its 52-week range of 12 to 98 into the expected release of quarter results before the bell on April 30. Call put ratio 1.7 calls to 1 put.

MGM Resorts (MGM) May weekly option implied volatility is at 147, May is at 88; compared to its 52-week range of 20 to 337 into the expected release of quarter results after the bell on April 30. Call put ratio 1 call to 1 put.

Monster Beverage (MNST) May weekly option implied volatility is at 28, May is at 41; compared to its 52-week range of 17 to 84 into the expected release of quarter results on April 30. Call put ratio 2.3 calls to 1 put.

Royal Dutch Shell (RDS/B) May option implied volatility is at 33, June is at 30; compared to its 52-week range of 13 to 112 into the expected release of quarter results before the bell on April 30.

Seritage Growth Properties (SRG) May option implied volatility is at 95, June is at 73; compared to its 52-week range of 19 to 302 into the expected release of quarter results on April 30. Call put ratio 1.8 calls to 1 put.

Six Flags Entertainment (SIX) May weekly option implied volatility is at 112, June is at 100; compared to its 52-week range of 22 to 264 into the expected release of quarter results on April 30. Call put ratio 2.4 calls to 1 put.

Kraft Heinz (KHC) May weekly option implied volatility is at 112, May is at 40; compared to its 52-week range of 20 to 89 into the expected release of quarter results before the bell on April 30. Call put ratio 3.7 calls to 1 put.

Stanley Black & Decker (SWK) May weekly option implied volatility is at 99 May is at 55; compared to its 52-week range of 21 to 128 into the expected release of quarter results before the bell on April 30. Call put ratio 1.1 calls to 1 put.

Twitter (TWTR) May weekly option implied volatility is at 159, May is at 73; compared to its 52-week range of 26 to 125 into the expected release of quarter results before the bell on April 30. Call put ratio 2.1 calls to 1 put.

Total (TOT) May option implied volatility is at 43, June is at 26; compared to its 52-week range of 14 to 123 into the expected release of quarter results on April 30. Call put ratio 1 call to 1.7 puts.

United States Steel (X) May weekly option implied volatility is at 158, May is at 88; compared to its 52-week range of 45 to 174 into the expected release of quarter results after the bell on April 30. Call put ratio 7.8 calls to 1 put.

Visa (V) May weekly option implied volatility is at 57, May is at 33; compared to its 52-week range of into the expected release of 15 to 89 into quarter results after the bell on April 30. Call put ratio 2.4 calls to 1 put.

Western Digital (WDC) May weekly option implied volatility is at 110, May is at 64; compared to its 52-week range of 32 to 138 into the expected release of quarter results after the bell on April 30. Call put ratio 2 calls to 1 put.

Whirlpool (WHR) May weekly option implied volatility is at 56, May is at 35; compared to its 52-week range of 23 to 1104 into the expected release of quarter results after the bell on April 30. Call put ratio 1 call to 1.7 puts.

Hertz Global (HTZ) 30-day option implied volatility is at 234; compared to its 52-week range of 40 to 434 after WSJ reports the car rental company prepares for possible bankruptcy after missing lease payment. Call put ratio 1 call to 1.9 puts.

Avis Budget Group (CAR) May call option implied volatility is at 150, June is at 122; compared to its 52-week range of 36 to 320 after WSJ reports Hertz (HTZ) prepares for possible bankruptcy after missing lease payment. Call put ratio 1 call to 1.5 puts.

Increasing unusual option volume: NAT FLEX HBI PSTI AKAM IVR TNP
Increasing unusual call option volume: FLEX NAT EAT MFA IVR LUV AKAM
Increasing unusual put option volume: NAT HBI XLC IVR AKAM ERIC PS TD
Options with decreasing option implied volatility: SCO UCO AVDL FAZ APRN LB CZR SKX HAL UAL GOOGL GOOG F GE
Active options: AMD AAPL FB BAC NIO BA MSFT GE DAL CCL GILD NFLX AAL TSLA NAT LUV ZM UBER DIS F