Daily IV Report
Mid-session IV Report April 3, 2019
Mid-session IV Report April 3, 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. Options with increasing option implied volatility: TMUS NLSN DB HSBC […]
Mid-session IV Report April 3, 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.
Options with increasing option implied volatility: TMUS NLSN DB HSBC TLRY GLD KMI VZ WTW W GRUB CAH HLF OELD RIG UAA SHAK CREE GRMN
Popular stocks with increasing unusual volume: AAL SNAP GME QCOM
Constellation Brands (STZ) April weekly call option implied volatility is at 88, April is at 37; compared to its 52-week range of 15 to 44 into the expected release of EPS before the bell on April 4.
Duluth Holdings (DLTH) April call option implied volatility is at 88, May is at 54; compared to its 52-week range of 34 to 77 into the expected release of EPS after the bell on April 4. Call put ratio 2.9 calls to 1 put with focus on April calls.
Pharmaceutical option implied volatility is low, key house lawmakers reach deal to advanced drug pricing bill, The Hill says.
AstraZeneca (AZN) April weekly call option implied volatility is at 22, April is at 20, May is at 21; compared to its 52-week range of 17 to 31.
Bristol-Myers (BMY) April weekly call option implied volatility is at 25, April is at 25, May is at 26; compared to its 52-week range of 17 to 44
Eli Lilly (LLY) April weekly call option implied volatility is at 21, April is at 19, May is at 20; compared to its 52-week range of 15 to 31
GlaxoSmithKline (GSK) April weekly call option implied volatility is at 12, April is at 13, May is at 13; compared to its 52-week range of 14 to 30
Johnson & Johnson (JNJ) April weekly call option implied volatility is at 15, April is at 17, May is at 15; compared to its 52-week range of 12 to 34
Merck (MRK) April weekly call option implied volatility is at 14, April is at 14, May is at 15; compared to its 52-week range of 14 to 30
Novartis (NVS) April call option implied volatility is at 16, May is at 17; compared to its 52-week range of 13 to 24
Sanofi (SNY) April call option implied volatility is at 16, May is at 17; compared to its 52-week range of 15 to 33
Teva Pharma (TEVA) April weekly call option implied volatility is at 42, April is at 36, May is at 44; compared to its 52-week range of 28 to 66
AbbVie (ABBV) April weekly call option implied volatility is at 23, April is at 21, May is at 24; compared to its 52-week range of 20 to 47.
Pfizer (PFE) April weekly call option implied volatility is at 15, April is at 16, May is at 17; compared to its 52-week range of 12 to 34.
Alphabet (GOOG) April weekly call option implied volatility is at 17, April is at 18, May is at 23; compared to its 52-week range of 17 to 41.
Carvana Co. (CVNA) April call option implied volatility is at 59, May is at 65; compared to its 52-week range of 49 to 110.
Increasing unusual option volume: XEO SYNA PLAY INFO DIOD GD CHKP AME ZYNE
Increasing unusual call option volume: DXJ PLAY RLGY VC SIG MCHP ZYNE AYI AKBA SOXX
Increasing unusual put option volume: SYNA HIMX CHKP ASHR GME PLAY JCI AMT PENN UBNT
Options with decreasing option implied volatility: QCOM LEN KBH DHI TOL DB PAYX COTY RH GME PLAY SIG CELG LULU FIVE
Active options: AMD AAPL FB NVDA MU BABA BAC TSLA SNAP NFLX AMZN BA GE INTC AAL TWTR F GME MSFT QCOM