Mid-session IV Report April 3, 2020

Mid-session IV Report April 3, 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: AEO FCAU LK GPS GSX LYV KSS ERX GSX AGNC

Popular options with increasing volume: ZM GILD AAL OXY UBER ZM F

Gilead Sciences (GILD) 30-day option implied volatility is at 89; compared to its 52-week range of 19 to 108 into the expected release of clinical data for Gilead’s anti-viral drug remdesivir for the treatment of COVID-19. Call put ratio 5.1 calls to 1 put with focus on April weekly (9) 80 calls.

Regeneron (REGN) 30-day option implied volatility is at 50; compared to its 52-week range of 25 to 78. Call put ratio 2.9 calls to 1 put with focus on April weekly calls expiring today.

United States Oil Fund (USO) 30-day option implied volatility is at 126; compared to its 52-week range of 22 to 172 into expected OPEC talks. Call put ratio 2.7 calls to 1 put amid shares up 7.5%.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 80; compared to its 52-week range of 16 to 130 into expected OPEC talks. Call put ratio 1 call to 1 put amid shares down 1%.

Option implied volatility for leading tech

Microsoft (MSFT) 30-day option implied volatility is at 51; compared to its 52-week range 15 to 90.

Comcast (CMCSA) 30-day option implied volatility is at 53; compared to its 52-week range 16 to 90.

AT&T (T) 30-day option implied volatility is at 51; compared to its 52-week range 15 to 81. Call put ratio 1 call to 1.4 puts with focus on April and January puts.

Alphabet (GOOG) 30-day option implied volatility is at 49; compared to its 52-week range 14 to 75. Call put ratio 1.5 calls to 1 put with focus on April calls.

Facebook (FB) 30-day option implied volatility is at 58; compared to its 52-week range 21 to 82. Call put ratio 2 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 42; compared to its 52-week range 17 to 69. Call put ratio 1 call to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 63; compared to its 52-week range 27 to 98. Call put ratio 1.3 calls to 1 put.

Alphabet (GOOGL) 30-day option implied volatility is at 50; compared to its 52-week range 14 to 76.

Roku (ROKU) 30-day option implied volatility is at 83; compared to its 52-week range of 50 to 130.

Verizon (VZ) 30-day option implied volatility is at 37; compared to its 52-week range of 12 to 72.

Disney (DIS) 30-day option implied volatility is at 66; compared to its 52-week range of 69 to 103. Call put ratio 1 call to 1.8 puts with focus on April 80 and 90 puts.

ViacomCBS (VIAC) 30-day option implied volatility is at 93; compared to its 52-week range of 21 to 135.

Fast Casual stocks option implied volatility below 52-week highs.

Yum! Brands (YUM) 30-day option implied volatility is at 65; compared to its 52-week range of 14 to 90. Call put ratio 3.8 calls to 1 put with focus on April 72 and 73 calls.

Chipotle (CMG) 30-day option implied volatility is at 79; compared to its 52-week range of 20 to 124. Call put ratio 1 call to 2.8 puts.

McDonalds (MCD) 30-day option implied volatility is at 58; compared to its 52-week range of 13 to 97.

Starbucks (SBUX) 30-day option implied volatility is at 68; compared to its 52-week range of 15 to 109. Call put ratio 1 call to 2.9 puts with focus on April weekly and traditional puts.

Dunkin’ Brands (DNKN) 30-day option implied volatility is at 79; compared to its 52-week range of 17 to 128. Call put ratio 1 call to 5.5 puts with focus on May and June puts.

Shack Shake (SHAK) 30-day option implied volatility is at 111; compared to its 52-week range of 31 to 185. Call put ratio 1.4 calls to 1 put.

Increasing unusual option volume: SAN TIP LADR WYND BBIO LEVI
Increasing unusual call option volume: SAN WYND LADR UCO BBIO LK LB
Increasing unusual put option volume: LEVI EURN GSX UN PFPT
Options with decreasing option implied volatility: NUGT GUSH TLRY AXSM ERX CZR
Active options: TSLA LK AAPL MSFT BA AMD CCL BAC XOM GILD FB NVDA DIS AAL AMZN GE OXY UBER ZM F