Mid-session IV Report April 30, 2019

Mid-session IV Report April 30, 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: CVS QCOM S KHC CPRI GPS DKS CIEN ULTA BURL DG AAPL AMD AMGN ​

Popular stocks with increasing unusual volume: FEYE CREE GOOGL GOOG OXY CVX RIG ​
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Caterpillar (CAT) May weekly call option implied volatility is at 33, May is at 25; compared to its 52-week range of 20 to 50 into a company hosted investor meeting on May 2. Call put ratio 2.2 calls to 1 put with focus on May weekly 145 calls. ​
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Facebook (FB) May weekly call option implied volatility is at 26, May is at 24; compared to its 52-week range of 19 to 54 into annual F8 Developers Conference. Call put ratio 3.4 calls to 1 put with focus on May 200 calls. ​
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Advanced Micro Devices (AMD) May weekly call option implied volatility is at 143, May is at 76; compared to its 52-week range of 37 to 96 into the expected release of release of EPS today after the bell. Call put ratio 1.1 calls to 1 put with focus on May weekly 27.50 calls. ​

Amgen (AMGN) May weekly call option implied volatility is at 47, May is at 31; compared to its 52-week range of 15 to 39 into the expected release of release of EPS today after the bell. Call put ratio 1 call to 1.5 puts.​

Apple (AAPL) May weekly call option implied volatility is at 68, May is at 35; compared to its 52-week range of 16 to 46 into the expected release of release of EPS today after the bell. Call put ratio 1 call to 1.1 puts.​
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Devon Energy (DVN) May weekly call option implied volatility is at 79, May is at 48; compared to its 52-week range of into the expected release of release of EPS today after the bell on April 30. Call put ratio 2.3 calls to 1 put. ​
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FireEye (FEYE) May weekly call option implied volatility is at 123, May is at 61; compared to its 52-week range of into the expected release of release of EPS today after the bell.​

Mondelez (MDLZ) May weekly call option implied volatility is at 48, May is at 24; compared to its 52-week range of 15 to 29 into the expected release of release of EPS today after the bell.​

Twilio (TWLO) May weekly call option implied volatility is at 140, May is at 72; compared to its 52-week range of 38 to 91 into the expected release of release of EPS today after the bell.​

Wynn Resorts (WYNN) May weekly call option implied volatility is at 52, May is at 44; compared to its 52-week range of 25 to 72 into the expected release of release of EPS​
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Apache (APA) May weekly call option implied volatility is at 65, May is at 43; compared to its 52-week range of 29 to 63 into the expected release of release of EPS after the bell on May 1.​
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Avis Budget (CAR) May call option implied volatility is at 70, June is at 52; compared to its 52-week range of 34 to 83 into the expected release of release of EPS after the bell on May 1.​
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Caesars Entertainment (CZR) May weekly call option implied volatility is at 79, May is at 53; compared to its 52-week range of 34 to 83 into the expected release of release of EPS today the bell on May 1.​

CDW Corporation (CDW) May call option implied volatility is at 34, June is at 25; compared to its 52-week range of 16 to 45 into the expected release of release of EPS after the bell on May 1.​

CME Group (CME) May weekly call option implied volatility is at 31, May is at 21; compared to its 52-week range of 15 to 35 into the expected release of release of EPS after the bell on May 1.​

Cree (CREE) May weekly call option implied volatility is at 100, May is at 54; compared to its 52-week range of 29 to 62 into the expected release of release of EPS after the bell on May 1.​
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CVS Health (CVS) May weekly call option implied volatility is at 69, May is at 39; compared to its 52-week range of 21 to 41 into the expected release of release of EPS before the bell on May 1. Call put ratio 3.6 calls to 1 put.​

Humana (HUM) May weekly call option implied volatility is at 51, May is at 34; compared to its 52-week range of 15 to 36 into the expected release of release of EPS after the bell on May 1.​

Hyatt (H) May call option implied volatility is at 24, June is at ; compared to its 52-week range of 21 to 41 into the expected release of release of EPS after the bell on May 1.​

Madison Square Garden (MSG) May call option implied volatility is at 21, June is at 20; compared to its 52-week range of 17 to 42 into the expected release of release of EPS after the bell on May 1.​

Marathon Oil (MRO) May weekly call option implied volatility is at 85, May is at 47; compared to its 52-week range of 17 to 53 into the expected release of release of EPS after the bell on May 1. Call put ratio 7 calls to 1 put.​

Eventbrite (EB) May call option implied volatility is at 77, June is at 56; compared to its 52-week range of 54 to 102 into the expected release of release of EPS after the bell on May 1.​

Extreme Networks (EXTR) May call option implied volatility is at 70, June is at 46; compared to its 52-week range of 38 to 94 into the expected release of release of EPS after the bell on May 1.​

Fitbit (FIT) May weekly call option implied volatility is at 148, May is at 77; compared to its 52-week range of 38 to 94 into the expected release of release of EPS after the bell on May 1.​

GlaxoSmithKline (GSK) May weekly call option implied volatility is at 24, May is at 15; compared to its 52-week range of 14 to 30 into the expected release of release of EPS on May 1.​

MetLife (MET) May weekly call option implied volatility is at 41, May is at 26; compared to its 52-week range of 18 to 42 into the expected release of release of EPS after the bell on May 1.​

Noble (NE) May weekly call option implied volatility is at 63, May is at 51; compared to its 52-week range of 46 to 94 into the expected release of release of EPS after the bell on May 1.​

Qualcomm (QCOM) May weekly call option implied volatility is at 74, May is at 40; compared to its 52-week range of 19 to 53 into the expected release of release of EPS after the bell on May 1.​

Royal Caribbean Cruises (RCL) May weekly call option implied volatility is at 63, May is at 34; compared to its 52-week range of 22 to 49 into the expected release of release of EPS after the bell on May 1.​

Sprint (S) May weekly call option implied volatility is at 77, May is at 70; compared to its 52-week range of 24 to 111 into the expected release of release of EPS after the bell on May 1.​
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Suncor (SU) May weekly call option implied volatility is at 35, May is at 27; compared to its 52-week range of 19 to 41 into the expected release of release of EPS after the bell on May 1.​

The Carlyle Group (CG) May call option implied volatility is at 32, June is at 27; compared to its 52-week range of 21 to 54 into the expected release of release of EPS after the bell on May 1.​
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Clorox (CLX) May call option implied volatility is at 25, June is at 20; compared to its 52-week range of 17 to 34 into the expected release of release of EPS after the bell on May 1.​

Kraft Heinz (KHC) May call option implied volatility is at 33, June is at 35; compared to its 52-week range of 19 to 45 into the expected release of release of EPS after the bell on May 1.​

U.S. Silica (SLCA) May call option implied volatility is at 61, June is at 51; compared to its 52-week range of 36 to 85 into the expected release of release of EPS before the bell on May 1.​

Dell, Inc. (DELL) May call option implied volatility is at 28, June is at 31; compared to its 52-week range of 28 to 44; compared to its 52-week range of 28 to 44 into Dell Technologies World 2019, April 29-May 2 in Las Vegas, NV. Call put ratio 4.5 calls to 1 put with focus on May 65 calls. ​

Increasing unusual option volume: CAI GWR EXR PETQ CNX ODFL LL BRKS CAL CGNX DFRG CAL DBD​
Increasing unusual call option volume: CAL LDOS MLM WWE BRKS PENN NBRV PTCT TV PRGO DBD ​
Increasing unusual put option volume: CNX ODFL LL DFRG DBD VIPS RSX​
Options with decreasing option implied volatility: GS C SCHW DIS APC AMRN GOOG GOOGL​
Active options: AAPL GE BAC FB DIS AMD MSFT TWTR TSLA GOOGL AMZN BABA QCOM INTC JD OXY GOOG CVX NVDA RIG​
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