Mid-session IV Report April 30, 2020

Mid-session IV Report April 30, 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: AAPL EXPE MGM X WDC DISH XOM AMGN

Popular options with increasing volume: AAL ET BYND CCL GILD GE DIS

Berkshire Hathaway (BRK.B) 30-day call option implied volatility is at 28; compared to its 52-week range of 12 to 79 into annual shareholder meeting. (KO AXP DAL LUV WFC BAC JPM AAPL)

Apple (AAPL) May weekly call option implied volatility is at 90, May is at 40; compared to its 52-week range of 18 to 90 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Amazon (AMZN) May weekly option implied volatility is at 133, May is at 55; compared to its 52-week range of 16 to 69 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.

Amgen (AMGN) May weekly option implied volatility is at 45, May is at 35; compared to its 52-week range of 17 to 82 into the expected release of quarter results today after the bell.

Columbia Sportswear (COLM) May option implied volatility is at 32, June is at 28; compared to its 52-week range of 20 to 88 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1.

Expedia (EXPE) May weekly option implied volatility is at 96, May is at 78; compared to its 52-week range of 19 to 252 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Live Nation (LYV) May option implied volatility is at 88, June is at 85; 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 1.2 puts.

MGM Resorts (MGM) May weekly option implied volatility is at 180, May is at 90; compared to its 52-week range of 20 to 337 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

United States Steel (X) May weekly option implied volatility is at 201, May is at 83; compared to its 52-week range of 45 to 174 into the expected release of quarter results today after the bell. Call put ratio 4.6 calls to 1 put.

Visa (V) May weekly option implied volatility is at 74, May is at 37; compared to its 52-week range of 15 to 89 into the expected release of into quarter results today after the bell. Call put ratio 3.2 calls to 1 put.

Western Digital (WDC) May weekly option implied volatility is at 130, May is at 68; compared to its 52-week range of 32 to 138 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Whirlpool (WHR) May weekly option implied volatility is at 95, May is at 35; compared to its 52-week range of 23 to 1104 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.5 puts.

AbbVie (ABBV) May weekly option implied volatility is at 50, May is at 37; compared to its 52-week range of 19 to 77 into the expected release of quarter results before the bell on May 1.

Aon (AON) May option implied volatility is at 40, June is at 32; compared to its 52-week range of 15 to 96 into the expected release of quarter results before the bell on May 1.

Apollo Global Management (APO) May weekly option implied volatility is at 83, May is at 50; compared to its 52-week range of 22 to 120 into the expected release of quarter results before the bell on May 1. Call put ratio 2.8 calls to 1 put.

Cboe Global Market (CBOE) May weekly option implied volatility is at 59, May is at 25; compared to its 52-week range of 18 to 63 into the expected release of quarter results before the bell on May 1. Call put ratio 3.4 calls to 1 put.

Charter Communications (CHTR) May weekly option implied volatility is at 80, May is at 41; compared to its 52-week range of 16 to 58 into the expected release of quarter results before the bell on May 1. Call put ratio calls 1.3 calls to 1 put.

Chevron (CVX) May weekly option implied volatility is at 87, May is at 43; compared to its 52-week range of 15 to 112 into the expected release of quarter results before the bell on May 1. Call put ratio 1.3 calls to 1 put.

Clorox (CLX) May weekly option implied volatility is at 95, May is at 39; compared to its 52-week range of into the expected release of quarter results before the bell on May 1. Call put ratio 3.5 calls to 1 put.

Colgate-Palmolive (CL) May weekly option implied volatility is at 62, May is at 33; compared to its 52-week range of 15 to 80 into the expected release of quarter results before the bell on May 1.

DISH Network (DISH) May weekly option implied volatility is at 95, May is at 56; compared to its 52-week range of 30 to 116 into the expected release of quarter results before the bell on May 1. Call put ratio 2.5 calls to 1 put.

Estee Lauder (EL) May weekly option implied volatility is at 48, May is at 38; compared to its 52-week range of 18 to 100 into the expected release of quarter results before the bell on May 1. Call put ratio 1 call to 2.5 puts.

Exxon Mobil (XOM) May weekly option implied volatility is at 65, May is at 44; compared to its 52-week range of 16 to 111. Call put ratio 1.4 calls to 1 put.

Honeywell (HON) May weekly option implied volatility is at 70, May is at 40; compared to its 52-week range of 14 to 103 into the expected release of quarter results before the bell on May 1. Call put ratio 3.5 calls to 1 put.

Phillips 66 (PSX) May weekly option implied volatility is at 87, May is at 55; compared to its 52-week range of 17 to 118 into the expected release of quarter results before the bell on May 1. Call put ratio 2.2 calls to 1 put.

Increasing unusual option volume: EXPR BNO NEP NAT LLNW SM TXMD CPE
Increasing unusual call option volume: LLNW UA NAT TXMD SM CPE
Increasing unusual put option volume: EURN NAT FRO EMB HOG AMLP
Options with decreasing option implied volatility: QCOM CREE MSFT GOOG FB MSFT AVDL OSTK SCO UCO APRN USO FAS
Active options: FB MSFT TSLA AAP AAL BA TWTR AMD ET ZM DAL NFLX BYND BAC CCL SDC GILD AMZN GE