Mid-session IV Report April 4, 2019​

Mid-session IV Report April 4, 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: W BPT OLED WTW SNAP GRUB DDD FEYE UA UAA DATA FLEX AKAM ATVI TMUS NLSN DB TLRY GLD KMI VZ DB​

Popular stocks with increasing unusual volume: ​ROKU HOME SHOP QCOM DIS
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Tesla (TSLA) April weekly call option implied volatility is at 71, April is at 56; compared to its 52-week range of 38 to 96 as shares sell off 8.7% after reporting sales.​
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Facebook (FB) April weekly call option implied volatility is at 34, April is at 24, May is at 31; compared to its 52-week range of 20 to 53. Call put ratio 2.9 calls to 1 put with focus on April weekly calls as shares rally 2%. ​
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Lyft (LYFT) call put ratio 3.4 calls to 1 put with focus on May 100 calls on the first day of options trading.​
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Shopify (SHOP) April weekly call option implied volatility is at 57, April is at 39; May is at 47; compared to its 52-week range of 36 to 73. Call put ratio 1 call to 4.9 puts with focus on April weekly 202.50 puts as shares sell off 3.3%. Andrew Left’s Citron Research predicted in a new research report that shares of Shopify (SHOP) will trade down to $100 in the next 12 months.​
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At Home Group (HOME) April call option implied volatility is at 64, May is at 45; compared to its 52-week range of 36 to 80. Call put ratio 16 call to 1 put with focus on April 22 calls as shares rally 8%. At Home Group working with BofA to explore sale, Reuters reports.​
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Knowles (KN) April call option implied volatility is at 25, May is at 31; compared to its 52-week range of 25 to 72. April 17.50 and 20 calls are active.​
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Conagra Brands (CAG) April call option implied volatility is at 28, May is at 26; compared to its 52-week range of 18 to 48 into hosting an investor day on April 10th.​
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Bank option implied volatility in March Employment Report​

Goldman Sachs (GS) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 50 ​
Morgan Stanley (MS) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 50​
Zions Bancorp (ZION) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 41​
SunTrust (STI) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 44​
U.S. Bancorp (USB) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 36​
Fifth Third Bancorp (FITB) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 43​
Huntington Bancshares (HBAN) 30-day option implied volatility is at 39; compared to its 52-week range of 17 to 43​
TCF Financial Corp. (TCF) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 45​
American Express (AXP) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 41​
Regions Financial (RF) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 38​
Citizens Financial (CFG) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 45​
Ally Financial (ALLY) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 52​
Northern Trust (NTRS) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 40​
BlackRock (BLK) 30-day option implied volatility is at 20; compared to its 52-week range 16 to 41​
Blackstone Group (BX) 30-day option implied volatility is at 25; compared to its 52-week range 15 to 48​
PNC Financial (PNC) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 43 ​
Bank of America (BAC) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 46 ​
Wells Fargo (WFC) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 45 ​

Increasing unusual option volume: REPH RPM RRGB ENR NYT OMF BPMC VTI COHR HOME​
Increasing unusual call option volume: COHR VTI BWA HOME ZBH SNE ABEO AXTA AMRS HOME KN ​
Increasing unusual put option volume: NVO NYT KEYS AVEO AJRD AMRS OMF JEC SHOP​
Options with decreasing option implied volatility: RH SIG CELG BB ACAD PLAY KMX QCOM LEN KBH TOL ​
Active options: TSLA FB AMD AAPL BAC BA MU DIS CZR NVDA BABA NFLX ROKU AMZN MSFT SQ TWTR JD T QCOM​
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