Mid-session IV Report April 5, 2019

Mid-session IV Report April 5, 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: KPTI BPT AXDX OLED W WTW SNAP GRUB TMUS NLSN DB HSBC TLRY GLD CGC KMI DB VZ​

Popular stocks with increasing unusual volume: DIS LYFT ​HES
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Lyft (LYFT) 30 day option implied volatility is at 56. Call put ratio 2.8 calls to 1 put with focus on April weekly 73 and May 80 calls. LYFT is recently up 4% to $75 after Citron advises against shorting the stock and Daiwa initiated with a Buy.​
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Tesla (TSLA) April weekly call option implied volatility is at 54, April is at 47, May is at 47; compared to its 52-week range of 38 to 86 into Autonomy Investor Day on April 22. Call put ratio 1 call to 1.2 puts with focus on April 270 puts as shares rally 2%​
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Levi Strauss (LEVI) 30 day option implied volatility is at 48; compared to its 3-week range of 48 to 53 into the expected release of EPS after the bell on April 9. Call put ratio 8.2 calls to 1 put with focus on April 22 and 23 calls. ​
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Delta (DAL) April weekly call option implied volatility is at 34, April is at 30; compared to its 52-week range of 20 to 46 into the expected release of EPS before the bell on April 10. Call put ratio 3 calls to 1 put with focus on April weekly 58 calls. ​

Bed Bath & Beyond (BBBY) April weekly call option implied volatility is at 107, April is at 88; compared to its 52-week range of 32 to 98 into the expected release of EPS after the bell on April 10. Call put ratio 3 calls to 1 put with focus on April 18.50 calls after Morgan Stanley upgraded to Equal Weight on activist attention.​

Career Education (CECO) April call option implied volatility is at 24, May is at 45; compared to its 52-week range of 23 to 65 into hosting an investor day on April 11 and EPS expected to be released on April 30.​
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Increasing unusual option volume: AWK FE GBX MCHI PRGO VSAT TGI FC MXEA​
Increasing unusual call option volume: MCHI MXEA INFY ZYNE FGEN SEAS SOXX​
Increasing unusual put option volume: PRGO FE VSAT NBR CFG PENN AVEO​
Options with decreasing option implied volatility: TGTX SIG ENDP BHVN PLAY GME STZ DISH QCOM LEN KBH DHI TOL​
Active options: GE SNAP AAPL AMD TSLA BAC BABA AMZN FB BA NVDA JD NFLX MSFT INTC DIS LYFT MU SQ T ​
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