Mid-session IV Report April 8, 2019

Mid-session IV Report April 8, 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: SNE GE GRUB NBEV SYMC BBBY ATVI BHC GE NBEV ZION​

Popular stocks with increasing unusual volume: SNE LOW FCX ROKU CVE PBR​
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Roku (ROKU) April weekly call option implied volatility is at 73, April is at 65, May is at 77; compared to its 52-week range of 45 to 102 after Citi downgrades to sell.​ ROKU down 5% to $60.

Boeing (BA) April and May call option implied volatility is at 34, April is at 29, May is at 31; compared to its 52-week range of 18 to 46 after announced it’s cutting 737 Max production rate. Call put ratio 1 call to 1 put.​
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Spirit AeroSystems (SPR) April and May call option implied volatility is at 33; compared to its 52-week range of 20 to 50 after Boeing (BA) announced it’s cutting 737 Max production rate to 42 airplanes per month from 52 per month.​
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Allegheny Technologies (ATI) April call option implied volatility is at 34, May is at 39; compared to its 52-week range of 31 to 56 after Boeing (BA) announced it’s cutting 737 Max production rate.​
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General Electric (GE) April weekly call option implied volatility is at 51, April is at 40, May is at 48; compared to its 52-week range of 22 to 72 after downgraded to Underweight from Neutral at JPMorgan. Call put ratio 1 call to 2.4 puts with focus on April weekly 9.5 and 10 puts.​
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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 1.7 calls to 1 put with focus on April 22, 23 calls and April 20 puts. ​
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Delta (DAL) April weekly call option implied volatility is at 46, April is at 34; 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 1.9 calls to 1 put with focus on April weekly 58 and 58.50 calls. ​
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Bed Bath & Beyond (BBBY) April weekly call option implied volatility is at 144, April is at 98; 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 1 calls to 1.4 puts with focus on weekly April 18.50 calls and April weekly 15.50 puts.​
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Sony (SNE) April weekly call option implied volatility is at 42, April is at 26; compared to its 52-week range of 19 to 45 after Loeb’s Third Point Building Stake to Pressure Sony – Reuters. Call put ratio 9 calls to 1 put with focus on April weekly 44 and 46 calls​
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Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) call put ratio 9.5 calls to 1 put with focus on April weekly and April 30.50 calls.​
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Lyft (LYFT) call put ratio 1.4 calls to 1 put with focus on April weekly 72.50 and 73 calls​

Increasing unusual option volume: VTL AVYA AERI SYMC AMJ GBX CVE ADS ERF​
Increasing unusual call option volume: SYMC LOW AMJ ASND CVE RSX FOLD TRIP​
Increasing unusual put option volume: AVYA ADS AMJ SNA NDAQ SYMC CPRI DBD NBR SIG​
Options with decreasing option implied volatility: SIG GME PLAY STZ LW TBT NLSN BPT CMG NTNX AMD BMY F UPS X​
Active options: GE AAPL SNAP BA TSLA AMD BABA FB NVDA CVE AMZN ROKU PBR T SYMC MU LOW BAC FCX NFLX​
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