Mid-session IV Report April 9, 2019​

Mid-session IV Report April 9, 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: DIS SNE GE GRUB NBEV SYNC BA BBBY BHC DAL X NLSN TTD LL TRIP ROKU YELP DDD ​

Popular stocks with increasing unusual volume: NIO NBEV AVYA NLSN TRIP CPB X​
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Apple (AAPL) April weekly call option implied volatility is at 27, April is at 24, May is at 28; compared to its 52-week range of 16 to 46. Call put ratio 1.8 calls to 1 put as shares trade above $200. ​

Disney (DIS) April call option implied volatility is at 40, April is at 28, May is at 23; compared to its 52-week range of 15 to 35 into Disney Investor Day on April 11. Call put ratio 1.5 calls to 1 put as shares rally 1.5%.​

Levi Strauss (LEVI) 30 day option implied volatility is at 50; compared to its 3-week range of 48 to 53 into the expected release of EPS today after the bell on April 9. Call put ratio 29 calls to 1 put with focus on April 21, 23 and 25 calls. ​
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Delta (DAL) April weekly call option implied volatility is at 49, April is at 36; 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 1.4 calls to 1 put with focus on April weekly 57.50 and 58 calls. ​
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Bed Bath & Beyond (BBBY) April weekly call option implied volatility is at 164, April is at 108; 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 3 puts with focus on April weekly 18 and 18.50 puts.​
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Apogee Enterprises (APOG) April call option implied volatility is at 62, May is at 40; compared to its 52-week range of 24 to 67 into the expected release of EPS before the bell on April 11​.

Fastenal (FAST) April call option implied volatility is at 47, May is at 30; compared to its 52-week range of 21 to 48 into the expected release of EPS before the bell on April 11.​
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Tech stock IV stays stable as shares sell off​
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Micron (MU) April weekly call option implied volatility is at 40, April is at 39, May is at 38; compared to its 52-week range of 34 to 65. Call put ratio 1 call to 1.5 puts. ​

Seagate (STX) April weekly call option implied volatility is at 31, April is at 30, May is at 40; compared to its 52-week range of 26 to 69. Call put ratio 1.4 calls to 1 put with focus on April 49.50 calls. ​

AMD (AMD) April weekly call option implied volatility is at 53, April is at 52, May is at 62; compared to its 52-week range of 37 to 97.​

Intel (INTC) April weekly call option implied volatility is at 23, April is at 20, May is at 25; compared to its 52-week range of 19 to 45.​
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JD.com (JD) April weekly call option implied volatility is at 42, April is at 38, May is at 42; compared to its 52-week range of 26 to 69. Call put ratio 2 calls to 1 put. ​

Avaya Holdings (AVYA) April call option implied volatility is at 44, May is at 61; compared to its 52-week range of 33 to 82. Call put ratio 25 calls to 1 put with focus on April and May 17.5 and September 20 calls. EPS are expected to be release on May 13.​
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Lyft (LYFT) 30 day option implied volatility is at 58. Call put ratio 1 call to 1.3 put with focus on April 67.50 puts as shares sell off 3.5%.​
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Nielsen Holdings (NLSN) April call option implied volatility is at 64, May is at 51; compared to its 52-week range of 21 to 58. Call put ratio 2.5 calls to 1 put with focus on April and May 24 calls.​
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Pentair (PNR) April call option implied volatility is at 32, May is at 22; compared to its 52-week range of 19 to 40 as shares sell off 12% on lower 2019 EPS view. Call put ratio 1.2 calls to 1 put with focus on May 35 and 40 puts.​
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Novartis (NVS) call put ratio 2.1 calls to 1 put after completes spin-off of the Alcon (ALC) eye care device business through a dividend in kind distribution to holders of Novartis shares and ADR’s.​
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Aerojet Rocketdyne (AJRD) call put ratio 1 call to 9.5 puts with focus on April 30 puts after shares sell off sinks 5% after Spruce Point puts ‘Strong Sell’ on shares.​
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Increasing unusual option volume: PBF AVYA ZGNX TWNK WIX FCEL NLSN AV ​
Increasing unusual call option volume: PNR AVYA PBF AVYA TWNK PZZA WIX ZGNX VTL TRIP​
Increasing unusual put option volume: AJRD PBF HIG AMC KEYS OKTA INFY MRTX MXWL CASY​
Options with decreasing option implied volatility: BPT NTNX CMG AMD BMY F FXI FIT SIG GME PLAY ​
Active options: AAPL FB AMD GE BAC X MU NVDA DIS BA SNAP NFLX T MSFT TSLA AMZN BABA NIO WFC NBEV​
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