Mid-session IV Report February 11, 2019

Mid-session IV Report February 11, 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 overlooked information.

Options with increasing option implied volatility: CTL ATVI ACB BIDU HYG EMB SHOP DIS PYX ROKU TEVA DIS

Options with increasing volume: CTL A EA CL K CAR CNA

Apple (AAPL) February call option implied volatility is at 27, March is at 24; compared to its 52-week range of 16 to 46. Call put ratio 1.4 calls to 1 put as shares trade below $170 on China iPhone sales concerns.

Olin (OLN) February call option implied volatility is at 34, March is at 32; compared to its 52-week range of 25 to 53 into hosting an investor meeting on February 12.

Occidental Petro (OXY) February call option implied volatility is at 53, March is at 28; compared to its 52-week range of 18 to 44 into the expected release of EPS before the bell on February 12.

Akamai (AKAM) February call option implied volatility is at 88, March is at 38; compared to its 52-week range of 21 to 53 into the expected release of EPS after the bell on February 12.

Under Armour (UAA) February call option implied volatility is at 150, March is at 65; compared to its 52-week range of 35 to 88 into the expected release of EPS on February 12.

Barrick Gold (GOLD) February call option implied volatility is at 45, March is at 33; compared to its 52-week range of 21 to 44 into the expected release of EPS on February 12. Call put ratio 4.8 calls to 1 put with focus on February 14.50 calls.

Groupon (GRPN) February call option implied volatility is at 149, March is at 65; compared to its 52-week range of 36 to 103 into the expected release of EPS after the bell on February 12. Call put ratio 3.4 calls to 1 put.

Molson Coors Brewing (TAP) February call option implied volatility is at 74, March is at 33; compared to its 52-week range of 18 to 42 into the expected release of EPS before the bell on February 12. Call put ratio 1 call to 2.6 puts.

Shopify (SHOP) February call option implied volatility is at 108, March is at 54; compared to its 52-week range of into the expected release of EPS before the bell on February 12. February 175 puts active.

Terex (TEX) February call option implied volatility is at 49, March is at 43; compared to its 52-week range of 28 to 63 into the expected release of EPS before the bell on February 12.

Activision Blizzard (ATVI) February call option implied volatility is at 109, March is at 53; compared to its 52-week range of 24 to 57 into the expected release of EPS after the market close on February 12. Call put ratio 2.1 calls to 1 put with focus on February 43 calls.

Increasing unusual call option volume: LAD KSA WMGI ELAN CAR WEC PTI CL QEP A EA SNAP

Options with decreasing option implied volatility: KHC NSC FOXA NIO XLNX AMRN BMY SNAP JNPR JD EA

Increasing unusual put option volume: TD NGL FXB JBL ELAN NCA A YRCW SINA RNG K CHGG NUAN SNE
Active options: AAPL GE EA TSLA NVDA TWTR SNAP MU AMD FB BABA AMZN SQ NFLX CL CTL FCAU EBAY MSFT BAC