Mid-session IV Report February 12, 2019

Mid-session IV Report February 12, 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: ARRY ATVI DKS DG KO NVDA AKAM DISH FOSL GRPN TRIP DISH GOOS IMGN ACB

Popular stocks with increasing unusual: BABA GILD VALE EA CHGG VALE TAP

Activision Blizzard (ATVI) February call option implied volatility is at 134, March is at 59, compared to its 52-week range of 24 to 61 into the expected release of EPS after the bell on February 12. Call put ratio 2.5 calls to 1 put with focus on February 42 calls.

Akamai (AKAM) February call option implied volatility is at 101, March is at 39, compared to its 52-week range of 21 to 53 into the expected release of EPS after the bell on February 12. Call put ratio 3.4 calls to 1 put with focus on February 70 calls.

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.

Groupon (GRPN) February call option implied volatility is at 175, March is at 69, compared to its 52-week range of 36 to 104 into the expected release of EPS after the bell on February 12. Call put ratio 10 calls to 1 put with focus on February 4.5 calls.

TripAdvisor (TRIP) February call option implied volatility is at 140, March is at 55, compared to its 52-week range of 28 to 69 into the expected release of EPS after the bell on February 13.

Fossil (FOSL) February call option implied volatility is at 230, March is at 94, compared to its 52-week range of 52 to 122 into the expected release of EPS after the bell on February 13.

Louisiana-Pacific (LPX) February call option implied volatility is at 55, March is at 33, compared to its 52-week range of 24 to 55 into the expected release of EPS before the bell on February 13. Call put ratio 14.6 calls to 1 put with focus on February 24 and March 23 calls.

Dish Network (DISH) February call option implied volatility is at 130, March is at 54, compared to its 52-week range of 33 to 73 into the expected release of EPS before the bell on February 13.

Occidental Petro (OXY) February call option implied volatility is at 57, March is at 30, compared to its 52-week range of 17 to 45 into the expected release of EPS before the bell on February 13.

Goose (GOOS) February call option implied volatility is at 168, March is at 74, compared to its 52-week range of 28 to 69 into the expected release of EPS on February 14. Call put ratio 1.1 calls to 1 put.

Increasing unusual option volume: FIS CHGG CVNA RDN FUN CBLK NGL MOH SSYS OMC TAP ELAN IVZ UAA
Increasing unusual call option volume: CHGG RDN CVNA NGL OMC SSYS IVZ CXW EA UAA TAP UA ELAN COTY
Increasing unusual put option volume: CVNA CHGG COTY ELAN CNC EFX MCK OMER MOS RNG SNE EMB AXL UAA SHOP
Options with decreasing option implied volatility: GPRO SFLY SNAP IRBT GRUB SKX SONO ADNT FDC MHK ZEN MTCH
Active options: AAPL EA BAC FB NFLX AMD AMZN NVDA MU GE VALE ATVI ACB SNAP GILD TSLA MSFT CVNA BABA TWTR