Mid-session IV Report February 12, 2020

Mid-session IV Report February 12, 2020

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: WLL KHC YELP YETI EBAY ERIC TECK BYND RCL BUD BYND BBBY CAG TUFN DDOG MAT NVDA PEP ROK ​
​
Popular stocks with increasing unusual volume: WLL UBER NIO F SHOP SNAP LYFT​

Whiting Petroleum (WLL) bid ask spread widen as shares sell off 8%

Whiting Petroleum (WLL) February weekly call option implied volatility is at 113, February is at 81; compared to its 52-week range of 49 to 129. Call put ratio 1 call to 1 put.
​
​Tesla & Apple option implied volatility comes in

Tesla (TSLA) February weekly call option implied volatility is at 71, February is at 68; compared to its 52-week range of 34 to 116. Call put ratio 1.6 calls to 1 put.​
​
​
Apple (AAPL) February weekly call option implied volatility is at 28, February is at 22, March is at 24; compared to its 52-week range of 18 to 35.​
​
​
Canopy Growth (CGC) February weekly call option implied volatility is at 155, February is at 96; compared to its 52-week range of 41 to 102 into the expected release of quarter results today. Call put ratio 2 calls to 1 put. ​
​
Cisco (CSCO) February weekly call option implied volatility is at 76, February is at 41; compared to its 52-week range of 17 to 38 into the expected release of quarter results today after the bell.​
​
MGM Resorts (MGM) February weekly call option implied volatility is at 77, February is at 42; compared to its 52-week range of 20 to 41 into the expected release of quarter results today after the bell.​
​
NetApp (NTAP) February weekly call option implied volatility is at 110, February is at 60; compared to its 52-week range of 23 to 51 into the expected release of quarter results today after the bell.​
​
TripAdvisor (TRIP) February weekly call option implied volatility is at 190, February is at 99; compared to its 52-week range of 29 to 62 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2 puts. ​
​
AIG (AIG) February weekly call option implied volatility is at 64, February is at 35; compared to its 52-week range of 18 to 35 into the expected release of quarter results before the bell on February 13. Call put ratio 2.8 calls to 1 put. ​
​
Datadog (DDOG) February call option implied volatility is at 101, March is at 65; compared to its 52-week range of 53 to 106 into the expected release of quarter results after the bell on February 13.​
​
Generac (GNRC) February call option implied volatility is at 53, March is at 36; compared to its 52-week range of 22 to 50 into the expected release of quarter results before the bell on February 13. Call put ratio 4.5 calls to 1 put with focus on February calls. ​
​
Mattel (MAT) February weekly call option implied volatility is at 160, February is at 88; compared to its 52-week range of 36 to 71 into the expected release of quarter results after the bell on February 13.​
​
NVIDIA (NVDA) February weekly call option implied volatility is at 108, February is at 61; compared to its 52-week range of 28 to 55 into the expected release of quarter results after the bell on February 13. Call put ratio 3.2 calls to 1 put with focus on February weekly 270 and 272.50 calls. ​
​
PepsiCo (PEP) February weekly call option implied volatility is at 40, February is at 23; compared to its 52-week range of 12 to 23 into the expected release of quarter results on February 13.​
​
Roku (ROKU) February weekly call option implied volatility is at 232, February is at 126; compared to its 52-week range of 50 to 97 into the expected release of quarter results after the bell on February 13. Call put ratio 2.4 calls to 1 put with focus on February calls. ​
​
Kraft Heinz (KHC) February weekly call option implied volatility is at 138, February is at 70; compared to its 52-week range of 20 to 51 into the expected release of quarter results before the bell on February 13.​
​
Waste Management (WM) February call option implied volatility is at 24, March is at 17; compared to its 52-week range of 14 to 22 into the expected release of quarter results before the bell on February 13. Call put ratio 13 calls to 1 put with focus on February 125 and 130 calls. ​
​
Yelp (YELP) February weekly call option implied volatility is at 180, February is at 91; compared to its 52-week range of 28 to 87 into the expected release of quarter results after the bell on February 13. Call put ratio 4.3 calls to 1 put. ​
​
YETI (YETI) February weekly call option implied volatility is at 150, February is at 82; compared to its 52-week range of 46 to 96 into the expected release of quarter results before the bell on February 13.​
​
Zoetis (ZTS) February weekly call option implied volatility is at 61, February is at 33; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on February 13. Call put ratio 6.1 calls to 1 put with focus on February 145 and 146 calls. ​
​
Increasing unusual option volume: AVT FG ELY MEET MYGN ERIC SYF APO YUMC​
Increasing unusual call option volume: FG ERIC APO TRP GBX PS ZGNX PLT JNPR NCLH​
Increasing unusual put option volume: TAP PVG IWO WU NKTR XRX CYBR MCK ​
Options with decreasing option implied volatility: ZGNX S SKX ATVI IRBT GRUB GOOS SKX PTON PINS TSLA UA UAA ​
Active options February 12: MSFT AAPL AMD BABA MU TSLA TEVA LYFT TWTR F FB SHOP SNAP BBBY AMZN UBER CSCO BA BAC NIO​
​
​