Mid-session IV Report February 13, 2019

Mid-session IV Report February 13, 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: CLDR SFIX DKS PSEC ULTA DG NLY PFF CTL ATVI RNG OMC ACB OMC NKTR EMB

Options with increasing volume: JD SNAP TWLO TEVA VALE ZNGA FCX MUR

Apple (AAPL) February call option implied volatility is at 25, March is at 22; compared to its 52-week range of 16 to 46. Call put ratio 3 calls to 1 put with focus on February 172.50 calls.

Goose (GOOS) February call option implied volatility is at 197, March is at 75, compared to its 52-week range of 28 to 69 into the expected release of EPS on February 14. Call put ratio 1.9 calls to 1 put.

Applied Materials (AMAT) February call option implied volatility is at 92, March is at 54, compared to its 52-week range of 25 to 55 into the expected release of EPS on February 14. Call put ratio 3.8 calls to 1 put.

AstraZeneca (AZN) February call option implied volatility is at 48, March is at 25, compared to its 52-week range of 17 to 31 into the expected release of EPS on February 14. Call put ratio 1 call to 2.4 puts.

Avon Products (AVP) February call option implied volatility is at 155, March is at 84, compared to its 52-week range of 48 to 116 into the expected release of EPS on February 14. Call put ratio 8.7 calls to 1 put.

CBS (CBS) February call option implied volatility is at 51, March is at 28, compared to its 52-week range of 21 to 41 into the expected release of EPS after the bell on February 14.

CME Group (CME) February call option implied volatility is at 43, March is at 22, compared to its 52-week range of 15 to 34 into the expected release of EPS before the bell on February 14. Call put ratio 2.5 calls to 1 put.

Coca-Cola (KO) February call option implied volatility is at 38, March is at 16; compared to its 52-week range of 11 to 26 into the expected release of EPS before the bell on February 14.

Generac (GNRC) February call option implied volatility is at 84, March is at 32; compared to its 52-week range of 22 to 54 into the expected release of EPS before the bell on February 14.

NVIDIA (NVDA) February call option implied volatility is at 113, March is at 49, compared to its 52-week range of 25 to 86 into the expected release of EPS after the bell on February 14. Call put ratio 2.2 calls to 1 put with focus on February 150 calls.

XPO Logistics (XPO) February call option implied volatility is at 110, March is at 48, compared to its 52-week range of 28 to 113 into the expected release of EPS before the bell on February 14. Call put ratio 4.4 calls to 1 put with focus on February 65 calls.

Deere (DE) February call option implied volatility is at 74, March is at 30, compared to its 52-week range of 22 to 44 into the expected release of EPS before the bell on February 15. Call put ratio 1.5 calls to 1 put.

Newell Brands (NWL) February call option implied volatility is at 139, March is at 51, compared to its 52-week range of 27 to 96 into the expected release of EPS before the bell on February 15. Call put ratio 1 call to 2.2 puts with focus on February 20 puts.

PepsiCo (PEP) February call option implied volatility is at 31, March is at 17, compared to its 52-week range of 14 to 30 into the expected release of EPS before the bell on February 15.

Yandex (YNDX) February call option implied volatility is at 105 March is at 44; compared to its 52-week range of 32 to 76 into the expected release of EPS before the bell on February 15.

Emerson (EMR) February call option implied volatility is at 20, March is at 19; compared to its 52-week range of 15 to 41 into hosting an investor meeting on February 14. Call put ratio 4 calls to 1 put.

Cleveland-Cliffs (CLF) February call option implied volatility is at 55, March is at 46; compared to its 52-week range of 39 to 77. Call put ratio 14 calls to 1 put with focus on February 12 calls.

El Pollo Loco (LOCO) call put ratio 1 call to 8.5 puts with focus on February 15 puts after a short report.

Increasing unusual call option volume: CLF LOGM ZNGA MUR ITUB NAV DBD WMGI PWR SHLDQ ELAN ELLI ALVR
Increasing unusual put option volume: ZNGA PKI TMV GRPN ETN WRK CDK TRIP ELAN TRUP EXEL FISV ESI ATVI LOCO
Options with decreasing option implied volatility: ATVI AKAM TRIP TWLO TEVA OXY EXEL DISH HLT ATVI
Active options: ZNGA AAPL ATVI NFLX FB F FCX AMZN MU VALE BAC TWTR SNAP TWLO TEVA GE JD TSLA AMD BABA