Mid-session IV Report February 13, 2020​

Mid-session IV Report February 13, 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.​
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Options with increasing option implied volatility: MAT HLF SPCE DEAC SFIX OLLI LK ERIC TECK BYND RCL​
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Popular stocks with increasing unusual volume: NIO ACB SPCE FEYE AMAT HLF​
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Herbal Life (HLF) February call option implied volatility is at 72, March is at 45; compared to its 52-week range of 22 to 52 into the expected release of quarter results on February 18. Call put ratio 1 call to 5.9 puts with the focus on February 30 puts amid Nu Skin (NUS) trading down 13%.​
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Tesla (TSLA) February weekly call option implied volatility is at 86, February is at 68; compared to its 52-week range of 34 to 116 after announcement of $2B stock offering. Call put ratio 1.5 calls to 1 put.​
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Apple (AAPL) February weekly call option implied volatility is at 27, February is at 23, March is at 24; compared to its 52-week range of 18 to 35 in store in Beijing to Open Feb. 14 – Bloomberg.​
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Datadog (DDOG) February call option implied volatility is at 111, March is at 70; compared to its 52-week range of 53 to 106 into the expected release of quarter results today after the bell.​

Mattel (MAT) February weekly call option implied volatility is at 230, February is at 103; compared to its 52-week range of 36 to 71 into the expected release of quarter results today after the bell. Call put ratio 10 calls to 1 put with focus on February 15.5 calls. ​

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 today after the bell.​

Roku (ROKU) February weekly call option implied volatility is at 298, February is at 132; compared to its 52-week range of 50 to 97 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put with focus on February weekly 140 calls. ​

Yelp (YELP) February weekly call option implied volatility is at 250, February is at 100; compared to its 52-week range of 28 to 87 into the expected release of quarter results today after the bell.​

Astrazeneca (AZN) February weekly call option implied volatility is at 80, February is at 37; compared to its 52-week range of 16 to 32 into the expected release of quarter results before the bell on February 14. Call put ratio 4.6 calls to 1 put with focus on February weekly and February 49 calls. ​
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Walmart (WMT) February weekly call option implied volatility is at 18, February is at 37; compared to its 52-week range of 13 to 30 into an investment community meeting on February 18. ​
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Hasbro (HAS) February weekly call option implied volatility is at 35, February and March is at 28; compared to its 52-week range of 20 to 45 into investor meeting on February 21 at New York Toy Fair 2020.​
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Radware Ltd. (RDWR) February call option implied volatility is at 21, March is at 21; compared to its 52-week range of 16 to 42 into an investor meeting on February 20. Call put ratio 14 calls to 1 put.​
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Newell Brands (NWL) February call option implied volatility is at 85, March is at 46; compared to its 52-week range of 26 to 68 into the expected release of quarter results before the bell on February 14.​

Yandex (YNDX) February weekly call option implied volatility is at 110, February is at 50; compared to its 52-week range of 25 to 49 into the expected release of quarter results before the bell on February 14. Call put ratio 4.9 calls to 1 put with focus on February 50 calls. ​

Novavax (NVAX) February call option implied volatility is at 146, March is at 188; compared to its 52-week range of 85 to 350 amid coronavirus. Call put ratio 2.9 calls to 1 put with focus on February 7 calls. ​

Lakeland Industries (LAKE) February call option implied volatility is at 105, March is at 88; compared to its 52-week range of 36 to 141 amid the China coronavirus. Call put ratio 24 calls to 1 put was shares rally 5%.​

Alpha Pro Tech Ltd. (APT) February call option implied volatility is at 168, March is at 141; compared to its 52-week range of 40 to 208 after receives over $10.4M in orders for N-95 face mask. Call put ratio 2.9 calls to 1 put with focus on February 5 and 7.5 calls.​

Inovio Pharma (INO) February call option implied volatility is at 170, March is at 166; compared to its 52-week range of 58 to 232 amid the China coronavirus. Call put ratio 17 calls to 1 put with focus on February 4 and 5 calls as shares rally 18%.​

Amarin Corp. (AMRN) February weekly call option implied volatility is at 69, February is at 61, March is at 79; compared to its 52-week range of 55 to 137. Call put ratio 1.4 calls to 1 put with focus on February weekly 18.50 and 19 calls. ​
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Options with decreasing option implied volatility: LYFT FSCT AIMT LK GOOS KHC SKX GOOS ATVI​
Increasing unusual option volume: NBL HLF NUS WUBA VOYA MYOK PLAB DAN ATHM ARNC​
Increasing unusual call option volume: FG ERIC APO XOP SQ EEM​
Increasing unusual put option volume: SYF NE ZGNX NE NIO KHC​ HLF
Popular stocks with increasing unusual: SPCE KHC ROKU SQ S NIO FEYE​
Active options on February 13: AAPL TSLA BABA CSCO MSFT AMD FB NFLX GE AMAT SPCE NVDA KHC AMZN ROKU S SQ NIO ACB FEYE ​
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