Mid-session IV Report February 14, 2019

Mid-session IV Report February 14, 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: ELAN CLDR AZN RSX CTL KO SFIX DKS DG JNK

Options with increasing volume: A ACIA MLCO SYY FOSL INO KO

S&P Dep Receipts (SPY) February call option implied volatility is at 18, March is at 14; compared to its 52-week range of 9 to 34 as stocks sell off after weak Q4 retail sales. Call put ratio 1 call to 2 puts.

NVIDIA (NVDA) February call option implied volatility is at 144, March is at 50, compared to its 52-week range of 25 to 86 into the expected release of EPS today after the bell. Call put ratio 1.5 calls to 1 put.

Applied Materials (AMAT) February call option implied volatility is at 41, March is at 39, compared to its 52-week range of 25 to 55 into the expected release of EPS today after the bell. Call put ratio 8.9 calls to 1 put.

PepsiCo (PEP) February call option implied volatility is at 48, March is at 20, compared to its 52-week range of 14 to 30 into the expected release of EPS before the bell on February 15. Call put ratio 3.4 calls to 1 put.

Deere (DE) February call option implied volatility is at 90, March is at 31, 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 1.4 calls to 1 put.

Newell Brands (NWL) February call option implied volatility is at 170, March is at 54, 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 1.7 puts.

Yandex (YNDX) February call option implied volatility is at 140, March is at 43; compared to its 52-week range of 31 to 76 into the expected release of EPS before the bell on February 15.

Walmart (WMT) February weekly call option implied volatility is at 41, March is at 26, compared to its 52-week range of 15 to 32 into the expected release of EPS on February 19. Call put ratio1.4 calls to 1 put.

Increasing unusual call option volume: SIX SYY SNBR A SNBR YUMC YETI LSCC
Increasing unusual put option volume: MLCO KO A WEFT CARS RUN
Options with decreasing option implied volatility: MGM FOSL CTL YELP CSCO COTY MHK UAA AIG KO
Active options: INTC CSCO MU AAPL KO FB BAC GE AMZN AMD TSLA NVDA BABA NFLX YELP JD SW LVS CTL MSFT