Mid-session IV Report February 14, 2020

Mid-session IV Report February 14, 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: SPCE SDC WORK ZM MRVL TLRY TEVA IRM PYPL RAD ​
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Popular stocks with increasing unusual volume: WORK SDC SPCE​ KHC
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Tesla (TSLA) February weekly call option implied volatility is at 81, February is at 69, March is at 72; compared to its 52-week range of 34 to 116 after placing $2B stock offering at $767. Call put ratio 1.4 calls to 1 put.​
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Apple (AAPL) February weekly call option implied volatility is at 28, February is at 20, March is at 23; compared to its 52-week range of 18 to 35. ​

Virgin Galactic Holdings (SPCE) February call option implied volatility is at 220, February is at 133, March is at 136, compared to its 26-week range of 39 to 98 as Richard Branson’s spaceship company rises 10%. Call put ratio 5.9 calls to 1 put with focus on February 25, 26 and 27 calls.​
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Smile Direct (SDC) February weekly call option implied volatility is at 165, February is at 92, March is at 112; compared to its 52-week range of 59 to 138 after a NBC News report. Call put ratio 1 call to 1.7 puts into the expected release of quarter results after the bell on February 25.​
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Slack (WORK) February weekly call option implied volatility is at 81, February is at 51, March is at 68; compared to its 52-week range of 48 to 90. Call put ratio 9.7 calls to 1 put with focus on February 27 calls. ​
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Melco Resorts (MLCO) February call option implied volatility is at 55, March is at 45; compared to its 52-week range of 32 to 58 into the expected release of quarter results before the bell on February 17. Call put ratio 1 call to 2.5 puts with focus on February 20 and 21 puts.​
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Walmart (WMT) February call option implied volatility is at 39, March is at 21; compared to its 52-week range of 13 to 30 into an investment community meeting on February 18. ​
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Advance Auto Parts (AAP) February call option implied volatility is at 60, March is at 39; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on February 18.​
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Agilent (A) February call option implied volatility is at 41, March is at 27; compared to its 52-week range of 17 to 41 into the expected release of quarter results after the bell on February 18.​
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Concho Resources (CXO) February call option implied volatility is at 55, March is at 40; compared to its 52-week range of 29 to 59 into the expected release of quarter results after the bell on February 18.​
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Devon Energy (DVN) February call option implied volatility is at 59, March is at 44; compared to its 52-week range of 33 to 57 into the expected release of quarter results after the bell on February 18.​
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Expeditors (EXPD) February call option implied volatility is at 35, March is at 22; compared to its 52-week range of 29 to 39 into the expected release of quarter results before the bell on February 18.​
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Flour (FLR) February call option implied volatility is at 108, March is at 59; compared to its 52-week range of 26 to 80 into the expected release of quarter results before the bell on February 18.​
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Groupon (GRPN) February call option implied volatility is at 105, March is at 56; compared to its 52-week range of 36 to 79 into the expected release of quarter results after the bell on February 18.​
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Herbal Life (HLF) February call option implied volatility is at 70, March is at 42; compared to its 52-week range of 22 to 52 into the expected release of quarter results after the bell on February 18.​
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Vipshop (VIPS) February call option implied volatility is at 37, March is at 54; compared to its 52-week range of 38 to 74 into the expected release of quarter results after the bell on February 18.​
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Options with decreasing option implied volatility: S UA TRIP TEVA KHC TSLA AAPL NVDA ROKU YELP​
​Increasing unusual option volume: AVT FG ELY MEET MYGN ERIC​ SPCE
Increasing unusual call option volume: FG ERIC APO TRP GBX PS ZGNX PLT​
Increasing unusual put option volume: DXC AVXL CARG INST EL CFX NWL STLD​
Popular stocks with increasing unusual Volume: SDC LYFT SPCE CGC​
Active options on February 14: TSLA NVDA ROKU DXC AAPL MSFT AMD CGC BABA NIO UBER BYND SPCE LYFT AMZN FB MU PYPL CSCO SDC​
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