Mid-session IV Report February 15, 2019

Mid-session IV Report February 15, 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: BX BP SPOT WYNN CIEN BUD XLF ROKU DKS CLDR

Options with increasing volume: KO EA CGC CTB CBS MAG NWL PG TAP

Mattel (MAT) February weekly call option implied volatility is at 160, March is at 43; compared to its 52-week range of 34 to 77 into company hosted analyst meeting at 1:30 pm. Call put ratio 1 call to 2.2 puts with focus on March 17 puts.

Walmart (WMT) February weekly call option implied volatility is at 39, March is at 27; compared to its 52-week range of 15 to 32 into the expected release of EPS before the bell on February 19.

Continental Resources (CLR) February weekly call option implied volatility is at 55, March is at 40; compared to its 52-week range of 29 to 69 into the expected release of EPS after the bell on February 19.

Melco Resorts (MLCO) March call option implied volatility is at 42, April is at 41; compared to its 52-week range of 29 to 59 into the expected release of EPS before the bell on February 19.

Advance Auto Parts (AAP) March call option implied volatility is at 45, June is at 36; compared to its 52-week range of 22 to 56 into the expected release of EPS before the bell on February 19.

Bluebird Bio (BLUE) March call option implied volatility is at 48, April is at 49; compared to its 52-week range of 38 101 into the expected release of EPS after the bell on February 19.

Cooper Tire (CTB) March call option implied volatility is at 37, April is at 35; compared to its 52-week range of 25 to 48 into the expected release of EPS before the bell on February 19.

Devon Energy (DVN) March call option implied volatility is at 60, April is at 44; compared to its 52-week range of 28 to 64 into the expected release of EPS after the bell on February 19.

Ecolab (ECL) March call option implied volatility is at 24, April is at 16; compared to its 52-week range of 12 to 31 into the expected release of EPS before the bell on February 19.

Medtronic (MDT) February call option implied volatility is at 26, March is at 19; compared to its 52-week range of 13 to 33 into the expected release of EPS before the bell on February 19.

Terex (TEX) March call option implied volatility is at 44, April is at 36; compared to its 52-week range of 28 to 63 into the expected release of EPS before the bell on February 19.

Texas Roadhouse (TXRH) March call option implied volatility is at 36, April is at 31; compared to its 52-week range of 22 to 48 into the expected release of EPS on February 19.

Tile Shop (TTS) March call option implied volatility is at 60, April is at 55; compared to its 52-week range of 41 to 96 into the expected release of EPS before the bell on February 19.

U S Silica (SLCA) March call option implied volatility is at 64, April is at 55; compared to its 52-week range of 35 to 85 into the expected release of EPS before the bell on February 19.

Herbalife (HLF) February weekly call option implied volatility is at 52, March is at 32; compared to its 52-week range of 21 to 47 into the expected release of EPS after the bell on February 19.

Increasing unusual call option volume: ELLI RDN FEZ LOGM CBS CRZO CIT SHY
Increasing unusual put option volume: FNV CTB DAKT ASND MDR LOGM AMN PH NWL PTCT
Options with decreasing option implied volatility: YELP FOSL TRIP GOOS UAA YELP CTL NTAP CSCO MGM SPWR
Active options: NVDA BAC AAPL AMD FB NFLX MU AMZN GE PG KO CGC TSLA MSFT T INTC BABA EA JPM CSCO