Mid-session IV Report February 21, 2019

Mid-session IV Report February 21, 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: MNST UNIT KNDI EW NKE S TIF ORCL FOXA IEF

Popular stocks with increasing unusual: MNST CRON SNAP CAT X JD CVS LLY

Dropbox (DBX) February weekly call option implied volatility is at 155, March is at 54; compared to its 52-week range of 38 to 77 into the expected release of EPS today after the bell. Call put ratio 2.2 calls to 1 put with focus on February 26 and 26.50 calls.

First Solar (FSLR) February weekly call option implied volatility is at 142, March is at 51; compared to its 52-week range of 32 to 59 into the expected release of EPS today after the bell. Call put ratio 2.3 calls to 1 put.

Flour (FLR) February weekly call option implied volatility is at 160, March is at 47; compared to its 52-week range of 20 to 52 into the expected release of EPS today after the bell. Call put ratio 2.2 calls to 1 put.

Hewlett Packard (HPE) February weekly call option implied volatility is at 120, March is at 37; compared to its 52-week range of 22 to 46 into the expected release of EPS today after the bell. Call put ratio 1.2 calls to 1 put with focus on February 17 calls.

Roku (ROKU) February weekly call option implied volatility is at 291, March is at 89; compared to its 52-week range of 45 to 116 into the expected release of EPS today after the bell. Call put ratio 1 call to 1.2 puts.

Kraft Heinz (KHC) March call option implied volatility is at 34, April is at 26; compared to its 52-week range of 19 to 38 into the expected release of EPS today after the bell. Call put ratio 1 call to 5.3 puts.

The Trade Desk, Inc. (TTD) February weekly call option implied volatility is at 256, March is at 77; compared to its 52-week range of 40 to 105 into the expected release of EPS after the bell on

February 21.

Zillow Group (ZG) March call option implied volatility is at 64, April is at 53; compared to its 52-week range of 30 to 89 into the expected release of EPS after the bell on February 21. Call put ratio 3 calls to 1 put.

Zillow Group (Z) February weekly call option implied volatility is at 235, March is at 71; compared to its 52-week range of 30 to 80 into the expected release of EPS after the bell on February 21. Call put ratio 1 call to 9.8 puts.

Berkshire Hathaway (BRK/B) February weekly call option implied volatility is at 18, March is at 22; compared to its 52-week range of 13 to 36 into the expected release of EPS after the bell on February 22.

Magna (MGA) March call option implied volatility is at 34, April is at 28; compared to its 52-week range of 21 to 48 into the expected release of EPS before the bell on February 22.

Wayfair (W) February weekly call option implied volatility is at 280, March is at 79; compared to its 52-week range of 35 to 94 into the expected release of EPS before the bell on February 21. Call put ratio 1 call to 1.8 puts.

Southwest Airlines (LUV) February weekly call option implied volatility is at 30, March is at 25; compared to its 52-week range of 20 to 46 into Berkshire Hathaway’s Warren Buffett releasing his annual shareholder letter on February 23.

Mastercard Inc (MA) February weekly call option implied volatility is at 17, March is at 16; compared to its 52-week range of 17 to 45 into Berkshire Hathaway’s Warren Buffett releasing his annual shareholder letter.

Moody’s Corporation (MCO) March and April call option implied volatility is at 17; compared to its 52-week range of 15 to 40 into Berkshire Hathaway’s Warren Buffett releasing his annual shareholder letter.

Mondelez (MDLZ) February weekly call option implied volatility is at 18, March is at 16; compared to its 52-week range of 15 to 29 into Berkshire Hathaway’s Warren Buffett releasing his annual shareholder letter.

M&T Bank Corporation (MTB) March and April call option implied volatility is at 17; compared to its 52-week range of 16 to 39 into Berkshire Hathaway’s Warren Buffett releasing his annual shareholder letter.

Procter & Gamble Co (PG) February weekly call option implied volatility is at 17, March is at 14; compared to its 52-week range of 13 to 31 into Berkshire Hathaway’s Warren Buffett releasing his annual shareholder letter.

PNC Financial Services Group Inc (PNC) February weekly call option implied volatility is at 24, March is at 20; compared to its 52-week range of 16 to 43 into Berkshire Hathaway’s Warren Buffett releasing his annual shareholder letter.

Phillips 66 (PSX) February weekly call option implied volatility is at 22, March is at 20; compared to its 52-week range of 17 to 44 into Berkshire Hathaway’s Warren Buffett releasing his annual shareholder letter.

Increasing unusual option volume: DK ITT CBLK GDDY KNDI TGP AMCX DPZ ATTU FCEL SNBR MNST
Increasing unusual call option volume: BMY GDDY CBLK SNBR KNDI TGP CAR NCLH BLNK
Increasing unusual put option volume: APYX ITT CLMT COUP DPZ A KNDI WEN SYF PZZA ELAN JEC EIX
Options with decreasing option implied volatility: ICPT YELP FOSL GOOS CRON CTL YETI ARRY ACB SGMS CGC
Active options: AAPL FB LLY NFLX TSLA AMD AMZN NVDA GE CVS MU JD BAC CAT X SNAP BABA CRON MSFT SQ