Mid-session IV Report February 22, 2019

Mid-session IV Report February 22, 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: UNIT KNDI EQ TIF NKE RHT NRZ

Popular stocks with increasing unusual: K CAG KHC APRN CZR BIDU FLR OLED ROKU

Amarin Corp. (AMRN) calls expiring today active as shares rally

Amarin Corp. (AMRN) February weekly call option implied volatility is at 157, March is at 70; compared to its 52-week range of 49 to 428. Call put ratio 47 calls to 1 put with focus on March weekly 17.50, 18.50 and 19 calls.

Kraft Heinz (KHC) March call option implied volatility is at 43, April is at 33; compared to its 52-week range of 19 to 38 after shares sell off 27% after the SEC opens investigation into Kraft accounting, discloses subpoena, cuts its quarterly dividend to 40 cents a share from 62.5 cents. Call put ratio 1 call to 1 put.

Food conglomerates sell off in sympathy after shares of Kraft Heinz (KHC) sell off 26%

General Mills (GIS) March weekly call option implied volatility is at 26, March is at 27; compared to its 52-week range of 20 to 39 after shares of Kraft Heinz (KHC) plunged. Call put ratio 1.5 calls to 1 put.
Mondelez (MDLZ) March weekly call option implied volatility is at 16, A is at 17; compared to its 52-week range of 14 to 29.
ConAgra Brands (CAG) March call option implied volatility is at 26, April is at 33; compared to its 52-week range of 18 to 47. Call put ratio 1 call to 7 puts.
Kellogg (K) March call option implied volatility is at 22, April is at 23; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 12 puts. .
Campbell Soup (CPB) March weekly call option implied volatility is at 57, March is at 38; compared to its 52-week range of 22 to 52.

Berkshire Hathaway (BRK/B) option implied volatility into SEC opens investigation into Kraft Heinz (KHC) accounting and into EPS

Berkshire Hathaway (BRK/B) February weekly call option implied volatility is at 24, March is at 22; compared to its 52-week range of 13 to 36 into SEC opens investigation into Kraft Heinz (KHC) accounting and into EPS.

Delphi (DLPH) March call option implied volatility is at 48, April is at 45: compared to its 52-week range of 23 to 77 into the expected release of EPS on February 25.

Dillards (DDS) March weekly call option implied volatility is at 76, March is at 59: compared to its 52-week range of 39 to 67 into the expected release of EPS before the bell on February 25.

Lumber Liquidators (LL) March weekly call option implied volatility is at 74, March is at 79: compared to its 52-week range of 35 to 100 into the expected release of EPS before the bell on February 25.
McDermott (MDR) March call option implied volatility is at 87, April is at 77: compared to its 52-week range of 32 to 99 into the expected release of EPS before the bell on February 25.

Mosaic (MOS) March weekly call option implied volatility is at 59, March is at 38: compared to its 52-week range of 25 to 50 into the expected release of EPS on February 25.

Rent-A-Center (RCII) March weekly call option implied volatility is at 57, March is at 47: compared to its 52-week range of 14 to 39 into the expected release of EPS on February 25.

Shake Shack (SHAK) March weekly call option implied volatility is at 84, March is at 54: compared to its 52-week range of 28 to 78 into the expected release of EPS after the bell on February 25.

Tenet Healthcare (THC) March weekly call option implied volatility is at 88, March is at 64: compared to its 52-week range of 37 to 79 into the expected release of EPS before the bell on February 25.

PG&E Corp. (PCG) call put ratio 2.7 calls to 1 put as shares sell off 2.5%

Increasing unusual option volume: AMRN PCG STMP KHC PBI PLNT MIDD LYB CRTO
Increasing unusual call option volume: AMRN STMP PBI LYB KHC CRTO AAOI Z W PLNT Z ACIA
Increasing unusual put option volume: CAG K Z KNDI NE FLR ROKU STMP PLNT CZR KHC TTD ZG AN K XRX
Options with decreasing option implied volatility: ICPT AAOI VKTX SGMS INFN RDFN TTD AXDX CGC ROKU OLED CZR FLR
Active options: KHC AAPL BIDU MSFT ROKU CZR TSLA BAC NVDA INTC BABA FB NFLX IQ AMD AMZN NIO JD GE NEM