Mid-session IV Report February 25, 2019

Mid-session IV Report February 25, 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: DHR CTL GE PBI ELAN ASHR AAOI EA NIO GLW CELG IQ DISCA AZO CLVS M LNG HD PANW​

Popular stocks with increasing unusual: ORCL NIO AAL SNAP KHC IQ GE DHR​
​
​
Kraft Heinz (KHC) March call option implied volatility is at 40, April is at 33; compared to its 52-week range of 19 to 45 as shares trend lower. Call put ratio 1.4 calls to 1 put with focus on March weekly 35 calls as shares trend down 1%.​
​
General Electric (GE) March weekly call option implied volatility is at 55, March is at 44; compared to its 52-week range of 22 to 72 after Danaher (DHR) announced that it has entered into a definitive agreement with GE to acquire the biopharma business of GE Life Sciences for a cash purchase price of approximately $21.4B. Call put ratio 1.4 calls to 1 put with focus on March weekly 12 calls. ​
​
Danaher (DHR) March call option implied volatility is at 18, April is at 16; compared to its 52-week range of 14 to 37 after announcing that it has entered into a definitive agreement with General Electric (GE) to acquire the biopharma business of GE Life Sciences for a cash purchase price of approximately $21.4B. Call put ratio 5.3 calls to 1 put with focus on March 125.​
​
Oracle (ORCL) call put ratio 8.3 calls to 1 put with focus on March 48 and 50 calls as shares rally 1%.​
​
AutoZone (AZO) March weekly call option implied volatility is at 57, March is at 33; compared to its 52-week range of 20 to 37 into the expected release of EPS before the bell on February 26.​

Cheniere Energy (LNG) March weekly call option implied volatility is at 47, March is at 32; compared to its 52-week range of 27 to 48 into the expected release of EPS before the bell on February 26. March weekly 66 calls are active.
​
Clovis (CLVS) March call option implied volatility is at 90, April is at 81; compared to its 52-week range of 53 to 135 into the expected release of EPS before the bell on February 26. Call put ratio 11 calls to 1 put with focus on March 27 calls. ​

Cracker Barrel (CBRL) March call option implied volatility is at 25, April is at 21; compared to its 52-week range of 19 to 34 into the expected release of EPS before the bell on February 26.​

Discovery (DISCA) March call option implied volatility is at 44, April is at 37; compared to its 52-week range of 30 to 51 into the expected release of EPS before the bell on February 26. Call put ratio 10.7 calls to 1 put.​

Home Depot (HD) March weekly call option implied volatility is at 36, March is at 24; compared to its 52-week range of 14 to 39 into the expected release of EPS before the bell on February 26. Call put ratio 1 call to 1.3 puts. ​

J.M. Smucker (SJM) March call option implied volatility is at 37, April is at 27; compared to its 52-week range of 20 to 38 into the expected release of EPS before the bell on February 26. Call put ratio 3 calls to 1 put. ​

Macy’s (M) March weekly call option implied volatility is at 112, March is at 64; compared to its 52-week range of 30 to 60 into the expected release of EPS after the bell on February 26. Call put ratio 1 call to 1.4 puts.​

Monster Beverage (MNST) March weekly call option implied volatility is at 71, March is at 39; compared to its 52-week range of 19 to 41 into the expected release of EPS after the bell on February 26.​

Mylan (MYL) March weekly call option implied volatility is at 69, March is at 43; compared to its 52-week range of into the expected release of EPS after the bell on February 26. Call put ratio 2.2 calls to 1 put. ​

Palo Alto Networks (PANW) March weekly call option implied volatility is at 82, March is at 45; compared to its 52-week range of 27 to 48 into the expected release of EPS after the bell on February 26. Call put ratio 1 call to 1.2 puts.
​
Papa Johns (PZZA) March weekly call option implied volatility is at 74, March is at 52; compared to its 52-week range of into the expected release of EPS after the bell on February 26. Call put ratio 1.8 calls to 1 put. ​

Red Robin (RRGB) March call option implied volatility is at 64, April is at 48 compared to its 52-week range of 31 to 93 into the expected release of EPS after the bell on February 26. Call put ratio 1 call to 5.8 puts.​

Toll Brother (TOL) March weekly call option implied volatility is at 66, March is at 39; compared to its 52-week range of 25 to 47 into the expected release of EPS after the bell on February 26.​

Weight Watchers (WTW) March weekly call option implied volatility is at 178, March is at 100; compared to its 52-week range of 34 to 95 into the expected release of EPS after the bell on February 26.

Increasing unusual option volume: COMM ONCE MTW QURE STMP ASHR TUR PODD FTCH CHAU EPI​
Increasing unusual call option volume: MTW TUR STMP QURE FTCH ASHR PBI PIR KPTI EPI WP​
Increasing unusual put option volume: SE EPI KEYS MDR STMP FXB SRPT ACIA KBR MOS SDOW​
Options with decreasing option implied volatility: BRK.B FOXA CELG MDR QD STMP ROKU AMRN F​
Active options: GE AAPL AMD BABA JD TSLA BAC FB NIO AAL NVDA NFLX SNAP MU KHC CSCO IQ TWTR MSFT AMZN​
​