Mid-session IV Report February 26, 2019

Mid-session IV Report February 26, 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: NIO CPB ACB INFN MYL BERY​

Popular stocks with increasing unusual: NIO CSCO KHC ROKU GM ELAN​
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Palo Alto Networks (PANW) March weekly call option implied volatility is at 88, 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 1.8 calls to 1 put.
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Papa Johns (PZZA) March weekly call option implied volatility is at 95, March is at 55; compared to its 52-week range of into the expected release of EPS after the bell on February 26. Call put ratio 1.6 calls to 1 put. ​

Red Robin (RRGB) March call option implied volatility is at 67, 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 1.8 puts.​

Toll Brother (TOL) March weekly call option implied volatility is at 88, March is at 44; 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 208, March is at 104; compared to its 52-week range of 34 to 95 into the expected release of EPS after the bell.​
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Best Buy (BBY) March weekly call option implied volatility is at 107, March is at 55; compared to its 52-week range of 24 to 56 into the expected release of EPS before the bell on February 27.​

American Tower (AMT) March weekly call option implied volatility is at 31, March is at 21; compared to its 52-week range of 14 to 26 into the expected release of EPS before the bell on February 27. Call put ratio 2.3 calls to 1 put with focus on April 180 calls.​

Campbells Soup (CPB) March weekly call option implied volatility is at 101, March is at 52; compared to its 52-week range of 22 to 52 into the expected release of EPS before the bell on February 27. Call put ratio 1 call to 9.5 puts with focus on March weekly puts.​

HP Inc (HPQ) March weekly call option implied volatility is at 64, March is at 33; compared to its 52-week range of 17 to 44 into the expected release of EPS after the bell on February 27. Call put ratio 10 calls to 1 put with focus on March 25 calls. ​

L Brands (LB) March weekly call option implied volatility is at 114, March is at 64; compared to its 52-week range of 31 to 58 into the expected release of EPS after the bell on February 27. Call put ratio 1 call to 18 puts with focus on May 20 puts.​

Lowe’s (LOW) March weekly call option implied volatility is at 71, March is at 36; compared to its 52-week range of 17 to 42 into the expected release of EPS before the bell on February 27. Call put ratio 1 call to 2.3 puts. ​

Apache (APA) March weekly call option implied volatility is at 64, March is at 41; compared to its 52-week range of 28 to 63 into the expected release of EPS before the bell on February 28. Call put ratio 1.8 calls to 1 put. ​
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Increasing unusual option volume: MNK VSI VSM AERI KOS COMM MAS ETSY TWOU RRD​
Increasing unusual call option volume: BGS INFN ETSY DDS MAS ICE ELAN WPX NIO ​
Increasing unusual put option volume: MNK MRNS BERY NIO VSI HA MAS ELAN LB​
Options with decreasing option implied volatility: SHAK N AZO MNK HD N ETSY​
Active options: NIO TSLA BAC AAPL AMD MSFT N FB HD NVDA NFLX ELAN BABA LLY CSCO LLY CSCO KHC MU T GM ROKU​