Mid-session IV Report February 26, 2020

Mid-session IV Report February 26, 2020

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 over looked information.​
​
Options with increasing option implied volatility: APT MRNA JDST BLDP AMRN CCL JDST XLY AMLP RCL TLRY RCL YELP FIT​
​
Popular stocks with increasing unusual volume: ORCL DIS MGM GILD​
​
​Safe Harbor hedge prices have increased

President Trump will host a new conference tonight at 6pm on coronavirus concerns with Centers for Disease Control and Prevention​

S&P Dep Receipts (SPY) February weekly call option implied volatility is at 34, March is at 23, April is at 21; compared to its 52-week range of 10 to 25 into President Trump will host a new conference tonight at 6pm on coronavirus concerns with Centers for Disease Control and Prevention.​
​
PowerShares QQQ Trust (QQQ) February weekly call option implied volatility is at 39, March is at 25, April is at 23; compared to its 52-week range of 12 to 29.​
​
Russell 2000 Index (RUT) February weekly call option implied volatility is at 35, March is at 24, April is at 22; compared to its 52-week range of 12 to 27. Call put ratio 1 call to 3.9 puts. ​
​
Coronavirus stocks option implied volatility, volume and share price increases​

Novavax (NVAX) March call option implied volatility is at 199, April is at 200; compared to its 52-week range of 85 to 330 amid the coronavirus. Call put ratio 6.9 calls to 1 put. ​

Lakeland Industries (LAKE) March call option implied volatility is at 167, April is at 122; compared to its 52-week range of 35 to 142 amid the coronavirus.​

Alpha Pro Tech Ltd. (APT) March call option implied volatility is at 260, April is at 200; compared to its 52-week range of 40 to 264 amid the coronavirus.​

Inovio Pharma (INO) March call option implied volatility is at 167, April is at 158; compared to its 52-week range of 61 to 232 amid the coronavirus. ​

Moderna (MRNA) March call option implied volatility is at 160, April is at 130; compared to its 52-week range of 51 to 152 amid the coronavirus.​
​
Amarin (AMRN) March call option implied volatility is at 95, April is at 88; compared to its 52-week range of 55 to 162 compared to its 52-week range into Vascepa court’s patent litigation decision this spring.​

3D Systems (DDD) February weekly call option implied volatility is at 180, March is at 71; compared to its 52-week range of 31 to 107 into the expected release of quarter results today after the bell. ​
​
Box (BOX) March call option implied volatility is at 73, April is at 59; compared to its 52-week range of 32 to 65 into the expected release of quarter results today after the bell.​
​
Continental Resources (CLR) February weekly call option implied volatility is at 101, March is at 64; compared to its 52-week range of 35 to 61 into the expected release of quarter results today after the bell.​
​
L Brands (LB) February weekly call option implied volatility is at 101, March is at 58; compared to its 52-week range of 32 to 83 into the expected release of quarter results today after the bell.​

Marriott (MAR) February weekly call option implied volatility is at 134, March is at 51; compared to its 52-week range of 17 to 35 into the expected release of quarter results today after the bell.​
​
Booking Holdings (BKNG) February weekly call option implied volatility is at 104, March is at 46; compared to its 52-week range of 16 to 46 into the expected release of quarter results today after the bell.​

Autodesk (ADSK) February weekly call option implied volatility is at 115, March is at 49; compared to its 52-week range of 21 to 64 into the expected release of quarter results after the bell on February 27.​

Baidi (BIDU) February weekly call option implied volatility is at 97, March is at 45; compared to its 52-week range of 26 to 55 into the expected release of quarter results after the bell on February 27.​

Cronos (CRON) February weekly call option implied volatility is at 131, March is at 81; compared to its 52-week range of 53 to 108 into the expected release of quarter results on February 27. Call put ratio 2.1 calls to 1 put. ​
Dell Technologies (DELL) February weekly call option implied volatility is at 54, March is at 53; compared to its 52-week range of 27 to 62 into the expected release of quarter results after the bell on February 27.​

Discovery (DISCA) March call option implied volatility is at 37, April is at 33; compared to its 52-week range of 24 to 45 into the expected release of quarter results on February 27.​

IQIYI (IQ) February weekly call option implied volatility is at 164, March is at 68; compared to its 52-week range of 39 to 71 into the expected release of quarter results after the bell on February 27. Call put ratio 6.3 calls to 1 put with focus on March 25 calls. ​

VMWare (VMW) February weekly call option implied volatility is at 105, March is at 48; compared to its 52-week range of 23 to 50 into the expected release of quarter results after the bell on February 27. Call put ratio 4 calls to 1 put. ​

Workday (WDAY) February weekly call option implied volatility is at 123, March is at 54; compared to its 52-week range of 27 to 51 into the expected release of quarter results after the bell on February 27.​

Gap (GPS) February weekly call option implied volatility is at 50, March is at 60; compared to its 52-week range of 28 to 71 into the expected release of quarter results on March 12.​
​
Options with decreasing option implied volatility: WW LOW CZR SDC CRM PZZA​
Increasing unusual option volume: REAL BAH PWR MRNA CSTM WPG TJX APR ORCL SEE​
Increasing unusual call option volume: CSTM MRNA NBEV ORCL BAH MGM NVAX​
Increasing unusual put option volume: REAL WPG CERN MRNA TJX PZZA CTSH​
Popular stocks with increasing unusual volume: UBER NIO GE GILD MGM SPCE​
Active options on February 26: AAPL TSLA MSFT AMD SPCE BAC ORCL DIS UBER NIO NVDA AMZN CRM BABA MRNA MU GE FB MGM GILD ​