Mid-session IV Report February 27, 2019​

Mid-session IV Report February 27, 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: UNH CI ANTM S EPI COTY INDA S LLY IMGN ​

Popular stocks with increasing unusual: NIO LLY CHK CVS KO WTW UNH CI ANTM HUM​ FL MAR
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Apple (AAPL) March weekly call option implied volatility is at 21, March is at 19; compared to its 52-week range of 16 to 46 into hosts annual shareholder meeting on February 28. ​

Gap (GPS) March weekly call option implied volatility is at 139, March is at 58; compared to its 52-week range of 27 to 56 into the expected release of EPS after the bell on February 28. Call put ratio 1 call to 1.9 puts. ​

Edison International (EIX) March call option implied volatility is at 31, April is at 26; compared to its 52-week range of 18 to 74 into the expected release of EPS after the bell on February 28.​

Nordstrom (JWN) March call option implied volatility is at 122, April is at 60; compared to its 52-week range of 28 to 62 into the expected release of EPS after the bell on February 28. Call put ratio 1 call to 2 puts into EPS.​

NRG Energy (NRG) March weekly call option implied volatility is at 66, March is at 33; compared to its 52-week range of 25 to 48 into the expected release of EPS before the bell on February 28. Call put ratio 1 call to 3.3 puts with focus on March weekly and March 40 puts.​
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Foot Locker (FL) March weekly call option implied volatility is at , March is at ; compared to its 52-week range of 30 to 79 into the expected release of EPS before the bell on March 1.​

Marriott (MAR) March weekly call option implied volatility is at 69, March is at 32; compared to its 52-week range of 18 to 40 into the expected release of EPS before the bell on March 1. Call put ratio 2.1 calls to 1 put.​
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Autodesk (ADSK) March weekly call option implied volatility is at 136, March is at 58; compared to its 52-week range of 25 to 69 into the expected release of EPS before the bell on March 1.​
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Increasing unusual option volume: TRP DY EPI LDOS IMGN WTW FIZZ​
Increasing unusual call option volume: DY KDP LDOS BHF XNET MTDR TDOC WTW​
Increasing unusual put option volume: EPI MDRX IMGN VSI SIEN WTW SQM NIO SHOO​
Options with decreasing option implied volatility: CPB PANW BBY TOL LOW WTW SRPT PZZA​
Active options: AAPL LLY TSLA NIO AMD FB BAC TWTR MU NVDA BABA MSFT CHK NFLX SQ CVS AMZN JD KO WTW