Daily IV Report
Mid-session IV Report February 28, 2020
Mid-session IV Report February 28, 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: IV up across […]
Mid-session IV Report February 28, 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: IV up across the board. TRIL QGEN JDST NUGT SHY APT XLU WMT DUST DRIP TLRY JNUG KO PG JNJ
Popular stocks with increasing unusual volume: UBER DIS GE
S&P Dep Receipts (SPY) March weekly call option implied volatility is at 63, March is at 45, April is at 37; compared to its 52-week range of 10 to 34. Call put ratio 1 call to 1.1 put.
PowerShares QQQ Trust (QQQ) March weekly call option implied volatility is at 62, March is at 45, April is at 37; compared to its 52-week range of 12 to 39. Call put ratio 1 call to 3 puts.
Russell 2000 Index (RUT) 30-day option implied volatility is at 44; compared to its 52-week range of 12 to 37.
Ishares Iboxx $ High Yield Corporate Bond Etf (HYG) March weekly call option implied volatility is at 20, March is at 16; compared to its 52-week range of 4 to 13. Call put ratio 1 call to 8.4 puts with focus on April 77 and 83 puts.
United States Oil Fund (USO) March weekly call option implied volatility is at 63, March is at 55; compared to its 52-week range of 22 to 46 as WTI Crude oil trades $46.
Boeing (BA) March weekly call option implied volatility is at 83, March is at 62; compared to its 52-week range of 23 to 47 as shares at 3 year low.
Gilead Sciences (GILD) February weekly call option implied volatility is at 73, March is at 57; compared to its 52-week range of 19 to 45 amid Covid-19 coronavirus. Call put ratio 4.6 calls to 1 put.
Regeneron (RGEN) February weekly call option implied volatility is at 77, March is at 57; compared to its 52-week range of 24 to 47 amid Covid-19 coronavirus and new products. Call put ratio 3.1 call to 1 put.
Options with decreasing option implied volatility: LL PTLA RVLV
Increasing unusual option volume: EWA SWN BKLN AGNC EWG
Increasing unusual call option volume: CPRT VIVO TWO TECS INO NVAX
Increasing unusual put option volume: EWA SWN AGNC EWG LQD VGK
Popular stocks with increasing unusual volume: UBER DIS GE
Active options on February 28: AAPL TSLA AMD MSFT