Mid-session IV Report February 4, 2019

Mid-session IV Report February 4, 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: PANW ACB ROKU PZZA PB CRON LLY APHA MAT ENDP CELG

Options with increasing volume: ATVI EOLS MXWL AMG PBI APTV SENS AVP SENS AVP MAT EDZ GMLP APHA

Netflix (NFLX) February weekly call option implied volatility is at 41, February is at 38 compared to its 52-week range of 25 to 75. Call put ratio 1.8 calls to 1 put as shares rally 2.3%.

Activision Blizzard (ATVI) February weekly call option implied volatility is at 42, February is at 60; compared to its 52-week range of 25 to 77 into the expected release of EPS on February 12. Call put ratio 5.9 calls to 1 put as shares rally 1.2%.

Alphabet (GOOG) February weekly call option implied volatility is at 55, February is at 38; compared to its 52-week range of 17 to 41 into the expected release of EPS today after the market close. Call put ratio 1.8 calls to 1 put.

Alphabet (GOOGL) February weekly call option implied volatility is at 55, February is at 38; compared to its 52-week range of 18 to 41 into the expected release of EPS today after the market close. Call put ratio 1.4 calls to 1 put.

Disney (DIS) February weekly call option implied volatility is at 35, February is at 24; compared to its 52-week range of 15 to 34 into the expected release of EPS after the bell on February 5. Call put ratio 2.3 calls to 1 put.

Viacom (VIAB) February weekly call option implied volatility is at 65, February is at 47; compared to its 52-week range of 22 to 98 into the expected release of EPS on February 5.

Estee Lauder (EL) February weekly call option implied volatility is at 43, March is at 30; compared to its 52-week range of 18 to 43 into the expected release of EPS on February 5.

BP (BP) February weekly call option implied volatility is at 41, March is at 28; compared to its 52-week range of 36 to 99 into the expected release of EPS before the open on February 5.

SNAP (SNAP) February weekly call option implied volatility is at 174, February is at 116; compared to its 52-week range of 36 to 100 into the expected release of EPS after the close on February 5.

Allstate (ALL) February call option implied volatility is at 26, March is at 19; compared to its 52-week range of 14 to 33 into the expected release of EPS after the close on February 5. Call put ratio 1 call to 2.2 puts.

Archer-Danial’s (ADM) February weekly call option implied volatility is at 34, February is at 27; compared to its 52-week range of 15 to 34 into the expected release of EPS before the open on February 5.

Ashland (ASH) February call option implied volatility is at 37, March is at 28; compared to its 52-week range of 16 to 62 into the expected release of EPS after the close on February 5.

Becton Dickinson (BDX) February weekly call option implied volatility is at 34, February is at 25; compared to its 52-week range of 14 to 36 into the expected release of EPS before the open on February 5.

Chubb (CB) February weekly call option implied volatility is at 19, February is at 17; compared to its 52-week range of 14 to 31 into the expected release of EPS after the close on February 5.

Container Store (TCS) February call option implied volatility is at 115, March is at 71; compared to its 52-week range of 46 to 138 into the expected release of EPS after the close on February 5.

Electronic Arts (EA) February weekly call option implied volatility is at 85, February is at 60; compared to its 52-week range of 22 to 58 into the expected release of EPS after the close on February 5. Call put ratio 2.3 calls to 1 put.

Ralph Lauren (RL) February weekly call option implied volatility is at 77, February is at 51; compared to its 52-week range of 23 to 52 into the expected release of EPS before the open on February 5. Call put ratio 1 call to 4.4 puts with focus on February 105 puts.

Shutterfly (SFLY) February call option implied volatility is at 92, March is at 55; compared to its 52-week range of 24 to 81 into the expected release of EPS after the close on February 5. Call put ratio 2.6 calls to 1 put.

Skyworks (SWKS) February weekly call option implied volatility is at 65, February is at 45; compared to its 52-week range of 22 to 54 into the expected release of EPS after the close on February 5.

Spirit Airlines (SAVE) February call option implied volatility is at 48, March is at 38; compared to its 52-week range of 29 to 62 into the expected release of EPS after the close on February 5.

Increasing unusual call option volume: ATVI EOL MAT SENS GMLP APTV CP MMC CLX ESI EBAY IQV SYY
Increasing unusual put option volume: ACB AVP PBI CERN APTV ICPT ASNA EL WETF NCR ZNGA YUMC
Options with decreasing option implied volatility: SYY ON CLX ALXN UNG AMZN MLNX DAL
Active options: AAPL FB AMD EBAY NVDA GE NFLX MSFT CRON AMZN VALE TSLA ACB ROKU BAC BABA BA BMY SNAP TWTR