Mid-session IV Report February 6, 2019

Mid-session IV Report February 6, 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: AMLP GPRO SONO ATVI TWTR GPRO FEYE GME APHA ARNC ANF DLTR URBN AEO KR TGT BKLN

Options with increasing volume: MU ATVI TTWO EA GM CRON EBAY

FireEye (FEYE) February weekly call option implied volatility is at 144, February is at 80; compared to its 52-week range of 29 to 69 into the expected release of EPS today after the bell. Call put ratio 1.4 calls to 1 put.

GoPro (GPRO) February weekly call option implied volatility is at 301, February is at 155; compared to its 52-week range of 43 to 108 into the expected release of EPS today after the bell. Call put ratio 1.2 calls to 1 put.

Zynga (ZNGA) February weekly call option implied volatility is at 140, February is at 75; compared to its 52-week range of 29 to 74 into the expected release of EPS today after the bell. Call put ratio 2.1 calls to 1 put.

Chipotle (CMG) February weekly call option implied volatility is at 113, February is at 62; compared to its 52-week range of 24 to 50 into the expected release of EPS today after the bell. Call put ratio 1 call to 1.2 puts.

Fiserv (FISV) February call option implied volatility is at 31, March is at 24; compared to its 52-week range of 14 to 34 after the market close on February 7.

Expedia Group (EXPE) February weekly call option implied volatility is at 105, February is at 55; compared to its 52-week range of 18 to 50 into the expected release of EPS after the bell on February 7.

Kellogg (K) February call option implied volatility is at 37, March is at 25; compared to its 52-week range of 28 to 38 into the expected release of EPS before the bell on February 7. Call put ratio 1 call to 11 puts with focus on February 57.50 puts.

Intercontinental Exchange (ICE) February call option implied volatility is at 24, March is at 20; compared to its 52-week range of 14 to 34 into the expected release of EPS on February 7.

Snap-on (SNA) February call option implied volatility is at 50, March is at 31; compared to its 52-week range of 18 to 40 into the expected release of EPS before the open on February 7.

Tapestry (TPR) February weekly call option implied volatility is at 130, March is at 61; compared to its 52-week range of 19 to 59 into the expected release of EPS before the open on February 7.

Yum! Brands (YUM) February weekly call option implied volatility is at 61, February is at 35; compared to its 52-week range of 13 to 30 into the expected release of EPS before the open on February 7.

Twitter (TWTR) February weekly call option implied volatility is at 204, February is at 109; compared to its 52-week range of 35 to 91 into the expected release of EPS before the open on February 7. Call put ratio 2.3 calls to 1 put.

Nuance (NUAN) February call option implied volatility is at 59, March is at 37; compared to its 52-week range of 24 to 53 into the expected release of EPS after the bell on February 7.

Penn Gaming (PENN) February call option implied volatility is at 59, March is at 43; compared to its 52-week range of 28 to 62 into the expected release of EPS before the open on February 7.

T-Mobile (TMUS) February weekly call option implied volatility is at 51, February is at 35; compared to its 52-week range of 18 to 37 into the expected release of EPS before the open on February 7. Call put ratio 2.9 calls to 1 put.

Tyson (TSN) February weekly call option implied volatility is at 77, February is at 43; compared to its 52-week range of 19 to 39 into the expected release of EPS before the open on February 7.

Dunkin’ Brands (DNKN) February call option implied volatility is at 34, March is at 26; compared to its 52-week range of 18 to 35 into the expected release of EPS before the open on February 7.

Hain Celestial (HAIN) February call option implied volatility is at 64, March is at 45; compared to its 52-week range of 26 to 55 into the expected release of EPS before the open on February 7.

Mattel (MAT) February weekly call option implied volatility is at 155, February is at 94; compared to its 52-week range of 33 to 76 into the expected release of EPS after the bell on February 7. Call put ratio 1 call to 4.5 puts.

Match Group (MTCH) February weekly call option implied volatility is at 93, March is at 55; compared to its 52-week range of 35 to 90 into the expected release of EPS after the bell on February 7.

Increasing unusual call option volume: ALKS FBP PAGP CERN ON CALX ZEN SNAP PAYC ADS NDAQ RDN EOLS EA NYT
Increasing unusual put option volume: TTM CC AMRS BABA EA NTR PENN PAYC LCI CERN TTWO ZNGA
Options with decreasing option implied volatility: KEM PBI TSLA CPRI ABMD RL STX GOOG GOOGL BP VIAB ADM
Active Options: SNAP AAPL GE MU AMD FB NVDA NFLX DIS CRON EA AMZN BABA TWTR BA GM TSLA MSFT BAC ATVI