Daily IV Report
Mid-session IV Report February 8, 2019
Mid-session IV Report February 8, 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: EA MT BX ENB AMRS […]
Mid-session IV Report February 8, 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: EA MT BX ENB AMRS XOM NLSN BBTAMZN DB KR TGT CIEN
Options with increasing volume: KTOS SNAP VALE EA COLM LLY COTY MTW NCR SKX EA NLSN
FANG stock option implied volatility is flat as shares at upper end of range
Facebook (FB) February call option implied volatility is at 25, March is at 24; compared to its 52-week range of 20 to 53. Call put ratio 1.4 calls to 1 put.
Apple (AAPL) February call option implied volatility is at 25, March is at 24; compared to its 52-week range of 16 to 46. Call put ratio 1.4 calls to 1 put.
Amazon (AMZN) February call option implied volatility is at 31, March is at 30; compared to its 52-week range of 18 to 55. Call put ratio 1.2 calls to 1 put.
Netflix (NFLX) February call option implied volatility is at 39, March is at 38; compared to its 52-week range of 26 to 76.
Alphabet (GOOG) February call option implied volatility is at 24, March is at 23; compared to its 52-week range of 17 to 41. Call put ratio 3.7 calls to 1 put with focus on February 1170 calls.
Alphabet (GOOGL) February call option implied volatility is at 24, March is at 23; compared to its 52-week range of 18 to 42.
Under Armour Inc (UAA) February call option implied volatility is at 111, March is at 63; compared to its 52-week range of 35 to 87 into EPS on February 12. Call put ratio 2.4 calls to 1 put with focus February weekly 21 calls.
Kratos Defense (KTOS) February 15 and 17.50 calls active
Increasing unusual call option volume: SKX XENT MAT COTY FCAU MSI ALVR EXPE TTM EA RPD QNST KTOS
b: NCR WU MHK SGEN ERIC MSI TK EXEL HAS LLY MT GE ESPR
Options with decreasing option implied volatility: SKX EXPE COTY MAT ZAYO QRVO ARWR CLF MAT IAC GT COTY CLF ARNC IRBT GPRO
Active options: GE AAPL AMZN FCAU TWTR MU EA TSLA FB CLF AMD BABA NFLX NVDA LLY BAC VALE SNAP SQ BA