Mid-session IV Report January 25, 2019

Mid-session IV Report January 25, 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: CGC GRUB PAH FLEX SLV PCG VALE

Options with increasing volume: AAOI ARNC TTD OLED GIS HRL WMT TWTR SQ VALE

Twitter (TWTR) calls active after Citron Research issued a new report and said, via Twitter’s platform, that the emergence of Alexandria Ocasio-Cortez has changed its view on the stock…presidential election….

Twitter (TWTR) January weekly call option implied volatility is at 94, February weekly is at 50, February is at 68; compared to its 52-week range of 35 to 91. Call put ratio 5.3 calls to 1 put with focus on February 33 weekly calls. Citron research say’s Alexandria Ocasio-Cortez has adopted Twitter as her medium of choice and her rise “will keep Twitter the idea leader for the next presidential election”.

Vale S.A. (VALE) January weekly call option implied volatility is at 66, February is at 40; compared to its 52-week range of 31 to 55 following reports of a dam break. Call put ratio 1 call to 1.47 puts with focus on January weekly 14, 14.50 and 15 puts.

General Mills (GIS) February call option implied volatility is at 28, March is at 20; compared to its 52-week range of 18 to 39. Call put ratio 25 calls to 1 put with focus on February 45 and 47.50 calls.

Square (SQ) January weekly call option implied volatility is at 78, February weekly is at 54, February is at 49; compared to its 52-week range of 36 to 79. Call put ratio 2.53 calls to 1 put with focus on January weekly and February weekly, February 75 calls.

Rambus (RMBS) February call option implied volatility is at 51, March is at 35; compared to its 52-week range of into the expected release of EPS after the market close on January 29. Call put ratio is 268 calls to 1 put with focus on February 10 calls.

Shutterfly (SFLY) February call option implied volatility is at 66, March is at 44; compared to its 52-week range of 24 to 81 into the expected release of EPS after the market close on January 29.

Whirlpool (WHR) February weekly call option implied volatility is at 59, February is at 40; compared to its 52-week range of 22 to 49 into the expected release of EPS before the market open on January 29.

AK Steel (AKS) February weekly call option implied volatility is at 101, February is at 80; compared to its 52-week range of 39 to 96 into the expected release of EPS before the market open on January 29. Call put ratio 1.8 calls to 1 put.

Advanced Micro Devices (AMD) February weekly call option implied volatility is at 119, February is at 83; compared to its 52-week range of 36 to 100 into the expected release of EPS after the market close on January 29. Call put ratio 1.8 calls to 1 put.

Amgen (AMGN) February weekly call option implied volatility is at 35, February is at 27; compared to its 52-week range of 15 to 39 into the expected release of EPS after the market close on January 29.

Apple (AAPL) February weekly call option implied volatility is at 45, February is at 47; compared to its 52-week range of 16 to 45 into the expected release of EPS after the market close on January 29.

Biogen (BIIB) February weekly call option implied volatility is at 43, February is at 33; compared to its 52-week range of 22 to 45 into the expected release of EPS before the market open on January 29. Call put ratio 3.7 calls to 1 put.

Corning (GLW) February weekly call option implied volatility is at 52, February is at 37; compared to its 52-week range of 17 to 48 into the expected release of EPS before the market open on January 29. Call put ratio 11 calls to 1 put with focus on February 31 calls.

EBay (EBAY) February weekly call option implied volatility is at 59, February is at 38; compared to its 52-week range of 18 to 54 into the expected release of EPS after the market close on January 29.

Microsoft (MSFT) February weekly call option implied volatility is at 42, February is at 32; compared to its 52-week range of 15 to 44 into the expected release of EPS before the market open on January 29. Call put ratio 2 calls to 1 put.

Pfizer (PFE) February weekly call option implied volatility is at 29, February is at 25; compared to its 52-week range of 12 to 34 into the expected release of EPS before the market open on January 29. Call put ratio 1.95 call to 1 put.

Verizon (VZ) February weekly call option implied volatility is at 28, February is at 22; compared to its 52-week range of 13 to 35 into the expected release of EPS before the market open on January 29. Call put ratio 2.4 calls to 1 put.

Increasing unusual call option volume: BC CL SNV GIS CNP TGE EPC EWY NOK SCCO SYY RMBS
Increasing unusual put option volume: INDA RMD USAT HOLX ALRM XAU SLM VIPS VALE
Options with decreasing option implied volatility: SBUX INTC WDC ABBV YELP SBUX CELG CL IMMU BOIL
Active options: AAPL INTC AMD GE BABA MU PCG NVDA NFLX FB BAC F SQ SBUX WDC AMZN JD TWTR TSLA CGC