Mid-session IV Report January 28, 2019

Mid-session IV Report January 28, 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: VALE CRON OSTK MCD NVDA MSFT GOOG FB AMZN GME TLRY WMT

Options with increasing volume: CAT NVDA SQ CRON CGC AMZN

PG&E Corp. (PCG) call put ratio 1 call to 1.1 puts into investors said to offer $4B plan to avert bankruptcy – Bloomberg.

PG&E Corp. (PCG) February weekly call option implied volatility is at 158, February is at 163; compared to its 52-week range of 26 to 202 after investors said to offer $4B plan to avert bankruptcy – Bloomberg.

Vale S.A. (VALE) March weekly call option implied volatility is at 111, February is at 70; compared to its 52-week range of 31 to 55 after a dam break. Call put ratio 1 call to 1.3 puts.

Alibaba (BABA) February weekly call option implied volatility is at 71, February is at 45; compared to its 52-week range of 26 to 58 into the expected release of EPS before the open on January 30.

Allegiant (ALGT) February call option implied volatility is at 47, March is at 39; compared to its 52-week range of 26 to 58 into the expected release of EPS before the open on January 30.

Alphabet (GOOG) February weekly call option implied volatility is at 34, February is at 35; compared to its 52-week range of 17 to 41 into the expected release of EPS after the bell on January 30. Call put ratio 2.3 calls to 1 put.

AT&T (T) February weekly call option implied volatility is at 46, February is at 28; compared to its 52-week range of 14 to 40 into the expected release of EPS before the open on January 30. Call put ratio 1 call to 1.1 puts.

Automatic Data Processing (ADP) February weekly call option implied volatility is at 43, February is at 31; compared to its 52-week range of 15 to 38 into the expected release of EPS before the open on January 30. Call put ratio 1 call to 2 puts.

Boeing (BA) February weekly call option implied volatility is at 53, February is at 34; compared to its 52-week range of 19 calls to 46 into the expected release of EPS before the open on January 30. Call put ratio 1.4 calls to 1 put.

Cree (CREE) February weekly call option implied volatility is at 102, February is at 55; compared to its 52-week range of 19 to 71 into the expected release of EPS after the bell on January 30. Call put ratio 1 call to 1.8 puts.

Facebook (FB) February weekly call option implied volatility is at 81, February is at 47; compared to its 52-week range of 20 to 53 into the expected release of EPS after the bell on January 30.

General Dynamics (GD) February weekly call option implied volatility is at 47, February is at 31; compared to its 52-week range of 16 to 41 into the expected release of EPS before the open on January 30.

Hess (HES) February weekly call option implied volatility is at 63, February is at 48; compared to its 52-week range of 28 to 68 into the expected release of EPS before the open on January 30.
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Hologic (HOLX) February weekly call option implied volatility is at 37, February is at 29; compared to its 52-week range of 19 to 45 into the expected release of EPS after the bell on January 30.

Ingersoll-Rand (IR) February call option implied volatility is at 28, March is at 24; compared to its 52-week range of 17 to 38 into the expected release of EPS before the open on January 30.

Juniper (JNPR) February weekly call option implied volatility is at 75, February is at 42; compared to its 52-week range of 20 to 55 into the expected release of EPS on January 30.

McDonalds (MCD) February weekly call option implied volatility is at 44, February is at 25; compared to its 52-week range of 14 to 30 into the expected release of EPS before the open on January 30.

Mondelez (MDLZ) February weekly call option implied volatility is at 43, February is at 23; compared to its 52-week range of 15 to 29 into the expected release of EPS on January 30.

Murphy Oil (MUR) February call option implied volatility is at 44, March is at 39; compared to its 52-week range of 30 to 60 into the expected release of EPS on January 30.

NASDAQ (NDAQ) February call option implied volatility is at 23, March is at 20; compared to its 52-week range of 14 to 36 into the expected release of EPS before the open on January 30.

Qualcomm (QCOM) February weekly call option implied volatility is at 69, February is at 42; compared to its 52-week range of 19 to 53 into the expected release of EPS after the bell on January 30. Call put ratio 3 calls to 1 put.

Royal Caribbean Cruises (RCL) February weekly call option implied volatility is at 72, February is at 42; compared to its 52-week range of 22 to 49 into the expected release of EPS before the open on January 30.

United States Steel (X) February weekly call option implied volatility is at 107, February is at 66; compared to its 52-week range of 34 to 64 into the expected release of EPS on January 30.

Visa (V) February weekly call option implied volatility is at 45, February is at 29; compared to its 52-week range of 15 to 40 into the expected release of EPS after the bell on January 30.

Increasing unusual call option volume: GREK CFX RMD WAB YUMC TELL BCRX BTG
Increasing unusual put option volume: INDA LUV DLR CX NGL VALE XLNX EPI PII
Options with decreasing option implied volatility: UNG CAT XLNX PAH CAT WAB
Active options: NVDA VALE AMD AAPL GE PCG BAC MU CAT INTC FB TSLA QCOM MSFT NFLX SQ F CRON CGC AMZN