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 over looked information.

Options with increasing option implied volatility: MCD FB GE AMZN TSLA SBUX AMD MLCO ADSK DDDTWOU

Popular stocks with increasing unusual volume: DIS MMM INTC NIO LK

Apple (AAPL) January weekly call option implied volatility is at 110, February is at 87; compared to its 52-week range of 18 to 35 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put with focus on January weekly calls.

Apple Reports Earnings: Important Things to Watch

The Wearables
iPhone Sales
Services Revenue and Stats
Installed Base Numbers
iPad and Mac Sales
Chinese Demand
AppleTV
Stock Buybacks

Semiconductor IV flat into Apple (APPL) quarter results

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 33. Call put ratio 1 call to 2.3 puts with focus on January weekly 147 puts with focus on January weekly 131 puts into Apple (AAPL) results and outlook.

Micron (MU) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 60. Call put ratio 3.5 calls to 1 put with focus on ATM January weekly calls.

Western Digital (WDC) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 60. Call put ratio 2.4 calls to 1 put.

Qualcomm (QCOM) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 43. Call put ratio 3.8 calls to 1 put with focus on February weekly calls.

Advanced Micro Devices (AMD) January weekly call option implied volatility is at 126, February is at 63; compared to its 52-week range of 36 to 80 into the expected release of quarter results today.

Alaska Air (ALK) February call option implied volatility is at 32, March is at 30; compared to its 52-week range of 21 to 34 into the expected release of quarter results today after the bell.

eBay (EBAY) January weekly call option implied volatility is at 85, February is at 32; compared to its 52-week range of 19 to 39 into the expected release of quarter results today after the bell.

Starbucks (SBUX) January weekly call option implied volatility is at 61, February is at 30; compared to its 52-week range of 15 to 39 into the expected release of quarter results today after the bell.

Wynn Resorts (WYNN) January weekly call option implied volatility is at 69, February is at 60; compared to its 52-week range of 31 to 56 into the expected release of quarter results today.

Xilinx (XLNX) January weekly call option implied volatility is at 88, February weekly is at 42; compared to its 52-week range of 24 to 53 into the expected release of quarter results today after the bell.

Allegiant (ALGT) February call option implied volatility is at 39, March is at 33; compared to its 52-week range of 21 to 56 into the expected release of quarter results after the bell on January 29.

Anthem (ANTM) January weekly call option implied volatility is at 52, March is at 33; compared to its 52-week range of 19 to 43 into the expected release of quarter results on January 29.

Archer-Daniels Midland (ADM) January weekly call option implied volatility is at 45, February is at 26; compared to its 52-week range of 16 to 30 into the expected release of quarter results after the bell on January 29. Call put ratio 1 call to 2 puts.

AT&T (T) January weekly call option implied volatility is at 48, February is at 24; compared to its 52-week range of 15 to 28 into the expected release of quarter results before the bell on January 29.

Boeing (BA) January weekly call option implied volatility is at 55, February is at 34; compared to its 52-week range of 23 to 43 into the expected release of quarter results before the bell on January 29. Call put ratio 2.6 calls to 1 put with focus on weekly 320 calls.

Brinker (EAT) February call option implied volatility is at 37, March is at 33; compared to its 52-week range of 29 to 51 into the expected release of quarter results before the bell on January 29.

Canadian Pacific (CP) February call option implied volatility is at 22, March is at 21; compared to its 52-week range of into the expected release of quarter results on January 29.

Cirrus Logic (CRUS) January weekly call option implied volatility is at 115, February is at 50; compared to its 52-week range of 17 to 29 into the expected release of quarter results after the bell on January 29. Call put ratio 1 calls to 7.4 puts.

Cree (CREE) January weekly call option implied volatility is at 133, February is at 56; compared to its 52-week range of 30 to 61 into the expected release of quarter results after the bell on January 29.

Extreme Networks (EXTR) February call option implied volatility is at 71, March is at 56; compared to its 52-week range of 35 to 77 into the expected release of quarter results before the bell on January 29.

Facebook (FB) January weekly call option implied volatility is at 71, February is at 34; compared to its 52-week range of 21 to 43 into the expected release of quarter results after the bell on January 29. Call put ratio 1.9 calls to 1 put.

General Dynamics (GD) January weekly call option implied volatility is at 43, February is at 24; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on January 29.

General Electric (GE) January weekly call option implied volatility is at 89, February is at 43; compared to its 52-week range of 27 to 68 into the expected release of quarter results before the bell on January 29. Call put ration 2.9 calls to 1 put with focus on January weekly 12 calls.

Illumina (ILMN) January weekly call option implied volatility is at 64, February is at 63; compared to its 52-week range of 23 to 47 into the expected release of quarter results after the bell on January 29.

Lam Research (LRCX) January weekly call option implied volatility is at 79, February is at 40; compared to its 52-week range of 25 to 43 into the expected release of quarter results after the bell on January 29.

Las Vegas Sands (LVS) January weekly call option implied volatility is at 71, February is at 45; compared to its 52-week range of 23 to 40 into the expected release of quarter results after the bell on January 29. Call put ratio 2.2 calls to 1 put.

Mastercard (MA) January weekly call option implied volatility is at 40, February is at 25; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on January 29.

McDonalds (MCD) January weekly call option implied volatility is at 40, February is at 20; compared to its 52-week range of 13 to 24 into the expected release of quarter results before the bell on January 29.

Microsoft (MSFT) January weekly call option implied volatility is at 50, February is at 26; compared to its 52-week range of 15 to 32 into the expected release of quarter results after the bell on January 29. Call put ratio 2.5 calls to 1 put with focus on January weekly 165 calls.

Mondelez (MDLZ) January weekly call option implied volatility is at 44, February is at 22; compared to its 52-week range of 13 to 27 into the expected release of quarter results on January 29.

Norfolk Southern (NSC) January weekly call option implied volatility is at 42, February is at 28; compared to its 52-week range of 17 to 38 into the expected release of quarter results before the bell on January 29.

Novartis (NVS) February call option implied volatility is at 16, March is at 14; compared to its 52-week range of 12 to 24 into the expected release of quarter results on January 29.

Rockwell Automation (ROK) February call option implied volatility is at 32, March is at 28; compared to its 52-week range of 20 to 35 into the expected release of quarter results before the bell on January 29.

Sprint (S) February call option implied volatility is at 135; compared to its 52-week range of 29 to 141 into the expected release of quarter results on January 29.

Tesla (TSLA) January weekly call option implied volatility is at 150, February is at 74; compared to its 52-week range of 34 to 75 into the expected release of quarter results after the bell on January 29.

Textron (TXT) February call option implied volatility is at 37, March is at 30; compared to its 52-week range of 20 to 45 into the expected release of quarter results before the bell on January 29.
Luckin Coffee Inc. (LK) January weekly call option implied volatility is at 135, February is at 121; compared to its 52-week range of 53 to 140 as share price up 5%.

Virgin Galactic Holdings (SPCE) February call option implied volatility is at 116, March is at 105; compared to its 26-week range of 39 to 128 as Richard Branson’s spaceship company trends higher. Call put ratio 10 calls to 1 put with focus on February 20 calls.

Beyond Meat (BYND) January weekly call option implied volatility is at 111, March is at 88; compared to its 52-week range of 47 to 141. Call put ratio 2.4 calls to 1 put with focus on January weekly 120 and 125 calls.

Increasing unusual option volume: R XLRN DLPH INO FFIV DXD DT YANG AP CIT
Increasing unusual call option volume: FNV DLPH CIT BKR DT INO
Increasing unusual put option volume: R PII FFIV ITB SAP JNPR
Options with decreasing option implied volatility: DLPH NFLX ERIC TER
Active options: AAPL TSLA AMD BABA BYND PFE NFLX CGC UBER MSFT DIS ROKU BAC NIO LK FB NVDA MMM INTC