Mid-session IV Report January 29, 2019

Mid-session IV Report January 29, 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 GME BABA MCD BA MSFT FB APPL XPO X

Options with increasing volume: GME SYSS VALE CGC PFE PCG

Advanced Micro Devices (AMD) February weekly call option implied volatility is at 157, February is at 86; 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 1.12 calls to 1 put.

Alibaba (BABA) February weekly call option implied volatility is at 75, 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.

AT&T (T) February weekly call option implied volatility is at 53, 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 1.3 puts.

McDonalds (MCD) February weekly call option implied volatility is at 49, 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.

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 2 calls to 1 put.

Tesla (TSLA) February weekly call option implied volatility is at 136, February is at 80; compared to its 52-week range of 35 to 87 into the expected release of Q4 results on January 30 after the market close and bond payment on February 27. Call put ratio 1 call to 1.2 puts.

Boeing (BA) February weekly call option implied volatility is at 55, 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 1.7 calls to 1 put.

Facebook (FB) February weekly call option implied volatility is at 88, 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. Call put ratio 1.4 calls to 1 put.

Wynn Resorts (WYNN) February weekly call option implied volatility is at 104, February is at 60; compared to its 52-week range of 26 to 72 into the expected release of EPS after the bell on January 30. Call put ratio 1.4 calls to 1 put.

Amazon (AMZN) February weekly call option implied volatility is at 87, February is at 48; compared to its 52-week range of 18 to 54 into the expected release of EPS after the bell on January 31. Call put ratio 1.4 calls to 1 put.

Altria (MO) February weekly call option implied volatility is at 57, February is at 33; compared to its 52-week range of 17 to 39 into the expected release of EPS on January 31.

Apollo Management (APO) February weekly call option implied volatility is at 43, February is at 31; compared to its 52-week range of 20 to 51 into the expected release of EPS on January 31.

Baker Hughes, a GE company (BHGE) February weekly call option implied volatility is at 37, February is at 33; compared to its 52-week range of 27 to 56 into the expected release of EPS on January 31. Call put ratio 1 call to 2.4 puts.

Baxter (BAX) February weekly call option implied volatility is at 61, February is at 28; compared to its 52-week range of 14 to 32 into the expected release of EPS before the open on January 31. Call put ratio 1 call to 2.2 puts.

Blackstone (BX) February weekly call option implied volatility is at 40, February is at 27; compared to its 52-week range of 15 to 48 into the expected release of EPS before the open on January 31. Call put ratio 4.9 calls to 1 put.

Charter Communications (CHTR) February weekly call option implied volatility is at 81, February is at 42; compared to its 52-week range of 25 to 43 into the expected release of EPS on January 31.

Ferrari (RACE) February weekly call option implied volatility is at 74, February is at 41; compared to its 52-week range of 21 to 44 into the expected release of EPS on January 31.

General Electric (GE) February weekly call option implied volatility is at 114, February is at 62; compared to its 52-week range of 22 to 72 into the expected release of EPS before the open on January 31.

Hershey (HSY) February weekly call option implied volatility is at 54, February is at 29; compared to its 52-week range of 16 to 37 into the expected release of EPS before the open on January 31. Call put ratio 1 call to 4.5 puts.

Raytheon (RTN) February weekly call option implied volatility is at 48, February is at 29; compared to its 52-week range of 16 to 42 into the expected release of EPS on January 31.

Sprint (S) February weekly call option implied volatility is at 41, February is at 32; compared to its 52-week range of 24 to 74 into the expected release of EPS on January 31. Call put ratio 1 call to 1.3 puts.

Symantec (SYMC) February weekly call option implied volatility is at 108, February is at 56; compared to its 52-week range of 23 to 55 into the expected release of EPS on January 31. Call put ratio 3.4 calls to 1 put.

UPS (UPS) February weekly call option implied volatility is at 69, February is at 37; compared to its 52-week range of 15 to 42 into the expected release of EPS before the open on January 30. Call put ratio 3.9 calls to 1 put.

YRC Worldwide (YRCW) February call option implied volatility is at 93, March is at 74; compared to its 52-week range of 42 to 129 into the expected release of EPS before the open on January 31.

Yum China (YUMC) February call option implied volatility is at 44, March is at 34; compared to its 52-week range of 23 to 55 into the expected release of EPS on January 31. Call put ratio 4.2 calls to 1 put with focus on March 37.50 calls.

Increasing unusual call option volume: AMBC DDD VIPS HOG HA MAG SSYS
Increasing unusual put option volume: NRG INDA RMD VALE PFF XAU
Options with decreasing option implied volatility: PCG BOIL BXTR ACAD UNG ERIC UNG CAT PCG XLU WAB SNAP
Active options: AAPL PCG AMD NVDA SQ BAC MSFT FB BABA GE CRON NFLX VALE MU VZ T TSLA AMZN CGC PFE