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 over looked information.

Options with increasing option implied volatility: TWOU W FL NTNX DDD DDOG LB CRUS CREE MLCO HTZ CLF BBY KHC HPQ CLVS JNJ FIT DDD

Popular stocks with increasing unusual volume: BA AAPL MRK MCD NIO BYND F XLNX CGC GDOT FEYE

Federal Reserve Chairman holds a press conference to discuss the FOMC’s latest quarterly economic projections on January 29 at 2:30 pm.

Apple (AAPL) January weekly call option implied volatility is at 34, February is at 26; compared to its 52-week range of 18 to 35 as shares at record high.

L Brands (LB) January weekly call option implied volatility is at 53, February is at 47; compared to its 52-week range of 32 to 83 after the Wall Street Journal reports Leslie Wexner is in talks to step aside as CEO of the company and it is also exploring strategic alternatives for Victoria’s Secret. Call put ratio 3 calls to 1 put with focus on March 22.5 and January 35 calls.

FireEye (FEYE) January weekly call option implied volatility is at 47, February is at 50; compared to its 52-week range of 31 to 56 into the expected release of quarter results on February 5. Call put ratio 43 call to 1 put with focus on January weekly 16 calls.

Green Dot (GDOT) February call option implied volatility is at 65, March is at 59; compared to its 52-week range of 33 to 93. Call put ratio 410 calls to 1 put with focus on February and March 35 calls. EPS expected on February 18.

Cirrus Logic (CRUS) January weekly call option implied volatility is at 140, February is at 53; compared to its 52-week range of 17 to 29 into the expected release of quarter results today after the bell.

Cree (CREE) January weekly call option implied volatility is at 140, February is at 54; compared to its 52-week range of 30 to 61 into the expected release of quarter results today after the bell.

Facebook (FB) January weekly call option implied volatility is at 81, February is at 34; compared to its 52-week range of 21 to 43 into the expected release of quarter results today after the bell on January 29. Call put ratio 2.1 calls to 1 put with focus on January weekly 220 calls.

Illumina (ILMN) January weekly call option implied volatility is at 73, February is at 34; compared to its 52-week range of 23 to 47 into the expected release of quarter results today after the bell.

Lam Research (LRCX) January weekly call option implied volatility is at 95, February is at 41; compared to its 52-week range of 25 to 43 into the expected release of quarter results today after the bell.

Las Vegas Sands (LVS) January weekly call option implied volatility is at 76, February is at 44; compared to its 52-week range of 23 to 40 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts.

Microsoft (MSFT) January weekly call option implied volatility is at 60, February is at 28; compared to its 52-week range of 15 to 32 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put with focus on January weekly 167.50 and 170 calls.

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 today after the bell. Call put ratio 1 call to 3.4 calls with focus on March 3.5 and 4 puts.

Tesla (TSLA) January weekly call option implied volatility is at 163, February is at 72; compared to its 52-week range of 34 to 75 into the expected release of quarter results today after the bell.

Altria Group (MO) January weekly call option implied volatility is at 54, February is at 25; compared to its 52-week range of 18 to 36 into the expected release of quarter results on January 30. Call put ratio 2.6 calls to 1 put with focus on January weekly 51 calls.

Amgen (AMGN) January weekly call option implied volatility is at 48, February is at 26; compared to its 52-week range of 17 to 31 into the expected release of quarter results after the bell on January 30.

Amazon (AMZN) January weekly call option implied volatility is at 58, February is at 29; compared to its 52-week range of 17 to 43 into the expected release of quarter results after the bell on January 30.

Biogen (BIIB) January weekly call option implied volatility is at 65, February is at 55; compared to its 52-week range of 24 to 50 into the expected release of quarter results before the bell on January 30.

Blackstone (BX) January weekly call option implied volatility is at 50, February is at 29; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on January 30.

CNX Resources (CNX) February call option implied volatility is at 67, March is at 51; compared to its 52-week range of 37 to 74 into the expected release of quarter results on January 30. Call put ratio 13 calls to 1 put with focus on March 9 calls.

Coca-Cola (KO) January weekly call option implied volatility is at 42, February is at 19; compared to its 52-week range of 12 to 22 into the expected release of quarter results on January 30.

Decker Outdoor (DECK) February call option implied volatility is at 47,March is at 37; compared to its 52-week range of 27 to 54 into the expected release of quarter results after the bell on January 30. February 180 calls active.

DuPont (DD) January weekly call option implied volatility is at 63, February is at 31; compared to its 52-week range of 22 to 37 into the expected release of quarter results before the bell on January 30.

Electronic Arts (EA) January weekly call option implied volatility is at 85, February is at 34; compared to its 52-week range of 21 to 51 into the expected release of quarter results after the bell on January 30.

Hershey (HSY) January weekly call option implied volatility is at 60, February is at 23; compared to its 52-week range of 15 to 27 into the expected release of quarter results before the bell on January 30.

Murphy Oil (MUR) February call option implied volatility is at 41, March is at 36; compared to its 52-week range of 31 to 59 into the expected release of quarter results before the bell on January 30. Call put ratio 1 call to 18.50 puts with focus on March 20 puts.

Northrup Grumman (NOC) January weekly call option implied volatility is at 48, February is at 23; compared to its 52-week range of 16 to 32 into the expected release of quarter results before the bell on January 30.

Raytheon (RTN) January weekly call option implied volatility is at 38, February is at 20; compared to its 52-week range of 16 to 32 into the expected release of quarter results on January 30.

Spirit AeroSystems (SPR) February call option implied volatility is at 45, March is at 43; compared to its 52-week range of 21 to 41 into the expected release of quarter results on January 30.

United Parcel (UPS) January weekly call option implied volatility is at 77, February is at 29; compared to its 52-week range of 16 to 33 into the expected release of quarter results before the bell on January 30. Call put ratio 3.1 calls to 1 put.

United States Steel (X) January weekly call option implied volatility is at 150, February is at 69; compared to its 52-week range of 38 to 76 into the expected release of quarter results on January 30. Call put ratio 4.9 calls to 1 put with focus on January 10 weekly calls.

Verizon (VZ) January weekly call option implied volatility is at 40, February is at 20; compared to its 52-week range of into the expected release of quarter results before the bell on January 30.

Visa (V) January weekly call option implied volatility is at 40, February is at 23; compared to its 52-week range of 12 to 23 into the expected release of quarter results before the bell on January 30.

Kraft Heinz (KHC) January weekly call option implied volatility is at 26, February is at 41; compared to its 52-week range of 21 to 51 into expected release of quarter results on February 13.

KKR (KKR) January weekly call option implied volatility is at 58, February is at 26; compared to its 52-week range of 22 to 42 into the expected release of quarter results before the bell on January 31.

Honeywell (HON) January weekly call option implied volatility is at 43, February is at 21; compared to its 52-week range of 14 to 27 into the expected release of quarter results before the bell on January 31. Call put ratio 4 calls to 1 put.

Phillips 66 (PSX) call option implied volatility is at , is at ; compared to its 52-week range of 17 to 32 into the expected release of quarter results before the bell on January 31.

Increasing unusual option volume: PENN SC QIWI CVE DT RMBS SMG TMV
Increasing unusual call option volume: PENN CVE DT RMBS TMV IVZ SC
Increasing unusual put option volume: QIWI MCHI GRPN SAN
Options with decreasing option implied volatility: SPCE DLPH ERIC TER MMM TXN CZR PG FFIV
Active options: AAPL AMD GE BA MSFT FB TSLA SBUX BYND SQ BABA EBAY T LB BAC INTC ROKU NFLX CGC AMZN