Mid-session IV Report January 30, 2019

Mid-session IV Report January 30, 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: WTW AMZN FL JWN ADSK VALE BBY MNST AZO

Popular stocks with increasing unusual: VALE SQ CLF FCX EBAY

Microsoft (MSFT) February weekly call option implied volatility is at 74, February is at 42; compared to its 52-week range of 16 to 44 into the expected release of EPS today. Call put ratio 2.7 calls to 1 put with focus on February 105 weekly calls.

PayPal (PYPL) February weekly call option implied volatility is at 90, February is at 50; compared to its 52-week range of 22 to 50 into the expected release of EPS today. Call put ratio 1.6 calls to 1 put.

Tesla (TSLA) February weekly call option implied volatility is at 156, February is at 94; compared to its 52-week range of 37 to 87 into the expected release of EPS today. Call put ratio 1 call to 1 put.

Cree (CREE) February weekly call option implied volatility is at 130, February is at 71; 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 1.5 call to 1 put.

Facebook (FB) February weekly call option implied volatility is at 110, February is at 61; 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.

Qualcomm (QCOM) February weekly call option implied volatility is at 85, February is at 49; 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 1.3 calls to 1 put.

Amazon (AMZN) February weekly call option implied volatility is at 93, February is at 54; 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 1.6 calls to 1 put. February weekly 1640 straddle priced for a move of 5.5% into EPS and CFO comments

General Electric (GE) February weekly call option implied volatility is at 138, February is at 82; compared to its 52-week range of 22 to 72 into the expected release of EPS before the open on January 31. Call put ratio 1.6 calls to 1 put with focus on February 9 calls.

Altria (MO) February weekly call option implied volatility is at 63, February

is at 35; 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 55, 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 16 calls to 1 put.

Baxter (BAX) February weekly call option implied volatility is at 71, February is at 25; 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 5.7 puts.

Blackstone (BX) February weekly call option implied volatility is at 53, February is at 29; 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 5 calls to 1 put.

Charter Communications (CHTR) February weekly call option implied volatility is at 98, February is at 43; compared to its 52-week range of 25 to 43 into the expected release of EPS on January 31. Call put ratio 1 call to 2.7 puts.

Ferrari (RACE) February weekly call option implied volatility is at 90, February is at 41; compared to its 52-week range of 21 to 44 into the expected release of EPS on January 31.

Hologic (HOLX) February weekly call option implied volatility is at 36, 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. Call put ratio 1 call to 15 put.

Ingersoll-Rand (IR) February call option implied volatility is at 25, March is at 23; compared to its 52-week range of 17 to 38 into the expected release of EPS before the open on January 30. Call put ratio 1 call to 4.8 puts.

Mondelez (MDLZ) February weekly call option implied volatility is at 57, February is at 26; compared to its 52-week range of 15 to 29 into the expected release of EPS on January 30. Call put ratio 1.3 call to 1 put.

Murphy Oil (MUR) February call option implied volatility is at 43, March is at 39; compared to its 52-week range of 30 to 60 into the expected release of EPS on January 30. Call put ratio 1.6 call to 1 put.

United States Steel (X) February weekly call option implied volatility is at 134, February is at 66; compared to its 52-week range of 34 to 64 into the expected release of EPS today after the bell.

Visa (V) February weekly call option implied volatility is at 55, 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. Call put ratio 1.6 calls to 1 put.

Wynn Resorts (WYNN) February weekly call option implied volatility is at 110, February is at 55; compared to its 52-week range of 26 to 72 into the expected release of EPS after the bell on January 31. Call put ratio 1.7 calls to 1 put.

Canada Goose (GOOS) call put ratio 4.7 calls to 1 put with focus on February weekly 50 calls as Polar Vortex moves east

Increasing unusual option volume: RMD INDA PWR MTW TRP NRG VIAV VALE NSTG EPC
Increasing unusual call option volume: TRP VIAV MXEF INSM EPC WAB CNP NVRO BC CL GIS TAHO EWY
Increasing unusual put option volume: TUP ZEN FXB IR XAU VIPS COHR NE MAS
Options with decreasing option implied volatility: PCG EXTR BOIL AMD IMMU UNG ERIC TER TXT URI KNX WHR WDC EBAY
Active options: AAPL AMD BABA FB T NVDA EBAY BA BAC GE MSFT NIO TSLA FCX CLF NFLX MU VALE SQ INTC