Mid-session IV Report January 31, 2019

Mid-session IV Report January 31, 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 FL ADSK JWN AMZN XOM

Popular stocks with increasing unusual: FCAU X AMZN NVAX PYPL TWTR

Option implied volatility is decreases as stocks rally after FOMC decision and EPS.
Friday January employment report

Amazon (AMZN) February weekly call option implied volatility is at 120, February is at 46; compared to its 52-week range of 18 to 54 into the expected release of EPS today after the bell. Call put ratio 1.4 calls to 1 put.

Exxon Mobil (XOM) February weekly call option implied volatility is at 49, February is at 24; compared to its 52-week range of 13 to 39 into the expected release of EPS before the open on February 1. Call put ratio 2.4 calls to 1 put.

Aon (AON) February call option implied volatility is at 22, March is at 18; compared to its 52-week range of 24 to 55 into the expected release of EPS before the open on February 1.

Booz Allen (BAH) February call option implied volatility is at 34, March is at 27; compared to its 52-week range of 17 t0 52 into the expected release of EPS before the open on February 1. Call put ratio 1.8 calls to 1 put.

Chevron (CVX) February weekly call option implied volatility is at 55, February is at 26; compared to its 52-week range of 16 to 39 into the expected release of EPS before the open on February 1. Call put ratio 2 calls to 1 put.

Cigna (CI) February weekly call option implied volatility is at 72, February is at 34; compared to its 52-week range of 18 to 42 into the expected release of EPS before the open on February 1. Call put ratio 2.2 calls to 1 put.

Deutsche Bank (DB) February weekly call option implied volatility is at 110, February is at 54; compared to its 52-week range of 27 to 61 into the expected release of EPS before the open on February 1.

Honeywell (HON) February weekly call option implied volatility is at 57, February is at 22; compared to its 52-week range of 13 to 35 into the expected release of EPS before the open on February 1. Call put ratio 6 calls to 1 put.

Illinois Tool Works (ITW) February weekly call option implied volatility is at 74, February is at 29; compared to its 52-week range of 17 to 42 into the expected release of EPS before the open on February 1.

Johnson Controls (JCI) February weekly call option implied volatility is at 30 February is at 25; compared to its 52-week range of 20 to 44 into the expected release of EPS before the open on February 1.

KKR (KKR) February weekly call option implied volatility is at 66, February is at 35; compared to its 52-week range of 19 to 55 into the expected release of EPS on February 1. Call put ratio 1 call to 3.3 puts.

Madison Square Garden (MSG) February call option implied volatility is at 28, March is at 27; compared to its 52-week range of 17 to 43 into the expected release of EPS on February 1.

Merck (MRK) February weekly call option implied volatility is at 45, February is at 21; compared to its 52-week range of 14 to 30 into the expected release of EPS before the open on February 1.

Sony (SNE) February weekly call option implied volatility is at 112, February is at 41; compared to its 52-week range of 19 to 45 into the expected release of EPS on February 1.

Spirit Aerosystems (SPR) February call option implied volatility is at 39, March is at 29 ; compared to its 52-week range of 20 to 50 into the expected release of EPS before the open on February 1.

Weyerhaeuser (WY) February weekly call option implied volatility is at 74, February is at 30; compared to its 52-week range of 14 to 49 into the expected release of EPS before the open on February 1.

Twitter (TWTR) February weekly call option implied volatility is at 59, February is at 84; compared to its 52-week range of 35 to 91 into the expected release of EPS on February 7. Call put ratio 3.6 calls to 1 put.

Increasing unusual option volume: TGE TSS AVP IIVI NVAX PSTG PDCO GCI VLY FCAU
Increasing unusual call option volume: TGE AVP IIVI FCAU PDCO ZBH DBX EMN PLD ZS
Increasing unusual put option volume: NVAX PSTG NOK HSY VLY ERJ SE VXXB RACE
Options with decreasing option implied volatility: PCG EXTR BOIL WDC ERIC ALGN UNG TSLA WYNN GE
Active options: GE FB AMD AAPL TSLA BAC MSFT BABA FCAU NFLX X AMZN QCOM INTC NVAX PYPL T MU TWTR