Daily IV Report
Mid-session IV Report March 1, 2019
Mid-session IV Report March 1, 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: MO HYG MLNX NTES […]
Mid-session IV Report March 1, 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: MO HYG MLNX NTES CRBP XON LUV NTXN MLNX WBA AAL WBA
Popular stocks with increasing unusual: ELAN NTNX NIO CHK LLY
S&P Dep Receipts (SPY) call put ratio 1 call to 1.9 put as SPY trades above 38 straight days above 10-day moving average
S&P Dep Receipts (SPY) March weekly call option implied volatility is at 8, March is at 11; compared to its 52-week range of 9 to 32 as SPY trades 38 straight days above its 10-day moving average, according to data compiled by Bloomberg. The streak is the longest since April 2010.
Tesla (TSLA) March weekly call option implied volatility is at 81, March weekly is at 50, March is at 52; compared to its 52-week range of 38 to 87 as shares sell off 7%. Call put ratio 1 calls to 1 put. March weekly 297.50 straddle priced for a move of 1.7% into expiration.
Salesforce (CRM) March weekly call option implied volatility is at 60, March is at 49, April is at 35; compared to its 52-week range of 19 to 57 into the expected release of EPS after the bell on March 4. Call put ratio 1.2 calls to 1 put with focus on March weekly 165 calls
Ambarella (AMBA) March weekly call option implied volatility is at 90, March is at 47; compared to its 52-week range of 40 to 78 into the expected release of EPS after the bell on March 5. Call put ratio 1 call to 12.50 puts with focus on March weekly 37.50 puts.
Urban Outfitters (URBN) March weekly call option implied volatility is at 70, March is at 55; compared to its 52-week range of 31 to 64 into the expected release of EPS after the bell on March 5.
SPDR S&P Biotech ETF (XBI) March weekly call option implied volatility is at 23, March is at 24, April is at 25; compared to its 52-week range of 20 to 51.
Walgreens Boots Alliance (WBA) March weekly call option implied volatility is at 23, March is at 24, April is at 25; compared to its 52-week range of 19 to 37. Call put ratio 1 call to 1.7 puts with focus on March 68 and April weekly 62.50 puts as shares sell off 4.7%
Universal Display (OLED) March weekly call option implied volatility is at 39, March is at 37; compared to its 52-week range of 38 to 80 after sharp two-month rally. Call put ratio 1.8 calls to 1 put with focus on 150 strike calls.
Boeing (BA) March weekly call option implied volatility is at 24, March is at 23; compared to its 52-week range of 19 to 46 as shares at record high. Boeing (BA) call put ratio 1.7 calls to 1 put with focus on 445 strike as shares at record high
Increasing unusual option volume: FOLD TGTX IGV NPTN BDSI PBYI FTCH GTN GPS SNH
Increasing unusual call option volume: FOLD TGTX PBYI BDSI NLSN NVS GTN FTCH PSTG
Increasing unusual put option volume: IGV LIN SNH IMGN GPS BOOT
Options with decreasing option implied volatility: FL ADSK FL VMW WDAY SPLK ACHC XRAY GPS DDD PTLA
Active options: LLY TSLA BMY JD AMZN SQ AAPL BABA MU AMD BAC GE NIO NFLX CHK MSFT FB NVDA ELAN NTNX