Mid-session IV Report March 13, 2019

Mid-session IV Report March 13, 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: ORCL ADBE GE ​TTWO

Popular stocks with increasing unusual volume: CVS ACB NIO ROKU​ TTWO

Boeing (BA) March call option implied volatility is at 52, April is at 37; compared to its 52-week range of 19 to 45 after 737 MAX groundings. Call put ratio 1 call to 1 put. ​

Spirit AeroSystems (SPR) March call option implied volatility is at 28, April is at 27; compared to its 52-week range of 20 to 50 on 737 MAX groundings.​

Southwest Airlines (LUV) March call option implied volatility is at 32, April is at 28; compared to its 52-week range of 20 to 46. Call put ratio 1 call to 2.3 puts with focus on April weekly puts. ​

Tailored Brands (TLRD) March call option implied volatility is at 249, April is at 79; compared to its 52-week range of 40 to 105 into the expected release of EPS today after the bell. Call put ratio 1 call to 5.2 puts.​

Noodles (NDLS) March call option implied volatility is at 200, April is at 61; compared to its 52-week range of 43 to 97 into the expected release of EPS after the bell on March 14. ​

Adobe (ADBE) March call option implied volatility is at 66, April is at 29; compared to its 52-week range of 21 to 51 into the expected release of EPS after the bell on March 14. Call put ratio 2 calls to 1 put.​

Broadcom (AVGO) March call option implied volatility is at 74, April is at 31; compared to its 52-week range of 22 to 48 into the expected release of EPS after the bell on March 14. Call put ratio 2.5 calls to 1 put.​

Dollar General (DG) March call option implied volatility is at 82, April is at 28; compared to its 52-week range of 20 to 40 into the expected release of EPS before the bell on March 14. Call put ratio 1 call to 1.3 puts.​

Jabil (JBL) March call option implied volatility is at 100, April is at 30; compared to its 52-week range of 20 to 47 into the expected release of EPS after the bell on March 14.​

Kandi Technologies (KNDI) March call option implied volatility is at 138, April is at 75; compared to its 52-week range of 48 to 130 into the expected release of EPS on March 14.​

Oracle (ORCL) March call option implied volatility is at 74, April is at 26; compared to its 52-week range of 15 to 40 into the expected release of EPS after the bell on March 14. Call put ratio 1 call to 1.6 puts. ​

Ulta Beauty (ULTA) March call option implied volatility is at 114, April is at 39; compared to its 52-week range of 24 to 48 into the expected release of EPS after the bell on March 14. Call put ratio 2.7 calls to 1 put.​

American Express (AXP) March call option implied volatility is at 16, April is at 19; compared to its 52-week range of 14 to 41 into investor day today. Call put ratio 18 calls to 1 put with focus on March 112 calls. ​

General Electric (GE) March call option implied volatility is at 105, April is at 46; compared to its 52-week range of 22 to 73 into a GE outlook conference call on March 14. Call put ratio 1 call to 3 puts.​

Aurora Cannabis (ACB) March call option implied volatility is at 88, April is at 71; compared to its 52-week range of 66 to 133 after appointing Nelson Peltz as advisor. Call put ratio 11 calls to 1 put.​

Increasing unusual option volume: SPR HTGC​ TTWO
Increasing unusual call option volume: BCE SPR CLNE ACB KODK​
Increasing unusual put option volume: GE BCE MJ​
Options with decreasing option implied volatility: NIO HIIQ MLNX BIG BA LUV​
Active options: AAPL ACB NVDA BA AMD FB CVS AMZN ROKU BAC PDD NFLX BABA BIDU GE JD MSFT TSLA NIO MU​
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