Mid-session IV Report March 13, 2020

Mid-session IV Report March 13, 2020

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.​
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Options with increasing option implied volatility: NCLH RCL SAVE PBR MGM APA ERI OXY CCL LYB SIX GUSH BBD ITUB EWZ EWW PBR ERJ ERI GPS​
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Popular stocks with increasing unusual volume: F WORK CCL OPK DIS​
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S&P 500 (SPY) March weekly call option implied volatility at 164, March is at 92, April is at 64; compared to its 52-week range of 10 to 71 into President Trump to hold 3PM ET news conference on coronavirus. ​
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PowerShares QQQ Trust (QQQ) 30-day option implied volatility at 59; compared to its 52-week range of 12 to 67 after the Federal Reserve Bank of New York has updated the current monthly schedule of Treasury purchase operations. ​
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Market Vectors Gold Miners ETF (GDX) 30-day call option implied volatility is at 69; compared to its 52-week range of 21 to 68. Call put ratio 2.3 calls to 1 put as shares rally 1.1%.

Boeing (BA) March weekly call option implied volatility is at 275, March is at 155, April 116; compared to its 52-week range of 22 to 131 as shares rally 10.5%.​
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The “FANG’ stocks March option implied volatility elevated ​

Facebook (FB) March weekly call option implied volatility is at 125, March is at 77, April 57; compared to its 52-week range of 21 to 72.​
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Amazon (AMZN) March weekly call option implied volatility is at 112, March is at 70, April is at 55; compared to its 52-week range of 18 to 78.​

Apple (AAPL) March weekly call option implied volatility is at 149, March is at 86, April is at 66; compared to its 52-week range of 18 to 77. Call put ratio 1.6 calls to 1 put, compared to its 90-day average volume of 1.5 calls to 1 put.​
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Netflix (NFLX) March weekly call option implied volatility is at 119, March is at 82, April is at 71; compared to its 52-week range of 14 to 81.​

Alphabet (GOOG) March weekly call option implied volatility is at 120, March is at 76, April 57; compared to its 52-week range of 14 to 66.​
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Alphabet (GOOGL) March weekly call option implied volatility is at 119, March is at 76, April 55; compared to its 52-week range of 14 to 68.​
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United States Oil Fund (USO) March weekly call option implied volatility is at 181, March is at 118, April is at 95; compared to its 52-week range of 23 to 110 as shares rally 5%. Call put ratio 1.6 calls to 1 put. ​

Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 268; compared to its 52-week range of 20 to 230. Call put ratio 1 call to 2.3 puts. ​

Carnival Corp. (CCL) 30-day option implied volatility is at 238; compared to its 52-week range of 18 to 222. Call put ratio 1 call to 4.8 puts.​

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 261; compared to its 52-week range of 20 to 256. Call put ratio 1 call to 2.4 puts. ​
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iShares MSCI Brazil (EWZ) March weekly call option implied volatility is at 204, March is at 137, April is at 91; compared to its 52-week range of 21 to 110 amid Brazil president Bolsonaro tests positive for coronavirus days after shaking hands with President Trump, Fox News reports.​
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Options with decreasing option implied volatility: CY QID WORK​
Increasing unusual option volume: EWP CGEN OMC BKLN OIL CGEN​
Increasing unusual call option volume: OMC KEX WSM OPK ERI OIL AMZA ​
Increasing unusual put option volume: EB VST EWP ABB EWP VST MPW MNK​
Popular stocks with increasing unusual volume: WORK CCL OPK DIS ​
Active options on March 13: AAPL F BAC AMD DIS TSLA MSFT T MGM GE AMZN UBER FB BA AAL XOM TLRY NVDA WORK CCL​
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