Mid-session IV Report March 14, 2019

Mid-session IV Report March 14, 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: SIRI HEAR CLDR WSM LULU AAL BTI GE HPE AVGO DAL​

Popular stocks with increasing unusual volume: MYL SNAP BMY AMAT COTY CZR ROKU ACB ​
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S&P Dep Receipts (SPY) option implied volatility low into quadruple witching
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S&P Dep Receipts (SPY) March call option implied volatility is at 12, April is at 11; compared to its 52-week range of 8 to 32. ​
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Facebook (FB) March call option implied volatility is at 31, April is at 25; compared to its 52-week range of 20 to 53 after says cooperating with ongoing federal investigations. Call put ratio 1 to 1. ​

Boeing (BA) March call option implied volatility is at 60, April is at 37; compared to its 52-week range of 19 to 46 after 737 MAX groundings. Call put ratio 1.1 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. Call put ratio 3.5 calls to 1 put with focus on December 105 calls.​

Southwest Airlines (LUV) March call option implied volatility is at 44, April is at 29; compared to its 52-week range of 20 to 46. Call put ratio 1 call to 2.6 puts with focus on March and April 50 puts. ​

Adobe (ADBE) March call option implied volatility is at 90, April is at 29; compared to its 52-week range of 21 to 51 into the expected release of EPS today after the bell. Call put ratio 1.9 calls to 1 put.​

Broadcom (AVGO) March call option implied volatility is at 104, April is at 31; compared to its 52-week range of 22 to 48 into the expected release of EPS today after the bell. Call put ratio 1.4 calls to 1 put with focus on March 270 calls and puts.​

Jabil (JBL) March call option implied volatility is at 135, April is at 33; compared to its 52-week range of 20 to 47 into the expected release of EPS today after the bell.​

Kandi Technologies (KNDI) March call option implied volatility is at 208, April is at 75; compared to its 52-week range of 48 to 130 into the expected release of EPS today after the bell. March 7 calls active.​

Oracle (ORCL) March call option implied volatility is at 97, April is at 25; compared to its 52-week range of 15 to 40 into the expected release of EPS today after the bell. Call put ratio 1 call to 1.5 puts. ​

Ulta Beauty (ULTA) March call option implied volatility is at 147, April is at 39; compared to its 52-week range of 24 to 48 into the expected release of EPS today after the bell. Call put ratio 1.7 calls to 1 put.​

Micron Technology (MU) March call option implied volatility is at 21, March weekly is at 44, April is at 26; compared to its 52-week range of 34 to 64 into the expected release of EPS on March 20.​

Nike (NKE) March call option implied volatility is at 21, April is at 26; compared to its 52-week range of 17 to 46 into the expected release of EPS on March 21.​

Snap (SNAP) March call option implied volatility is at 85, April is at 58; compared to its 52-week range of 36 to 99. Call put ratio 3.9 calls to 1 put with focus on March 10.5 and 11 calls.​

General Electric (GE) March call option implied volatility is at 56, April is at 30; compared to its 52-week range of 22 to 73 after GE outlook. Call put ratio 1.5 calls to 1 put.​

Aurora Cannabis (ACB) March call option implied volatility is at 79, April is at 75; compared to its 52-week range of 66 to 133. Call put ratio 5 calls to 1 put with focus on March 9 calls.​

Bristol-Myers Squibb (BMY) March call option implied volatility is at 13, April is at 18; compared to its 52-week range of 17 to 44. Call put ratio 1.1 call to 1 put with focus on March 50 calls and March 49.50 puts as shares sell off 3.8%.​

Celgene (CELG) March and April call option implied volatility is at 34; compared to its 52-week range of 22 to 57. Call put ratio 1.1 call to 2.4 puts with focus on April 85 puts.​

Mylan (MYL) call put ratio 12 calls to 1 put with focus on March 27.50 and 28 calls​

Increasing unusual option volume: GDS WAGE DOMO CLDR TLRD CNC ZGNX MDB​
Increasing unusual call option volume: CNC WAGE CLDR ZGNX TRGP MDB TTWO MYL​
Increasing unusual put option volume: GDS WAGE CLDR TLRD EDU DG MDB CFG​
Options with decreasing option implied volatility: BMY QSR S ABT ISRG IBN FITB NLSN SFIX UNH​
Active options: AAPL GE SNAP FB AMD AMAT BA TWTR TSLA NVDA COTY BAC NFLX ROKU CZR AMZN ACB BABA MU KO