Mid-session IV Report March 15, 2019

Mid-session IV Report March 15, 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: LL SIRI BA FFIV WSM FIT​

Popular stocks with increasing unusual volume: MU NIO BMY ACB ​
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Facebook (FB) March weekly call option implied volatility is at 30, April is at 25; compared to its 52-week range of 20 to 53 after chief product officer departs.​

Tesla (TSLA) March weekly call option implied volatility is at 60, April is at 49; compared to its 52-week range of 39 to 86 as shares sell off 4% after introducing mid-size SUV. ​
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Marriott (MAR) March weekly call option implied volatility is at 25, April is at 22; compared to its 52-week range of 18 to 39 into a company hosted analyst meeting on March 18.​
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Option implied volatility low into quadruple witching, U.S. central bank meeting, U.S. tariff talks & global economic growth​
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Ishares Russell 2000 Etf (IWM) March weekly call option implied volatility is at 13, April is at 14; compared to its 52-week range of 12 to 34 into The U.S. central bank meeting on March 19-20. The central bank is expected to again signal its intention to be patient before deciding whether to hike rates again. The Fed has been reducing the size of a bond portfolio it built up to stimulate the economy in the aftermath of the financial crisis. Call put ratio 1 call to 2.6 puts. ​
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Russell 2000 Index (RUT) March weekly call option implied volatility is at 13, April is at 14; compared to its 52-week range of 11 to 34.​
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PowerShares QQQ Trust (QQQ) March weekly and April call option implied volatility is at 14; compared to its 52-week range of 13 to 37 into FOMC meeting on March 19-20. ​
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S&P Dep Receipts (SPY) March weekly and April call option implied volatility is at 11; compared to its 52-week range of 9 to 32 into The U.S. central bank meeting on March 19-20. ​

Increasing unusual option volume: NOV XENT NSTG CE VRAY HRTX PDFS HTHT SYNH TEN KRNT​
Increasing unusual call option volume: NOV XENT NSTG HRTX HTHT VRAY SOXX CE FLEX ULTA HIG BBD​
Increasing unusual put option volume: NOV PDFS VRAY CLDR TGE ULTA MTG WUBA ZUMZ​
Options with decreasing option implied volatility: BMY QSR S ABT ISRG AAOI IBN FITB NLSN XHB SFIX​
Active options: FB AAPL TSLA BA NVDA GE SNAP MSFT AMD AMZN NOV BAC MU NIO ORCL NFLX AVGO ADBE ACB BMY​
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