Mid-session IV Report March 19, 2019

Mid-session IV Report March 19, 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: FOXA MDCO BCS ING HIIQ DVA NFLX ABT HSBC HYG ACB CELG AA SQ YETI DVA NFLX IBM VIAB​

Popular stocks with increasing unusual volume: EA TLRY ACB COTY CHK F PBR​
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NVIDIA (NVDA) options volume and implied volatility elevated into analyst meeting​

NVIDIA (NVDA) March weekly call option implied volatility is at 56, April is at 37; compared to its 52-week range of 16 to 45 into a company hosted analyst meeting today. Call put ratio 2.6 calls to 1 put with focus on March weekly 175 and 180 calls.​

Micron (MU) March weekly call option implied volatility is at 94, April is at 46; compared to its 52-week range of 34 to 65 into the expected release of EPS after the bell on March 20. Call put ratio 1.7 calls to 1 put. ​

Willams Sonoma (WSM) April call option implied volatility is at 43, May is at 36; compared to its 52-week range of 25 to 52 into the expected release of EPS after the bell on March 20. Call put ratio 10.3 calls to 1 put with focus on April 52.50 and 57.50 calls.​

General Mills (GIS) April call option implied volatility is at 23, May is at 21; compared to its 52-week range of 20 to 39 into the expected release of EPS before the bell on March 20.​
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Nike (NKE) March weekly call option implied volatility is at 68, April is at 27; compared to its 52-week range of 17 to 46 into the expected release of EPS after the bell on March 21. Call put ratio 3.9 calls to 1 put with focus on April 95 calls.
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Electronic Arts (EA) March weekly call option implied volatility is at 47, April is at 35; compared to its 52-week range of 22 to 59. Call put ratio 1.9 calls to 1 put with focus on June 105 calls. ​

YETI Holdings, Inc. (YETI) April call option implied volatility is at 75, May is at 71; compared to its 52-week range of 48 to 83 as shares trade near a record high. Call put ratio 3.8 calls to 1 put with focus on April 35 calls.​
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Facebook, Google, Twitter option implied volatility stays low after Trump tweets Facebook, Google, Twitter ‘on the side of the Radical Left’​
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Twitter (TWTR) March weekly call option implied volatility is at 38, April is at 33; compared to its 52-week range of 32 to 91 ​
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Alphabet (GOOG) March weekly call option implied volatility is at 20, April is at 19; compared to its 52-week range of 17 to 45 ​
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Facebook (FB) March weekly call option implied volatility is at 34, April is at 27; compared to its 52-week range of 20 to 53 into Trump tweets Facebook, Google, Twitter ‘on the side of the Radical Left’. ​
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S&P Dep Receipts (SPY) March weekly and April call option implied volatility is at 12; compared to its 52-week range of 9 to 32 into The U.S. central bank meeting on March 19-20. ​
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Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) March call option implied volatility is at 27, April is at 25; compared to its 52-week range of 18 to 36. Call put ratio 7.2 calls to 1 put into China and U.S. meetings.​
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Ishares Msci Mexico Capped Etf (EWW) March weekly call option implied volatility is at 16, April is at 17; compared to its 52-week range of 17 to 43. Call put ratio 2.8 calls to 1 put.​
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iShares MSCI Brazil (EWZ) March weekly call option implied volatility is at 28, April is at 28; compared to its 52-week range of 25 to 65. Call put ratio 1.1 calls to 1 put as shares rally on confidence of Brazil’s President Bolsonaro.​
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Alexion (ALXN) March weekly call option implied volatility is at 36, April is at 31; compared to its 52-week range of 26 to 59 into a company hosted investor meeting on March 20.​
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Increasing unusual option volume: LBTYA ONB MIK DSW LSTR STNE EWH AKBA CX HEXO PAGS TLYS​
Increasing unusual call option volume: LSTR LBTYA DSW ONB STNE EWG MIK PAGS​
Increasing unusual put option volume: MIK DSW STNE EWH FIS MNST HUM SBAC DBD ENPH CECE DBA SYNA ​
Options with decreasing option implied volatility: EW LL OSTK MAR EW MDT COTY DERM KPTI AXSM CLDR​
Active options: AAPL AMD NVDA FB TSLA BAC AMZN BA MSFT MU NFLX ACB COTY CHK F PBR TLRY EA DWDP DIS​
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