Mid-session IV Report March 20, 2019

Mid-session IV Report March 20, 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: SCO YETI NFLX SKX VIAB IBM JNK DIS MO AMD GRUB HYG MU NKE PBR USB BHC​

Popular stocks with increasing unusual volume: FDX CGC DIS DB COTY VALE F MSFT​
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Ishares Msci Emerging Markets Etf (EEM) puts active, option implied volatility low into FOMC decision​
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Ishares Msci Emerging Markets Etf (EEM) March weekly call option implied volatility is at 20, April is at 16; compared to its 52-week range of 15 to 29. Call put ratio 1 call to 7.9 puts with focus on March weekly 43.50 puts into FOMC meeting.​
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Advanced Micro Devices (AMD) March weekly call option implied volatility is at 64, April is at 50; compared to its 52-week range of 37 to 97 on wide price movement.​ AMD is the option volume leader with over 313K contracts trading with a focus on ATM March weekly calls and puts.

Micron (MU) March weekly call option implied volatility is at 115, April is at 48; compared to its 52-week range of 34 to 64 into the expected release of EPS today after the bell. Call put ratio 1.2 calls to 1 put with focus on ATM March weekly 40 calls and puts.​
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Williams Sonoma (WSM) April call option implied volatility is at 45, May is at 37; compared to its 52-week range of 25 to 52 into the expected release of EPS today after the bell. Call put ratio 1.59 calls to 1 put.​

Conagra (CAG) April call option implied volatility is at 47, May is at 38; compared to its 52-week range of 18 to 47 into the expected release of EPS before the bell on March 21. Call put ratio 13 calls to 1 put with focus on January 13 calls. ​

Lands End (LE) April call option implied volatility is at 56, May is at 49; compared to its 52-week range of 41 to 78 into the expected release of EPS before the bell on March 21. Call put ratio 1 call to 2.2 puts.​

Nike (NKE) March weekly call option implied volatility is at 84, April is at 29; 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 1 call to 1 put. ​

Tiffany (TIF) March weekly call option implied volatility is at 98, April is at 39; compared to its 52-week range of 20 to 51 into the expected release of EPS before the bell on March 22. May 85 puts active into EPS and outlook.​

Nevro (NVRO) April call option implied volatility is at 43, May is at 45; compared to its 52-week range of 30 to 88 as shares rally 34% on new CEO appointment.​

Roku (ROKU) March weekly call option implied volatility is at 65, April is at 56; compared to tis 52-week range of 45 to 103. Call put ratio 1 call to 1.5 puts with focus on March weekly puts.​
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Increasing unusual option volume: CASY NVRO EXPD SMG VNQ FXB CNTY DSW SCS AMN VIAB DB SYNA​
Increasing unusual call option volume: NVRO AMN SRNE EWG GSVC ITUB FIS AKBA KSU FDX SMAR CAG LSTR​
Increasing unusual put option volume: SMG CPE FXB DSW OMC VNQ AZN SMAR VIAB​
Options with decreasing option implied volatility: DERM WAGE KPTI CLDR TLRD OSTK LL TLRY DSW HUM COTY​
Active options: AMD AAPL FB MU BA NVDA BAC AMZN FDX CGC TSLA DIS TWTR NFLX DB COTY F MSFT VALE BABA​
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