Mid-session IV Report March 20, 2020

Mid-session IV Report March 20, 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: Quadruple expiration is today. APRN PLAY GES IMAX FCAU HLT MUR WELL DAL ​
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Popular stocks with increasing unusual volume: F DIS AAL ROKU CCL TEVA​
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Boeing (BA) March call option implied volatility is at 236, April is at 223; compared to its 52-week range of 23 to 222. Call put ratio 1 call to 1 put. ​
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S&P 500 (SPY) 30-day option implied volatility at 56; compared to its 52-week range of 10 to 77 into quadruple expiration.​

PowerShares QQQ Trust (QQQ) 30-day option implied volatility at 58; compared to its 52-week range of 12 to 79. Call put ratio 1 call to 1 puts. ​

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility at 72; compared to its 52-week range of 12 to 69. ​

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility at 71; compared to its 52-week range of 19 to 90. ​
Ishares S&P Software Index Fund (IGV) 30-day option implied volatility at 67; compared to its 52-week range of 15 to 85.​
iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility at 57; compared to its 52-week range of 17 to 80. Call put ratio 1 call to 3.5 puts. ​

Utilities Sel Sect Spdr Fd (XLU) 30-day option implied volatility at 71; compared to its 52-week range of 9 to 85. Call put ratio 5.5 calls to 1 put with focus on January 66 calls.
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Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility at 83; compared to its 52-week range of 13 to 110. ​
Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility at 65; compared to its 52-week range of 4 to 75. Call put ratio 1 call to 17 puts with focus on June 122 puts. ​

Ishares Iboxx $ High Yield Corporate Bond Etf (HYG) 30-day option implied volatility at 46; compared to its 52-week range of 5 to 50. Call put ratio 1 call to 1.6 puts. ​

Vanguard Ftse Europe Etf (VGK) 30-day option implied volatility at 60; compared to its 52-week range of 10 to 76​
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United States Oil Fund (USO) 30-day option implied volatility is at 155; compared to its 52-week range of 22 to 151 as WTI Crude trades back above $27. Call put ratio 1.7 calls to 1 put. ​

Altria Group (MO) 30-day option implied volatility at 68; compared to its 52-week range of 18 to 93. Call put ratio 1.4 calls to 1 put. ​

British American Tobacco (BTI) 30-day option implied volatility at 77; compared to its 52-week range of 19 to 89.​
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McDonald’s (MCD) 30-day option implied volatility at 77; compared to its 52-week range of 13 to 97. Call put ratio 1.4 calls to 1 put as shares rally 8%. ​

Restaurant Brands Int’l (QSR) 30-day option implied volatility at 105; compared to its 52-week range of 18 to 139. ​
Wendy’s (WEN) 30-day option implied volatility at 162; compared to its 52-week range of 20 to 187​

Jack in the Box (JACK) 30-day option implied volatility at 174; compared to its 52-week range of 21 to 208. ​

Chipotle (CMG) 30-day option implied volatility at 104; compared to its 52-week range of 20 to 124. Call put ratio 1 call to 2 puts. ​

Yum Brands (YUM) 30-day option implied volatility at 92; compared to its 52-week range of 14 to 86. Call put ratio 1 call to 7 puts. ​

Starbucks (SBUX) 30-day option implied volatility at 79; compared to its 52-week range of 15 to 109. Call put ratio 1 call to 1.9 puts. ​

Dunkin’ Brands (DNKN) 30-day option implied volatility at 121; compared to its 52-week range of 17 to 128​

Shake Shack (SHAK) 30-day option implied volatility at 166; compared to its 52-week range of 31 to 184. Call put ratio 1 call to 3 puts. ​

Domino’s Pizza (DPZ) 30-day option implied volatility at 69; compared to its 52-week range of 22 to 86. ​

Papa Johns (PZZA) 30-day option implied volatility at 111; compared to its 52-week range of 29 to 125. Call put ratio 4.5 calls to 1 put. ​

Bloomin’ Brands (BLMN) 30-day option implied volatility at 265; compared to its 52-week range of 27 to 276. ​

Darden (DRI) 30-day option implied volatility at 252; compared to its 52-week range of 17 to 216. Call put ratio 1 call to 6.8 puts.​
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Options with decreasing option implied volatility: NUGT NCLH SPXS CVM XEC ​
Increasing unusual option volume: MYL TAK KEY VNET EUO GNMK ATHX​
Increasing unusual call option volume: BUD GNMK MYL EUO GNMK ATHX AXU​
Increasing unusual put option volume: BRFS PFF APRN GH CX DK FCAU CX JMIA​
Popular stocks with increasing unusual volume: CCL SNAP GILD LYFT F UBER​
Active options on March 20: AAPL TSLA UBER BAC T AMZN AMD TEVA GE AAL BA SNAP LYFT F GILD FB DIS CCL DAL SQ​
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