Mid-session IV Report March 25, 2019

Mid-session IV Report March 25, 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: MLNX AXSM FCAU NIO DVA PM PHM KL AGNC ENB DHI MYL NIO EWJ ADI COTY PM LULU CRON​

Popular stocks with increasing unusual volume: TWTR PBR ACB​
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Apple (AAPL) option implied volatility comes in after Apple announces Apple News, Apple Arcade, Apple Card, Apple TV+​

Apple (AAPL) March weekly call option implied volatility is at 32, compared to 42 prior to announcing Apple News, Apple Arcade, Apple Card, Apple TV+. April IV is at 24; compared to its 52-week range of 16 to 46 ​
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Communication and Tech company’s option implied volatility comes in after Apple announces Apple News, Apple Arcade, Apple Card, Apple TV+​
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Netflix (NFLX) March weekly call option implied volatility is at 45, April is at 55; compared to its 52-week range of 26 to 76 into Apple (AAPL) hosting a “special event” live.​
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Spotify (SPOT) March weekly call option implied volatility is at 40, April is at 39; compared to its 52-week range of 31 to 62.​
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Roku (ROKU) March weekly call option implied volatility is at 74, April is at 64; compared to its 52-week range of 45 to 102.​
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Verizon Communications (VZ) March weekly call option implied volatility is at 20, April is at 16; compared to its 52-week range of 13 to 34.​

AT&T (T) March weekly call option implied volatility is at 20, April is at 17; compared to its 52-week range of 14 to 40.​
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Comcast (CMCSA) March weekly call option implied volatility is at 27, April is at 22; compared to its 52-week range of 17 to 59.​
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Sprint (S) March weekly call option implied volatility is at 37, April is at 44; compared to its 52-week range of 24 to 74.​
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T-Mobile (TMUS) March weekly call option implied volatility is at 22, April is at 21; compared to its 52-week range of 18 to 39. ​
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Adobe Systems (ADBE) March weekly call option implied volatility is at 36, April is at 29; compared to its 52-week range of 21 to 52 into a Financial Analyst Q & A with Adobe Management on March 26, 2019.​
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Carnival (CCL) March weekly call option implied volatility 56, April is at 31; compared to its 52-week range of 18 to 38 into the expected release of EPS before the bell on March 26.​

Conns (CONN) April call option implied volatility 81, May is at 58; compared to its 52-week range of 44 to 95 into the expected release of EPS before the bell on March 26.​

KB Home (KBH) April call option implied volatility 47, May is at 35; compared to its 52-week range of 31 to 60 into the expected release of EPS after the bell on March 26.​

Shoe Carnival (SCVL) April call option implied volatility 66, May is at 45; compared to its 52-week range of 34 to 96 into the expected release of EPS after the bell on March 26. Call put ratio 2.7 calls to 1 put with focus on April calls. ​

Cronos Group (CRON) March weekly call option implied volatility 117, April is at 81; compared to its 52-week range of 70 to 165 into the expected release of EPS before the bell on March 26. Call put ratio 1.6 calls to 1 put.​

Lululemon (LULU) option implied volatility 125, April is at 61; compared to its 52-week range of 24 to 63 into the expected release of EPS after the bell on March 27.​
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RH (RH) March weekly call option implied volatility is at 166, April is at 85; compared to its 52-week range of 41 to 91 into the expected release of EPS after the bell on March 27.​
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Intel (INTC) March weekly call option implied volatility is at 29, April is at 24, May is at 27; compared to its 52-week range of 19 to 45 into May 8 investor meeting. May 55 calls and put active. ​
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Tesla (TSLA) March weekly call option implied volatility is at 54, April is at 60; compared to its 52-week range of 38 to 96 as shares sell off 1.8%.​
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TD Ameritrade (AMTD) March weekly call option implied volatility is at 37, April is at 30; compared to its 52-week range of 22 to 40.​

E*TRADE Financial (ETFC) March weekly call option implied volatility is at 34, April is at 30; compared to its 52-week range of 22 to 47 after sell off. ​

Charles Schwab (SCHW) March weekly call option implied volatility is at 31, April is at 28; compared to its 52-week range of 22 to 45 into after sell off.​
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Increasing unusual option volume: NMRK INFO PAGS MITK LXRX AVYA ERY VIAB NSWS​
Increasing unusual call option volume: TDC PAGS PRTY VIAB EXPE ITB HOME HOG LH ASNA ERY LH TROX ​
Increasing unusual put option volume: NWSA LXRX ACAD SRG DOMO STM GES PTR PTI DBX VIAB​
Options with decreasing option implied volatility: VIAB LLY PCG EWZ DIS BAC ACB UNG F ​
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