Mid-session IV Report March 26, 2019

Mid-session IV Report March 26, 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: BBBY ENDP AXSM KNDI GME RAMP KPTI IRBT TWTR COTY XLNX CMG ALGN CMG AMTD JNPR FSLR JNPR WHR SNE NOK HAS CAT EXPE​

Popular stocks with increasing unusual volume: BBBY​ CRON DIS T NIO TWTR COTY
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Apple (AAPL) March weekly call option implied volatility is at 31, April is at 24; compared to its 52-week range of 16 to 46 a day after announcing Apple News, Apple Arcade, Apple Card, Apple TV+.​ Call put ratio 1.3 calls to 1 put.
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Bed Bath & Beyond (BBBY) March weekly call option implied volatility is at 73, April is at 77; compared to its 52-week range of 32 to 98 after Legion Partners Holdings, Macellum Advisor and Ancora Advisors announced the nomination of sixteen independent candidates for election to the board of the company. Call put ratio 1.1 calls to 1 put.​
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At Home Group (HOME) April call option implied volatility 64, May is at 50; compared to its 52-week range of 37 to 80 into the expected release of EPS on March 27. Call put ratio 5.7 calls to 1 put with focus on April 24 calls. ​

Five Below (FIVE) March weekly option implied volatility 112, April is at 52; compared to its 52-week range of 30 to 61 into the expected release of EPS after the bell on March 27.​

HB Fuller (FUL) April call option implied volatility 29, May is at 26; compared to its 52-week range of 18 to 43 into the expected release of EPS after the bell on March 27.​

Lennar (LEN) April call option implied volatility 41, May is at 37; compared to its 52-week range of 28 to 56 into the expected release of EPS before the bell on March 27. Call put ratio 8.7 calls to 1 put with focus on April 55 calls. ​

Lululemon (LULU) March weekly call option implied volatility 135, April is at 58; compared to its 52-week range of 24 to 63 into the expected release of EPS after the bell on March 27.​

Paychex (PAYX) April call option implied volatility 21, May is at 18; compared to its 52-week range of 15 to 32 into the expected release of EPS before the bell on March 27. Call put ratio 1.9 calls to 1 put with focus on April 82.50 calls. ​

PVH Corp (PVH) April call option implied volatility 35, May is at 34; compared to its 52-week range 19 to 50 of into the expected release of EPS on May 8.​

RH (RH) March weekly call option implied volatility is at 182, April is at 80; compared to its 52-week range of 41 to 91 into the expected release of EPS after the bell on March 27.​

Titan Machinery (TITN) April option implied volatility 64, May is at 44; compared to its 52-week range of 36 to 73 into the expected release of EPS before the bell on March 27.​

Vale (VALE) March weekly call option implied volatility 58, April is at 39; compared to its 52-week range of 31 to 58 into the expected release of EPS after the bell on March 27. Call put ratio 1 call to 2.44 puts.​
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Money Center calls are active into Treasury auction of $26B of 52-week bills, $40B of 2-year notes​

Bank of America (BAC) call put ratio 4.5 calls to 1 put with focus on March weekly 27.50 and 28 calls ​
Citi (C) call put ratio 3.2 calls to 1 put with focus on April calls ​
Goldman Sachs (GS) call put ratio 2.4 calls to 1 put with focus on March weekly 195 calls​
JPMorgan (JPM) call put ratio 4.4 calls to 1 put with focus on March weekly 100 calls​
Morgan Stanley (MS) call put ratio 4 calls to 1 put with focus on March weekly 42.50 calls ​
U.S. Bancorp (USB) call put ratio 2.6 calls to 1 put with focus on March weekly 48 calls ​
Wells Fargo (WFC) call put ratio 7 calls to 1 put with focus on March weekly 49.50 calls ​
PNC Financial Services (PNC) call put ratio 1 call to 1 put ​
Financial Select Sector SPDR ETF (XLF) call put ratio 1.8 calls to 1 put with focus on March weekly calls into Treasury auction of $26B of 52-week bills, $40B of 2-year notes​
iShares 20+ Year Treasury Bond ETF (TLT) call put ratio 1 call to 4.9 puts with focus on March weekly 124.50 and 125 puts ​
Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) call put ratio 14 calls to 1 put with focus on March weekly 33.50 calls ​
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Increasing unusual option volume: SYNA BBBY EXR ALDX GPOR SAP CONN NSTG CCL DK ATH WTI CMA​
Increasing unusual call option volume: SYNA ETR SAP ALDX ENDP NSTG CMA DK CHD BBBY CONN SIX​
Increasing unusual put option volume: GPOR WTI CCL SMG NCLH INFN WAB DLPH ALRM SVMK MMM KMX BBVA​
Options with decreasing option implied volatility: CAG TIF WSM ZUO TME GIS FDX NKE JNK CCL VIAB CELG RCL SVXY CRON V DIS C​
Active options: AAPL GE FB NVDA AMD TSLA AMZN MSFT BA COTY NFLX BBBY TWTR MU CRON DIS T NIO JD ​
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