Mid-session IV Report March 28, 2019

Mid-session IV Report March 28, 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: TMUS RH NLSN DB TLRY GLD CGC KMI VZ KPTI TUR IRBT TWTR CMG COTY WHR BB KMX SNE​

Popular stocks with increasing unusual volume: LULU TGT CGC CRON S AMRN​
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RH (RH) March weekly call option implied volatility is at 276, April is at 88; compared to its 52-week range of 41 to 91 into the expected release of EPS. Call put ratio 1.2 calls to 1 put.​

BlackBerry (BB) March weekly call option implied volatility 161, April is at 54; compared to its 52-week range of 31 to 62 into the expected release of EPS before the bell on March 29. Call put ratio 3.8 calls to 1 put with focus on March weekly 9 calls. ​

CarMax (KMX) March weekly call option implied volatility is at 155, April is at 47; compared to its 52-week range of 20 to 49 into the expected release of EPS before the bell on March 29.​
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Apple (AAPL) March weekly call option implied volatility is at 32, April is at 25; compared to its 52-week range of 16 to 46.​
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Roku (ROKU) March weekly call option implied volatility is at 70, April is at 58; compared to its 52-week range of 45 to 102 as shares trade in wide intra-day range. ​

Peers of Lululemon (LULU) and PVH (PVH) rally after results​
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Lululemon (LULU) March weekly call option implied volatility 71, April is at 35; compared to its 52-week range of 24 to 63 as shares rally 15% on better than expected EPS and outlook. ​

PVH Corp (PVH) April call option implied volatility 32, May is at 29; compared to its 52-week range 19 to 50 as shares rally 17% on better than expected EPS and outlook.​
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Ralph Lauren (RL) March weekly call option implied volatility 29, April is at 25; compared to its 52-week range of 23 to 52.​
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HanesBrands (HBI) April call option implied volatility 28, May is at 38; compared to its 52-week range of 24 to 64.​
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V.F. Corp. (VFC) March weekly call option implied volatility 28, April is at 23; compared to its 52-week range of 17 to 53 ​
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Under Armour Inc (UAA) March weekly call option implied volatility 45, April is at 34; compared to its 52-week range of 34 to 88.​
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iShares MSCI Turkey ETF (TUR) April call option implied volatility is at 47, May is at 40; compared to its 52-week range of 28 to 79. ​

Ishares Msci Mexico Capped Etf (EWW) March weekly call option implied volatility is at 22, April is at 20; compared to its 52-week range of 17 to 43. Call put ratio 6 calls to 1 put.​
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iShares MSCI Brazil (EWZ) March weekly call option implied volatility is at 55, April is at 42; compared to its 52-week range of 25 to 65. Call put ratio 3.4 calls to 1 put with focus on March weekly 40 calls. ​
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Increasing unusual option volume: PVH VRNT LULU WBC SNN CNC BLDR SNE DRI ROK FIVE ACN TM PENN GOOS WCG KMX​
Increasing unusual call option volume: PVH LULU BLDR DRI SNE FIVE GES ACN AVEO ​
Increasing unusual put option volume: WBC TXMD LULU PENN CNC GOOS PVH TM S ROK TUR ​
Options with decreasing option implied volatility: JKS ALDX LULU PVH NKE FIVE RHT CCL ​
Active options: AAPL LULU FB AMD TSLA NVDA BAC MU AMZN GE BA NFLX T TGT SQ MSFT CGC CRON S AMRN​
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