Mid-session IV Report March 29, 2019

Mid-session IV Report March 29, 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 overlooked information.

Options with increasing option implied volatility: S IRBT TUR TWTR MAT CMG NLSN LL SNE WHR JNPR KMX BB RH
Options expected to have increasing volume: WFC GM RH BB KMX DWDP

General Motors (GM) March weekly call option implied volatility is at 26, April is at 23; compared to is 52-week range of 20 to 46 into Lyft 32.5M share IPO priced at $72.

Wells Fargo (WFC) March weekly and April call option implied volatility is at 21; compared to its 52-week range of 16 to 45 after its CEO announced intent to retire.

Snap (SNAP) March weekly call option implied volatility is at 55, April is at 47; compared to its 52-week range of 36 to 100 into last quarter of year.

Twitter (TWTR) March weekly call option implied volatility is at 38, April is at 37; compared to its 52-week range of 32 to 92.

Netflix (NFLX) March weekly call option implied volatility is at 32, April is at 52; compared to its 52-week range of 26 to 75 into April EPS.

Chinese stock option implied volatility low to flat into Chinese stock rally into final trading day of quarter

Alibaba (BABA) April weekly call option implied volatility is at 25, April is at 24; compared to its 52-week range of 24 to 58.

Nio (NIO) April weekly call option implied volatility is at 67, April is at 63; compared to its 52-week range of 60 to 157.
JD.com (JD) April weekly call option implied volatility is at 35, April is at 34; compared to its 52-week range of 26 to 69.

Kandi (KNDI) April call option implied volatility is at 77, May is at 83; compared to its 52-week range of 47 to 130.

iShares China Large-Cap (FXI) March weekly call option implied volatility is at 22, April is at 20; compared to its 52-week range of 17 to 31 into U.S. – China trade talks. Call put ratio 1 call to 1 put.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) April weekly call option implied volatility is at 23, April is at 24; compared to its 52-week range of 18 to 35

DowDuPont (DWDP) March weekly and April call option implied volatility is at 27; compared to its 52-week range of 18 to 43 into lowering Q1 revenue guidance.

Increasing unusual option volume: IJR KMX VRNT PVH RH KNX LULU TMF HOME SPR PZZA WBC SGEN NLSN DB
Increasing unusual call option volume: KMX EWU SGEN PVH KNX RH HOME LULU ACN EPI TMF SGH ARCC WAGE FIVE
Increasing unusual put option volume: SPR PZZA RH WBC TXMD TM KMX LULU NLSN DB
Popular stocks with increasing unusual: PZZA RH PVH DB GOOS CELG DNKN
Options with decreasing option implied volatility: ALDX KHC BIIB LULU TIF NKE CCL ACN FIVE
Active options: AAPL COTY AMD FB BAC CELG TSLA LULU AMZN GE PBR DB MU BMY BA MSFT T NFLX NLSN