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: KPTI S IRBT TUR CMG RLGY MLNX

Popular stocks with increasing unusual: BMY COTY WFC CELG DISH TPR

Lyft (LYFT) options expected to begin trading next week after today’s opening trade at $87.24.

Levi (LEVI) 30-day call option implied volatility is at 49, call put ratio 1 to 1 after last week’s IPO

Celgene (CELG) March weekly call option implied volatility is at 40, April is at 41; compared to its 52-week range of 22 to 57 after ISS recommends in favor of Celgene deal with Bristol-Myers (BMY).

Bristol-Myers Squibb (BMY) April weekly call option implied volatility is at 24, April is at 27; compared to its 52-week range of 17 to 44 after ISS recommends in favor of Celgene (CELG) deal with Bristol-Myers. Call put ratio 1 call to 2.2 puts with focus on April 27 puts.

Berkshire Hathaway (BRK/B) April weekly call option implied volatility is at 14, April is at 15; compared to its 52-week range of 13 to 35. Call put ratio 2.8 calls to 1 put.

Walmart (WMT) April weekly call option implied volatility is at , April is at ; compared to its 52-week range of 14 to 30.

Alphabet (GOOG) April weekly and April call option implied volatility is at 16; compared to its 52-week range of 18 to 42. Call put ratio 3.5 calls to 1 put.

Microsoft (MSFT) April weekly and April call option implied volatility is at 18; compared to its 52-week range of 16 to 44. Call put ratio 2.8 calls to 1 put.

Facebook (FB) April weekly and April call option implied volatility is at 24; compared to its 52-week range of 20 to 53.

Amazon (AMZN) April weekly call option implied volatility is at 24, April is at 25; compared to its 52-week range of 18 to 55.

Qualcomm (QCOM) April weekly call option implied volatility is at 24, April is at 26; compared to its 52-week range of 19 to 53. Call put ratio 3 calls to 1 put.

Exxon Mobil (XOM) April weekly and April call option implied volatility is at 16; compared to its 52-week range of 13 to 39. Call put ratio 1.8 calls to 1 put.

Baidu (BIDU) April weekly and April call option implied volatility is at 25; compared to its 52-week range of 26 to 58. Call put ratio 3.4 calls to 1 put.

Tesla (TSLA) April weekly call option implied volatility is at 64, April is at 57; compared to its 52-week range of 39 to 87.

Cree (CREE) April weekly call option implied volatility is at 29, April is at 30; compared to its 52-week range of 29 to 71. Call put ratio 4.2 calls to 1 put.

PayPal (PYPL) April weekly call option implied volatility is at 20, April is at 21; compared to its 52-week range of 21 to 51

The Trade Desk, Inc. (TTD) April weekly call option implied volatility is at 44, April is at 45; compared to its 52-week range of 39 to 105. Call put ratio 2.5 calls to 1 put.

Coupa Software (COUP) April call option implied volatility is at 48, May is at 44; compared to its 52-week range of 34 to 81. Call put ratio 7 calls to 1 put with focus on April 100 calls.

Palo Alto Networks (PANW) April weekly call option implied volatility is at 27, April is at 26; compared to its 52-week range of 24 to 56.

Dropbox (DBX) April weekly call option implied volatility is at 33, April is at 34; compared to its 52-week range of 37 to 78.

Increasing unusual option volume: TGTX RH BB KMX USCR VRNT TM SAN
Increasing unusual call option volume: SAN USCR TGTX BB GLPG RH VRNT ELY APU MMC
Increasing unusual put option volume: TGTX RH NMRK WTI TAK AZN VRAY KMX BB
Options with decreasing option implied volatility: ALDX CRMD LULU RH KMX BB CELG FIVE PAYX
Active options: AAPL CELG MU AMD BA NVDA BAC AMZN TSLA BB BMY FB COTY BABA NFLX JD WFC