Mid-session IV Report March 4, 2019

Mid-session IV Report March 4, 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: PLCE CTL TWLO OKTA NOW NIO SIG COUP S CELG PSEC RHT FOXA MCD TGT CRM UNFI CISN​

Popular stocks with increasing unusual: NIO LLY MCD WDAY XOM MCD GPS ​
​
Salesforce (CRM) March weekly call option implied volatility is at 81, March is at 53, April is at 35; compared to its 52-week range of 19 to 57 into the expected release of EPS today after the bell. Call put ratio 1.9 calls to 1 put with focus on March weekly and March 165 calls.​
​
Target (TGT) March weekly call option implied volatility is at 74, March is at 49, April is at 32; compared to its 52-week range of 19 to 44 into the expected release of EPS before the bell on March 5. Call put ratio 1.1 calls to 1 put.​

Kohls (KSS) March weekly call option implied volatility is at 81, March is at 61, April is at 38; compared to its 52-week range of 30 to 58 into the expected release of EPS before the bell on March 5. Call put ratio 1 call to 3.3 puts with focus on March weekly and March 67.50 puts. ​
​
Ross Stores (ROST) March call option implied volatility is at 45, April is at 28; compared to its 52-week range of 19 to 44 into the expected release of EPS after the bell on March 5. Call put ratio 2.6 calls to 1 put. ​
​
Nio (NIO) March call option implied volatility is at 167, April is at 120; compared to its 52-week range of 62 to 157 into the expected release of EPS before the bell on March 5.​
​
Ciena (CIEN) March weekly call option implied volatility is at 110, March is at 75, April is at 44; compared to its 52-week range of 23 to 55 into the expected release of EPS before the bell on March 5.​

Copper Cos (CTB) March call option implied volatility is at 28, April is at 27; compared to its 52-week range of 25 to 58 into the expected release of EPS on March 5.​

United Natural Foods (UNFI) March call option implied volatility is at 88, April is at 74; compared to its 52-week range of 27 to 87 into the expected release of EPS on March 5. Call put ratio 1.5 calls to put with focus on March 17.50 calls. ​
Ambarella (AMBA) March weekly call option implied volatility is at 117, March is at 75, April is at 51; compared to its 52-week range of 40 to 78 into the expected release of EPS after the bell on March 5. Call put ratio 1.4 calls to 1 put with focus on March weekly calls.​
​
Urban Outfitters (URBN) March weekly call option implied volatility is at 97, March is at 60, April is at 60; compared to its 52-week range of 31 to 64 into the expected release of EPS after the bell on March 5.​
​
Ishares Msci Mexico Capped Etf (EWW) call put ratio 2.8 calls to 1 put with after S&P lowers its outlook on Mexico’s sovereign debt​
​
Cision (CISN) call put ratio 183 calls to 1 put with focus on May 10 calls after Reuters reported the owner of PR Newswire, is talking with private equity firms and exploring potential sale.​

Increasing unusual option volume: KAR SCI VSM VNET SBAC TM LOGI ASND FTCH CDNA CISN​
Increasing unusual call option volume: WDAY ONCE ODP SSP NYCB CNC MCD CHKP OKTA​
Increasing unusual put option volume: FTCH RESI SBAC TASK ASND NGL XON SE QEP ALRM MELI UNM​
Options with decreasing option implied volatility: WYNN BMY F WMT GPS LLY GE DAL XLF GM TWTR​
Active options: AAPL TSLA LLY AMZN FB NIO BABA JD AMD NFLX CRM BAC VALE GE NVDA MCD SQ T WDAY XOM​
​