Mid-session IV Report March 5, 2019

Mid-session IV Report March 5, 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: BSX ENDP XOM CTL ANTM MCD PLCE ZNGA COST KR XLV ​

Popular stocks with increasing unusual: GLW YNDX CTRP CRM LLY ​
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Qualcomm (QCOM) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 53 into U.S.-China trade negotiation results. Call put ratio 6.3 calls to 1 put with focus on March and April 57.50 calls. ​
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Micron (MU) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 65 into President Donald Trump and Chinese President Xi Jinping trade negotiation results.​
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Intel (INTC) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 45 into U.S.-China trade negotiation results. Call put ratio 1 call to 3 puts.​
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Marvell Technology (MRVL) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 58 into U.S.-China trade negotiation results. Call put ratio 1 call to 2.4 puts.​
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Applied Materials (AMAT) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 55 into U.S.-China trade negotiation results. Call put ratio 1 call to 4.3 puts.​
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Boeing (BA) March call option implied volatility is at 24, April is at 25; compared to its 52-week range of 19 to 46 into U.S.-China trade negotiation results.​
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Chevron (CVX) March weekly call option implied volatility is at 21, March is at 18, April is at 17; compared to its 52-week range of 16 to 38 into a company hosted analyst meeting on March 5. Call put ratio 2.5 calls to 1 put.​
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Logitech (LOGI) March call option implied volatility is at 27, April is at 26; compared to its 52-week range of 20 to 52 into a company hosted investor day on March 6.​

Trade Desk (TTD) March weekly call option implied volatility is at 51, March is at 44, April is at 44; compared to its 52-week range of 41 to 97 into a company hosted investor day on March 6.​
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Exxon Mobil (XOM) March weekly call option implied volatility is at 27, March is at 22, April is at 18; compared to its 52-week range of 13 to 38 into a company hosted investor day on March 6.​
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Anthem (ANTM) March weekly call option implied volatility is at 44, March is at 33, April is at 24; compared to its 52-week range of 15 to 37 into a company hosted investor day on March 7. Call put ratio 2.8 calls to 1 put with focus on March weekly 292.50 and 295 calls. ​
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Iridium (IRDM) March call option implied volatility is at 40, April is at 47; compared to its 52-week range of 31 to 72 into a company hosted investor day on March 7. Call put ratio 48 calls to 1 put with focus on April 22 and 23 calls​
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Etsy (ETSY) March call option implied volatility is at 58, April is at 47; compared to its 52-week range of 34 to 95 into a company hosted investor day on March 7.​
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United Natural Foods (UNFI) March call option implied volatility is at 118, April is at 67; compared to its 52-week range of 27 to 87 into the expected release of EPS on March 5. Call put ratio 1 call to 1.2 puts. ​
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Ambarella (AMBA) March weekly call option implied volatility is at 138, March is at 80, April is at 51; compared to its 52-week range of 40 to 78 into the expected release of EPS today. Call put ratio 1 call to 1.44 put with focus on March weekly puts.​
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Urban Outfitters (URBN) March weekly call option implied volatility is at 122, March is at 69, April is at 43; compared to its 52-week range of 31 to 64 into the expected release of EPS today after the bell. Call put ratio 1 call to 1.3 puts. ​
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Abercrombie & Fitch (ANF) March weekly call option implied volatility is at 164, March is at 99, April is at 57; compared to its 52-week range of 42 to 89 into the expected release of EPS before the bell on March 6. Call put ratio 1 call to 2.2 puts.​
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American Eagle (AEO) March weekly call option implied volatility is at 118, March is at 72, April is at 47; compared to its 52-week range of 31 to 67 into the expected release of EPS before the bell on March 6. Call put ratio 3.1 calls to 1 put with focus on March and May calls. ​
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Dollar Tree (DLTR) March weekly call option implied volatility is at 82, March is at 51, April is at 32; compared to its 52-week range of 22 to 49 into the expected release of EPS on March 6.​
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Costco (COST) March weekly call option implied volatility is at 47, March is at 31, April is at 21; compared to its 52-week range of 15 to 33 into the expected release of EPS on March 7.​
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Kroger (KR) March weekly call option implied volatility is at 95, March is at 57, April is at 33; compared to its 52-week range of 22 to 44 into the expected release of EPS before the bell on March 7.​

Willis Towers Watson (WLTW) March call option implied volatility is at 15, April is at 20; compared to its 52-week range of 12 to 40 on Aon (AON) weighs offer for rival Willis Towers Watson, Bloomberg reports.​ Bid ask spreads have widened.

Corning (GLW) May 34 puts active on 7,700 contracts​
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Increasing unusual option volume: OSPN YNDX GPRE PFF TOO CTRP PWR TTOO YY IGV SOXX BEST CARS HTZ BDSI​
Increasing unusual call option volume: GLW GPRE YNDX GSKY CTRP CARS YY CDEV CHKP BDSI ELAN ​
Increasing unusual put option volume: PFF PWR SOXX IGV TAK HTZ ERI ACIA YY STT HUYA CTRP​
Options with decreasing option implied volatility: CIEN TGT CRM KSS YY TGT HUYA CRM WB NTNX CELG CRM WDAY CTRP JNJ​
Active options: AAPL TSLA FB NVDA MU NIO NFLX MSFT GE​
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