Mid-session IV Report March 5, 2020​

Mid-session IV Report March 5, 2020​

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.​
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Options with increasing option implied volatility: JDST SDOW OLLI PLAY HTZ ERI HPQ EAF ALK HST XLY​
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Popular stocks with increasing unusual volume: GILD SNAP UBER CCL WYNN ​

Russell (RUT) down more then SPY and QQQ. RUT down 2.5%, SPY down 2%, QQQ down 1.5% amid margin calls, asset allocation, coronavirus, OPEC, interest rate outlook, February employment report​…
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S&P Dep Receipts (SPY) March weekly call option implied volatility is at 48, March is at 32, April is at 27; compared to its 52-week range of 10 to 38.​
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PowerShares QQQ Trust (QQQ) March weekly call option implied volatility is at 51, March is at 35, April is at 29; compared to its 52-week range of 12 to 40. ​
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Financial Select Sector SPDR ETF (XLF) March weekly call option implied volatility is at 65, March is at 40; compared to its 52-week range of 13 to 46. Call put ratio 1 call to 4.7 puts.​
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Ishares Iboxx $ High Yield Corporate Bond Etf (HYG) March weekly call option implied volatility is at 19, March is at 9, April is at 10; compared to its 52-week range of 5 to 16. Call put ratio 1 call to 3.6 puts.​
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Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) March weekly call option implied volatility is at 54, March is at 40, April is at 34; compared to its 52-week range of 15 to 45 amid the 10-year yield trading below 1% into February employment report. Call put ratio 47 calls to 1 put with focus on April 20 calls. ​
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Microsoft (MSFT) March weekly call option implied volatility is at 61, March is at 41, April is at 39; compared to its 52-week range of 15 to 51. Call put ratio 1.8 calls to 1 put.​
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Alphabet (GOOG) March weekly call option implied volatility is at 48, March is at 36, April is at 33; compared to its 52-week range of 14 to 43. Call put ratio 1.2 calls to 1 puts.​

Facebook (FB) March weekly call option implied volatility is at 52, March is at 36, April is at 34; compared to its 52-week range of 21 to 43. Call put ratio 1.5 calls to 1 put.​
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Amazon (AMZN) March weekly call option implied volatility is at 41, March is at 38, April is at 35; compared to its 52-week range of 17 to 44. Call put ratio 1.3 calls to 1 put.​
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Netflix (NFLX) March weekly call option implied volatility is at 66, March is at 49, April is at 50; compared to its 52-week range of 27 to 58. Call put ratio 2 calls to 1 put.​

Gilead (GILD) call put ratio 15 calls to 1 put with focus on March weekly 77 and 78 calls as shares rally 1.3%.
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Teladoc (TDOC) March call option implied volatility is at 72, April is at 64; compared to its 52-week range of 36 to 77 into company hosted investor meeting today. Call put ratio 2.7 calls to 1 put amid telehealth themes.​
March 9​
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Stitch Fix (SFIX) March call option implied volatility is at 90, March weekly is at 114, April is at 85; compared to its 52-week range of 45 to 122 into the expected release of quarter results after the bell on March 9.​
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Big Lots (BIG) March call option implied volatility is at 55, April is at 58; compared to its 52-week range of 28 to 94 into a company hosted investor meeting on March 9. Call put ratio 2.1 calls to 1 put with focus on March 17.5 and 20 calls. ​
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Options with decreasing option implied volatility: APT MEET TGTX UVXY KPTI TLRY MRNA FTCH SPCE W BIG ZM JWN​
Increasing unusual call option volume: SNSS ANGI VIPS OCUL DGX WY RIOT MEET TBT PI ZM BJ​
Increasing unusual put option volume: APD XAU HST LGFA MEET CS WPX HSBC MKC DBD VTR CAKE​
Popular stocks with increasing unusual volume: UBER SNAP GILD AAL XOM WYNN​
Active options on March 5: AAPL BAC TSLA AMD MSFT DIS ZM GILD GE AAL MU BA XOM FB WYNN NVDA AMZN CCL SNAP UBER ​
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