Mid-session IV Report March 6, 2019

Mid-session IV Report March 6, 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 COST MTN ENDP XOM CTL ANTM PLCE ZNGA CHS CELG XLV​

Popular stocks with increasing unusual: ELAN ROKU ACB NIO​
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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 today after the bell. Call put ratio 3.1 calls to 1 put with focus on March and May calls. ​
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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.​
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American Eagle (AEO) March weekly call option implied volatility is at 134, March is at 75, April is at 44; compared to its 52-week range of 31 to 67 into the expected release of EPS today after the bell. Call put ratio 1.2 calls to 1 put. ​
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Costco (COST) March weekly call option implied volatility is at 51, 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. Call put ratio 1.4 calls to 1 put. ​
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Kroger (KR) March weekly call option implied volatility is at 115, March is at 61, 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.​
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Big Lots (BIG) March weekly call option implied volatility is at 93, April is at 51; compared to its 52-week range of 28 to 67 into the expected release of EPS after the bell on March 8.​
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Navistar (NAV) March weekly call option implied volatility is at 116, March is at 59, April is at 43; compared to its 52-week range of 33 to 67 into the expected release of EPS after the bell on March 8. Call put ratio 2.6 calls to 1 put.​

Vail Resorts (MTN) March call option implied volatility is at 53, April is at 35; compared to its 52-week range of 18 to 43 into the expected release of EPS after the bell on March 8.​
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HollyFrontier (HFC) March weekly put option implied volatility is at 33, March and April is at 29; compared to its 52-week range of 28 to 55. Call put ratio 1 call to 42 puts with focus on March weekly 51 puts.​
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iShares Nasdaq Biotechnology (IBB) March weekly call option implied volatility is at 26, March is at 23, April is at 21; compared to its 52-week range of 15 to 40. Call put ratio 1 call to 1.2 puts as shares sell off 2.2%. ​
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NIO (NIO) March call option implied volatility is at 107, April is at 81; compared to its 52-week range of 62 to 157 as shares sell off 17%. Call put ratio 2.3 calls to 1 put with focus on March 8 and 9 calls. ​
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Zayo Group (ZAYO) March call option implied volatility is at 59, April is at 48; compared to its 52-week range of 18 to 74 on Digital Colony group weighing bid, Bloomberg reports. Call put ratio 1.9 calls to 1 put with focus on March 27.50 calls and puts. ​

JinkoSolar (JKS) call put ratio 4.3 calls to 1 put with focus on March 17 calls as shares sell off 8%​

Increasing unusual option volume: BANC AXSM SE HRB ANF AVAV HRTX QTT SAIL TUR COMM ROST​
Increasing unusual call option volume: AXSM HRB ANF HRTX AVAV​
Increasing unusual put option volume: SE ROST JKS COMM ZAYO QD RCL CVE AXSM​
Options with decreasing option implied volatility: KSS NTNX TGT CELG CRM WDAY SBUX CTRP NIO BIDU JNJ MCD TGT WMT​
Active options: GE LLY NIO FB MU AAPL BAC AMD QCOM JD TSLA ELAN AMZN NVDA ROKU ACB BABA NFLX MSFT BIDU​
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