Mid-session IV Report March 7, 2019

Mid-session IV Report March 7, 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: DFRG SIG SNAP WYNN WMB EA TLRY PEP SNAP​

Popular stocks with increasing unusual volume: NIO SNAP CVS KR NIO LLY ​
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Costco (COST) March weekly call option implied volatility is at 71, March is at 32, 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 with focus on March 220 calls. ​
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Big Lots (BIG) March weekly call option implied volatility is at 97, April is at 52; compared to its 52-week range of 28 to 67 into the expected release of EPS after the bell on March 8. Call put ratio 1 call to 2.2 puts.​
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Navistar (NAV) March weekly call option implied volatility is at 147, March is at 64, April is at 44; 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 15 calls to 1 put with focus on March 36 calls.​

Vail Resorts (MTN) March call option implied volatility is at 57, April is at 37; 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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Stitch Fix (SFIX) March call option implied volatility is at 139, April is at 49; compared to its 52-week range of 54 to 110 into the expected release of EPS after the bell on March 11. Call put ratio 1.6 calls to 1 put. ​
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Overstock (OSTK) March call option implied volatility is at 134, April is at 25; compared to its 52-week range of 62 to 132 into the expected release of EPS after the bell on March 12. Call put ratio 1 call to 7.5 puts with focus on March 15 and 19 puts.​
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Oracle (ORCL) March call option implied volatility is at 41, April is at 21; compared to its 52-week range of 15 to 40 into the expected release of EPS after the bell on March 14.​
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Del Frisco’s (DFRG) March call option implied volatility is at 95, April is at 59; compared to its 52-week range of 34 to 104. Call put ratio 113 calls to 1 put with focus on March and April 10 calls.​
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NIO (NIO) March call option implied volatility is at 84, April is at 75; compared to its 52-week range of 62 to 157 as shares sell off 17%. Call put ratio 2.5 calls to 1 put with focus on March 7 and 8 calls. ​
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Bank option implied volatility into February Employment report ​

Citigroup (C) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 55​
JPMorgan (JPM) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 41 ​
PNC Financial (PNC) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 43
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Increasing unusual option volume: GPRE EIX REZI GWRE BLDR DVA MELI BHF RST DFRG​
Increasing unusual call option volume: DFRG GPRE MELI BHF HRB NGL YEXT PS DBD ARQL CAG KR ONCE QSR ​
Increasing unusual put option volume: EIX DVA KR TSS VGK JBL BURL OSTK AR CTRP GWRE MEET KMX​
Options with decreasing option implied volatility: NIO KR HRB BURL LCI DDD HIIQ FL CHS AMC BZUN KTOS UNFI FOLD ADSK ANF ​
Active options: NIO LLY AAPL FB GE BAC TSLA BABA AMD MSFT NVDA AMZN NFLX KR JD MU SNAP F CVS INTC​
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