Mid-session IV Report March 8, 2019

Mid-session IV Report March 8, 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: SDS TLRY PRU SDOW SNAP WYNN SPY EA SDS TLRY PEP CTRP​

Popular stocks with increasing unusual volume: RIG CS NAV FIZZ MRVL WB COST ASHR MTN COST NUGT TLRY ROKU MDLZ​

Apple (AAPL) March weekly call option implied volatility is at 44, March is at 26, April is at 22; compared to its 52-week range 16 to 46. Call put ratio 1 call to 1.2 put with focus on March 170 puts.​

Netflix (NFLX) March weekly call option implied volatility is at 74, March is at 40, April is at 45; compared to its 52-week range 26 to 75. Call put ratio 1 call to 1 put with focus on March 350 calls and 345 puts.​

Amazon (AMZN) March weekly call option implied volatility is at 62, March is at 34, April is at 29; compared to its 52-week range 18 to 55. Call put ratio 1.2 call to 1 put with focus on March weekly 1595 calls and puts. ​

National Beverage (FIZZ) March call option implied volatility is at 70, April is at 41; compared to its 52-week range of 31 to 55 after reporting less than expected results. Call put ratio 1 call to 1.7 puts with focus on March 45 and 50 puts as shares sell off 20%.​

NIO (NIO) March call option implied volatility is at 86, April is at 72; compared to its 52-week range of 62 to 157 as shares sell off 17%. Call put ratio 3.7 calls to 1 put with focus on March 6 calls.​

Delta (DAL) March weekly call option implied volatility is at 48, March is at 28, April is at 29; compared to its 52-week range of 20 to 46.​

Roku (ROKU) March weekly call option implied volatility is at 112, March is at 58, April is at 55; compared to its 52-week range of 45 to 103. Call put ratio 1.4 calls to 1 put with focus on March weekly 69 and 69.50 calls.
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Costco (COST) March weekly call option implied volatility is at 59, March is at 22, April is at 18; compared to its 52-week range of 15 to 33 on better than expected EPS. Call put ratio 1.75 calls to 1 put with focus on March weekly 227.50 calls. ​

United States Oil Fund (USO) March call option implied volatility is at 26, April is at 30; compared to its 52-week range of 23 to 62 as WTI Crude Oil trades below $55. Call put ratio 1 call to 1.4 puts.​

Proshares Ultra Dj-ubs Crude Oil (UCO) March call option implied volatility is at 54, April is at 58; compared to its 52-week range of 41 to 121. Call put ratio 1 call to 1 put. ​
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Wabco Holdings (WBC) call put ratio 11 calls to 1 put with focus on March 140 and 145 calls​

IAMGOLD Corp. (IAG) call put ratio 112 calls to 1 put with focus on April 3 calls​

Increasing unusual option volume: CJ TLRD VSTM BIG FIZZ ALT LOCO NPTN WING WBC EV​
Increasing unusual call option volume: CJ VSTM AOBC MTN COST BIG ALT AOBC​
Increasing unusual put option volume: TLRD DERM CPE NAV FIZZ NDAQ BIG LOCO MRVL HSY WB NAV FIZZ​
Options with decreasing option implied volatility: KR HRB BURL HIIQ LCI KHC ETSY NTNX MRVL COST IGT​
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