Mid-session IV Report May 10, 2019

Mid-session IV Report May 10, 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 overlooked information.

Options with increasing option implied volatility: CARA UVXY VIX ZS TQQQ PCG UPRO SPXL SPXS FIVE TNA RH

Popular stocks with increasing unusual: JD ROKU DIS SQ GPRO LYFT

iShares China Large-Cap (FXI) May weekly call option implied volatility is at 48, May is at 30, June is at 21; compared to its 52-week range of 17 to 32 into U.S. – China tariff talks.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) May weekly call option implied volatility is at 40, May is at 34; compared to its 52-week range of 18 to 36

S&P Dep Receipts (SPY) May weekly call option implied volatility is at 45, May is at 23; compared to its 52-week range of 9 to 32.

Lyft (LYFT) May weekly call option implied volatility is at 154, May is at 72, June is at 57; compared to its 4-week range of 49 to 79 into Uber IPO. Call put ratio 1.6 calls to 1 put.

Vipshop (VIPS) May call option implied volatility is at 74, June is at 62; compared to its 52-week range of 39 to 88 into the expected release of EPS after the bell on May 13. Call put ratio 24 calls to 1 put.

8×8 (EGHT) May call option implied volatility is at 77, June is at 48; compared to its 52-week range of 30 to 68 into the expected release of EPS on May 14.

Agilent (A) May call option implied volatility is at 47, June is at 28; compared to its 52-week range of 17 to 37 into the expected release of EPS after the bell on May 14.

Ralph Lauren (RL) May call option implied volatility is at 73, June is at 49; compared to its 52-week range of 23 to 52 into the expected release of EPS before the bell on May 14.

Tilray (TLRY) May call option implied volatility is at 86, June is at 74; compared to its 52-week range of 48 to 313 into the expected release of EPS.

Alibaba (BABA) May call option implied volatility is at 57, June is at 38; compared to its 52-week range of 24 to 58 into the expected release of EPS before the bell on May 15.

Cisco (CSCO) May call option implied volatility is at 45, June is at 29; compared to its 52-week range of 15 to 42 into the expected release of EPS after the bell on May 15.

Jack in the Box (JACK) May call option implied volatility is at 52, June is at 30; compared to its 52-week range of 21 to 44 into the expected release of EPS after the bell on May 15.

Macy (M) May call option implied volatility is at 80, June is at 51; compared to its 52-week range of 30 to 60 into the expected release of EPS before the bell on May 15.

Netease (NTES) May call option implied volatility is at 75, June is at 46; compared to its 52-week range of 27 to 60 into the expected release of EPS after the bell on May 15.

iQIYI (IQ) May call option implied volatility is at 100, June is at 64; compared to its 52-week range of 46 to 122 into the expected release of EPS after the bell on May 16

NVIDIA (NVDA) May call option implied volatility is at 80, June is at 48; compared to its 52-week range of 25 to 86 into the expected release of EPS after the bell on May 16.

Applied Material (AMAT) May call option implied volatility is at 55, June is at 37; compared to its 52-week range of 25 to 55 into the expected release of EPS after the bell on May 16. Call put ratio 3 calls to 1 put.

New Age Beverage (NBEV) May call option implied volatility is at 70, June is at 80; compared to its 52-week range of 74to 267 into the expected release of EPS on May 16.

Walmart (WMT) May call option implied volatility is at 40, June is at 24; compared to its 52-week range of 14 to 30 into the expected release of EPS before the bell on May 16.

Deere (DE) May call option implied volatility is at 54, June is at 32; compared to its 52-week range of 21 to 43 into the expected release of EPS before the bell on May 17.call put ratio 1 call to 2.3 with focus on May puts.

Riot Blockchain (RIOT) May call option implied volatility is at 110, June is at 122; compared to its 52-week range of 76 to 247 into the expected release of EPS before the bell on May 17.

Increasing unusual option volume: BPL TSS ZG WPRT GPRO TRXC STNG MOMO
Increasing unusual call option volume: TSS BPL GPRO TRXC SWIR EDC AVP STNG
Increasing unusual put option volume: ZG STNG EZPW SYMC JMIA DRI
Options with decreasing option implied volatility: HIIQ YELP CARS DDD FOSL QCOM MMM GPRO MYL ZAYO APC
Active options: AAPL JD AMZN AMD ROKU BABA BAC TSLA FB NFLX NVDA DIS MU BA MSFT INTC SQ GRPO QCOM LYFT