Mid-session IV Report May 11, 2020

Mid-session IV Report May 11, 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.

Options with increasing option implied volatility: TLRY EGHT DDOG AMC

Popular options with increasing volume: SDC CSCO DIS AAL UBER AMC

AMC Entertainment (AMC) 30-day option implied volatility is at 209; compared to its 52-week range of 42 to 386 as shares rally 36%. Call put ratio 1 call to 1.1 put after Daily Mail report of Amazon takeover talks.

Option implied volatility for stocks reporting this week

Caesars Entertainment (CZR) May call option implied volatility is at 67, June is at 46; compared to its 52-week range of 10 to 343 into the expected release of quarter results today after the bell.

DataDog (DDOG) May call option implied volatility is at 157, June is at 72; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to 1 put with focus on May 55 and 60 calls.

Eldorado Resorts (ERI) May call option implied volatility is at 160, June is at 131; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio May 2.5 calls to 1 put with focus on May 22.50 and 25 calls.

Tilray (TLRY) May call option implied volatility is at 220, June is at 145; compared to its 52-week range of 58 to 268 into the expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put with focus on May 8.5 and 9 calls.

Sunoco (SUN) May call option implied volatility is at 61, June is at 49; compared to its 52-week range of 15 to 143 into the expected release of quarter results before the bell on May 12.

8X8 (EGHT) May call option implied volatility is at 144, June is at 72; compared to its 52-week range of 32 to 121 into the expected release of quarter results after the bell on May 12. Call put ratio 100 calls to 1 put with focus on May and June calls.

Allegiant (ALGT) May call option implied volatility is at 100, June is at 67; compared to its 52-week range of 20 to 215 into the expected release of quarter results after the bell on May 12. Call put ratio 1 call to 8.4 puts with focus on May and June puts.

Alibaba (BABA) May call option implied volatility is at 42, June is at 39; compared to its 52-week range of 21 to 62 into the expected release of quarter results before the bell on May 13. Call put ratio 3.2 calls to 1 put with focus on May weekly (29) 205 calls.

Cisco (CSCO) May call option implied volatility is at 76, June is at 38; compared to its 52-week range of 17 to 87 into the expected release of quarter results after the bell on May 13. Call put ratio 7.2 calls to 1 put with focus on May 43.50 and 44 calls.

SmileDirectClub (SDC) May call option implied volatility is at 231, June is at 128; compared to its 52-week range of 59 to 128 into the expected release of quarter results after the bell on May 13. Call put ratio 5.9 calls to 1 put with focus on May calls.

Sony (SNE) May call option implied volatility is at 73, June is at 36; compared to its 52-week range of 19 to 71 into the expected release of quarter results before the bell on May 12. Call put ratio 4.9 calls to 1 put with focus on May calls.

Increasing unusual option volume: LOGI MYOK TWNK CNP AMC EGHT SDC MT QDEL BYD
Increasing unusual call option volume: LOGI TWNK EGHT AMC KDP MT COTY DB
Increasing unusual put option volume: GRUB HLF MOS CNP FOXA BYD XME MT MOS CAR
Options with decreasing option implied volatility: AN CLR TGTX STNG EURN CLVS APT CAR
Active options: AAPL AMD MSFT AAL BAC BABA BYND NVDA SDC CSCO WFC DIS GE BA NFLX FB AMZN UBER