Mid-session IV Report May 13, 2019

Mid-session IV Report May 13, 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.​
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Options with increasing option implied volatility: AAPL AMZN FB NFLX MSFT BA DE FXI WYNN LVS TSLA JMIA MU AMD TEVA MYL…..

Popular stocks with increasing unusual volume: TEVA CHK LYFT ENB GME CPB NLSN FCAU ….

Option implied volatility increases into mid-day trading….
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Apple (AAPL) May call option implied volatility is at 47, June is at 30; compared to its 52-week range of 16 to 46. Call put ratio 1.3 calls to 1 put. Supreme Court rules iPhone owners can sue Apple for alleged monopolization.​
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Amazon (AMZN) May call option implied volatility is at 41, June is at 30; compared to its 52-week range of 18 to 54. Call put ratio 1.2 calls to 1 put.​
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Alphabet (GOOG) May call option implied volatility is at 32, June is at 23; compared to its 52-week range of 17 to 41. Call put ratio 2 calls to 1 put.​
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Netflix (NFLX) May call option implied volatility is at 52, June is at 39; compared to its 52-week range of 25 to 76. Call put ratio 1 call to 1 put.​
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Facebook (FB) May call option implied volatility is at 37, June is at 27; compared to its 52-week range of 20 to 53. Call put ratio 1.9 calls to 1 put.​
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Microsoft (MSFT) May call option implied volatility is at 31, June is at 24; compared to its 52-week range of 16 to 44. Call put ratio 1.3 calls to 1 put.​
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Boeing (BA) May weekly call option implied volatility is at 42, June is at 30; compared to its 52-week range of 19 to 45. Call put ratio 1 call to 1 put.​
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S&P Dep Receipts (SPY) May call option implied volatility is at 26, June is at 17; compared to its 52-week range of 9 to 32. Call put ratio 1 call to 1.9 puts. ​
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PowerShares QQQ Trust (QQQ) May call option implied volatility is at 32, June is at 23; compared to its 52-week range of 13 to 36. Call put ratio 1 call to 1.6 puts. ​
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Ishares Russell 2000 Etf (IWM) May call option implied volatility is at 28, June is at 21; compared to its 52-week range of 12 to 34. Call put ratio 1 call to 1.9 puts. ​
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iShares China Large-Cap (FXI) May call option implied volatility is at 36, June is at 24; compared to its 52-week range of 17 to 32 into Larry Kudlow acknowledges U.S. will pay for China tariffs. Call put ratio 1 call to 1.4 puts.​
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Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) May call option implied volatility is at 38,June is at 22; compared to its 52-week range of 18 to 36 into Larry Kudlow acknowledges U.S. will pay for China tariffs. Call put ratio 2.2 calls to 1 put. ​
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Take-Two Interactive Software (TTWO) May call option implied volatility is at 100, June is at 48; compared to its 52-week range of 28 to 72 into the expected release of EPS today after the bell. Call put ratio 1 call to 1 put. ​
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Vipshop (VIPS) May call option implied volatility is at 72, June is at 60; compared to its 52-week range of 39 to 88 into the expected release of EPS today after the bell. Call put ratio 2.8 calls to 1 put. ​
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8×8 (EGHT) May call option implied volatility is at 111, June is at 46; compared to its 52-week range of 30 to 68 into the expected release of EPS on May 14. ​
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Agilent (A) May call option implied volatility is at 59, June is at 31; compared to its 52-week range of 17 to 37 into the expected release of EPS after the bell on May 14.​
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Ralph Lauren (RL) May call option implied volatility is at 90, June is at 41; compared to its 52-week range of 23 to 52 into the expected release of EPS before the bell on May 14. Call put ratio 1 call to 2.1 puts with focus on May 120 puts. ​
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Tilray (TLRY) May call option implied volatility is at 125, June is at 77; compared to its 52-week range of 47 to 314 into the expected release of EPS after the bell on May 14.​
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Alibaba (BABA) May call option implied volatility is at 71, June is at 39; compared to its 52-week range of 24 to 57 into the expected release of EPS before the bell on May 15. Call put ratio 2.4 calls to 1 put with focus on June 190, 195 and 205 calls. ​
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Cisco (CSCO) May call option implied volatility is at 61, June is at 31; compared to its 52-week range of 15 to 42 into the expected release of EPS after the bell on May 15.​
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Macy (M) May call option implied volatility is at 108, June is at 49; compared to its 52-week range of 30 to 60 into the expected release of EPS before the bell on May 15.​
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iQIYI (IQ) May call option implied volatility is at 138, June is at 66; compared to its 52-week range of 46 to 122 into the expected release of EPS after the bell on May 16. Call put ratio 1 call to 1.9 puts. NVIDIA (NVDA) May call option implied volatility is at 105, June is at 51; compared to its 52-week range of 25 to 86 into the expected release of EPS after the bell on May 16.​
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Walmart (WMT) May call option implied volatility is at 53, June is at 25; compared to its 52-week range of 14 to 30 into the expected release of EPS before the bell on May 16. Call put ratio 1.7 calls to 1 put. ​
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Deere (DE) May call option implied volatility is at 67, June is at 37; compared to its 52-week range of 21 to 44 into the expected release of EPS before the bell on May 17.​
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Lyft (LYFT) May call option implied volatility is at 94, June is at 65; compared to its 4-week range of 49 to 79 after Uber (UBER) after shares fell more than 9% in the 2nd day of trading.​

Teva Pharma (TEVA) May call option implied volatility is at 72, June is at 47; compared to its 52-week range of 29 to 66. Call put ratio 1 call to 2.9 puts after suit over alleged price fixing.​
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Jumia Technologies (JMIA) May call option implied volatility is at 235, June is at 129; compared to its 3-week range of 112to 169. Call put ratio 1 call to 1.3 puts. ​
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Increasing unusual option volume: SPPI TUP VAC PTC QID SNV BBVA ASC GT CLDR JCI NE INSY​
Increasing unusual call option volume: PTC TUP QID MKC JEF FITB INSY PII WCG LAZ​
Increasing unusual put option volume: SPPI TUP NE CLDR SNV GT JCI HST​
Options with decreasing option implied volatility: SYY APC BHC TSN APC SYY ZAYO FGEN HIIQ GPRO ZG UBNT GSKY COTY HEAR​
Active options: AAPL AMD TSLA BAC BABA FB NFLX AMZN MU NVDA MSFT GE TEVA CHK LYFT JD ROKU QCOM BA TWTR​
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