Mid-session IV Report May 14, 2019​

Mid-session IV Report May 14, 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: HOME ENB GME CPB NLSN FCAU AMAT CSCO ​

Popular stocks with increasing unusual volume: LYFT BA DIS C JD YETI GM​
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Apple (AAPL) May call option implied volatility is at 38, June is at 28; compared to its 52-week range of 16 to 46. Call put ratio 1 call to 1.7 puts with focus on May 185 puts. ​
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Alibaba (BABA) May call option implied volatility is at 66, June is at 35; 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 2.64 calls to 1 put with focus on May 175 and June 180 calls. ​

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. Call put ratio 2 calls to 1 put with focus on May 53 calls. ​

Macy (M) May call option implied volatility is at 123, 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.​

Semiconductor option implied volatility has increased​

Market Vectors Semiconductor ETF (SMH) May call option implied volatility is at 35, June is at 28; compared to its 52-week range of 18 to 40. Call put ratio 1 call to 2.4 puts with focus on May 108 puts.​
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Applied Materials (AMAT) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 55 into EPS after the bell on May 16. Call put ratio 1.9 calls to 1 put with focus on January 35 calls.​
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Nvidia (NVDA) May call option implied volatility is at 112, June is at 49; 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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Intel (INTC) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 45​

Marvell (MRVL) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 58. Call put ratio 1 call to 2.4 puts. ​

Microchip (MCHP) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 56​

Micron (MU) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 65​

Qualcomm (QCOM) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 44​

Texas Instruments (TXN) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 45
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Broadcom (AVGO) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 48​

NXP Semiconductors (NXPI) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 75. Call put ratio 1.9 calls to 1 put.​

AMD (AMD) 30-day option implied volatility is at 51; compared to its 52-week range 37 to 97. Call put ratio 2.5 calls to 1 put with focus on May 27 and 29 calls.​

Maxim Integrated Devices (MXIM) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 47​

Xilinx (XLNX) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 50​

Skyworks (SWKS) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 54​

Analog Devices (ADI) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 41 into the expected release of EPS on May 22.​

Lam Research (LRCX) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 54​

KLA-Tencor (KLAC) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 57​

Increasing unusual option volume: BVN VCRA ARMK EGHT HACK IMMR MJ CRZO BPMC FRO JWN NAV RL ERF TCS ASC​
Increasing unusual call option volume: ARMK IMMR NAV BAX FGEN FRO MXWL BCRX CVET ENDP MXIM RL AMAT EGHT​
Increasing unusual put option volume: RF CRZO WWE MJ JWN RL ASC FIZZ CIEN GSKY KRNT SBGI CMA AMAT​
Options with decreasing option implied volatility: ZAYO FGEN GPRO UBNT OSTK SGMS TTD FOSL ZG ETSY ROKU​
Active options: AAPL AMD FB AMAT BABA BAC TSLA AMZN T MSFT NFLX NVDA LYFT BA DIS MU V GE INTC JD​
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