Mid-session IV Report May 15, 2019

Mid-session IV Report May 15, 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: GME ENB NLSN FCAU HOME LULU NVDA​

Popular stocks with increasing unusual volume: TEVA AKS CVS ACB LYFT JD HOME LULU GM F​

Uber (UBER) options expected to be listed on Thursday.
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Starbucks (SBUX) May call option implied volatility is at 21, June is at 20; compared to its 52-week range of 15 to 38 into Luckin (LK) IPO. ​
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Boeing (BA) May call option implied volatility is at 32, June is at 27; compared to its 52-week range of 19 to 45 into acting FAA chief Daniel Elwell is set to testify today at a House transportation subcommittee meeting. Call put ratio 1 call to 1.3 puts.​

Netease (NTES) May call option implied volatility is at 96, June is at 42; compared to its 52-week range of 26 to 61 into the expected release of EPS today after the bell.​

iQIYI (IQ) May call option implied volatility is at 151, June is at 61; 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 2.7 calls to 1 put. ​

NVIDIA (NVDA) May call option implied volatility is at 125, June is at 47; compared to its 52-week range of 25 to 86 into the expected release of EPS after the bell on May 16.​

Walmart (WMT) May call option implied volatility is at 64, 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. Call put ratio 1.7 calls to 1 put with focus on May 100 calls. ​

Deere (DE) May call option implied volatility is at 69, June is at 33; compared to its 52-week range of 21 to 44 into the expected release of EPS before the bell on May 17.​

Riot Blockchain (RIOT) May call option implied volatility is at 178, June is at 134; compared to its 52-week range of 77 to 246 into the expected release of EPS before the bell on May 17.​

Salesforce (CRM) May call option implied volatility is at 37, June is at 34; compared to its 52-week range of 19 to 56 into the expected release of EPS after the bell on June 4.​

Recent IPO’s IV
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Lyft (LYFT) May call option implied volatility is at 73, June is at 57; compared to its 4-week range of 49 to 79.​ Uber (UBER) options expected to be listed on Thursday.

Pinterest (PINS) May call option implied volatility is at 178, June is at 72; compared to its 3-week range of 79 to 98.​

Zoom (ZM) May call option implied volatility is at 81, June is at 68; compared to its 3-week range of 66 to 78.​

Beyond Meat (BYND) May call option implied volatility is at 127, June is at 93; compared to its 1-week range of 95 to 124. Call put ratio 1.7 calls to 1 put.​
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Levi Strauss (LEVI) May call option implied volatility is at 28, June is at 33; compared to its 5-week range of 34 to 54 into the expected release of EPS after the bell on April 9. Call put ratio 6 calls to 1 put with focus on May 22 calls. ​
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Tradeweb Markets (TW) May call option implied volatility is at 64, June is at 48; compared to its 4-week range of 45 to 62.​

Increasing unusual option volume: EWA EGHT GPK A TCS ARLO OPK KTOS AKS GERN FLEX ADP​
Increasing unusual call option volume: A ARLO GPK TCS TM FLEX MSGN EGHT KTOS TMUS​
Increasing unusual put option volume: EGHT GERN EWA BHVN DFRG OPK AKS AXL GES A RF​
Options with decreasing option implied volatility: JMIA FGEN IMMR GPRO OSTK ETSY PRTY FOSL ROKU YELP SYY APC BHC TSN M BABA TCS​
Active options: BABA AAPL BAC FB TSLA AMD M NFLX TEVA AKS AMZN MSFT GE NVDA CVS DIS ACB LYFT JD BA​
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