Mid-session IV Report May 16, 2019

Mid-session IV Report May 16, 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.​
​
Options with increasing option implied volatility: HOME MLNX QCOM MOS ZM BYND SLV YPF JCI BMRN​

Popular stocks with increasing unusual volume: BYND SNAP QCOM WMT DIS HOME URBN OSTK TMUS​
​
Uber (UBER) May weekly call option implied volatility is at 66, June is at 59 as shares rally 4%. Call put ratio 1.7 calls to 1 put with focus on May weekly 42 and 43 calls​.
​
Lyft (LYFT) May call option implied volatility is at 68, June is at 56; compared to its 3-week range of 48 to 79 as shares rally 4.4%.​

Beyond Meat (BYND) May call option implied volatility is at 197, puts are at 180, June calls are at 106, puts at 109; compared to its 1-week range of 95 to 124 as shares rally 7%. Call put ratio 1.4 calls to 1 put.​
​
Pinterest (PINS) May call option implied volatility is at 214, June is at 72; compared to its 2-week range of 79 to 98 into the expected release of EPS today. Call put ratio 2.2 calls to 1 put.​
​
Applied Materials (AMAT) May call option implied volatility is at 106, June is at 37; compared to its 52-week range of 15 to 42 into the expected release of EPS today after the bell.​
​
iQIYI (IQ) May call option implied volatility is at 213, June is at 61; compared to its 52-week range of 46 to 122 into the expected release of EPS today after the bell. Call put ratio 2.4 calls to 1 put. ​

NVIDIA (NVDA) May call option implied volatility is at 161, June is at 47; compared to its 52-week range of 25 to 86 into the expected release of EPS today after the bell.​
​
Deere (DE) May call option implied volatility is at 82, June is at 31; compared to its 52-week range of 21 to 44 into the expected release of EPS before the bell on May 17. Call put ratio 1 call to 3.4 puts with focus on June weekly 135 and 140 puts.​
​
Riot Blockchain (RIOT) May call option implied volatility is at 164, June is at 127; compared to its 52-week range of 77 to 246 into the expected release of EPS before the bell on May 17.​
​
The Mosaic Company (MOS) May call option implied volatility is at 44, June is at 32; compared to its 52-week range of 24 to 50 as shares rally 2.3%. Call put ratio 24 calls to 1 put with focus on May 23.50 and 24 calls.​
​
Overstock.com (OSTK) May call option implied volatility is at 120, June is at 85; compared to its 52-week range of 62 to 138 as shares sell off 5.5%.​
​
At Home Group (HOME) May call option implied volatility is at 50, June is at 67; compared to its 52-week range of 37 to 93. Call put ratio 3.4 calls to 1 put with focus in June 24 calls.​
​
Coty (COTY) May call option implied volatility is at 75, June is at 44; compared to its 52-week range of 28 to 89. Call put ratio 2.4 calls to 1 put with focus on May 13.50 calls.​
​
Kratos Defense (KTOS) May call option implied volatility is at 37, June is at 38; compared to its 52-week range of 28 to 74 as shares trend higher. Call put ratio 10 calls to 1 put with focus on August 17.50 calls.​
​
T-Mobile (TMUS) May call option implied volatility is at 11, June and August is at 26; compared to its 52-week range of 18 to 38 into Sprint (S) deal. ​
​
S&P Dep Receipts (SPY) May call option implied volatility is at 16, June is at 13; compared to its 52-week range of 9 to 32 into Group of 20 summit in Osaka late next month.​
​
Increasing unusual option volume: TDG AOS NR AER JBLU MOS DDS​
Increasing unusual call option volume: MOS AER SOXS KEM JBLU MRTX BVN WEN SFLY MLNX​
Increasing unusual put option volume: TDG R AER MLNX ITCI MRVL TMUS PI QRVO DDS​
Options with decreasing option implied volatility: FGEN GPRO JMIA ZG KEM STMP YELP Z WMT CSCO CIEN SPY​
Active options: AAPL AMZN BABA AMD CSCO MSFT NVDA WMT FB NFLX BAC TSLA MU T SNAP QCOM WFC MRVL DIS BYND​