Daily IV Report
Mid-session IV Report May 17, 2019
Mid-session IV Report May 17, 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: MLNX HOME XLNX […]
Mid-session IV Report May 17, 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: MLNX HOME XLNX QCOM ZM BYND SLV ZS SLV SWKS LITE JCI BCRX BMRN
Popular stocks with increasing unusual volume: DE BIDU BBBY TIF AMAT CRUS JBLU
Uber (UBER) May weekly call option implied volatility is at 56, June is at 55. Call put ratio 2 calls to 1 put with focus on May weekly 43 and 44 calls.
Lyft (LYFT) May weekly call option implied volatility is at 58, June is at 55; compared to its 3-week range of 48 to 79.
Beyond Meat (BYND) May call option implied volatility is at 178, puts are at 188, June calls are at 101, puts at 100; compared to its 1-week range of 95 to 124. Call put ratio 1.1 calls to 1 put.
Option implied volatility for American corporations with revenue growth strategies on expanding dramatically in China;
General Motors Co. (GM) 30-day option implied volatility is at 22, compared to its 52-week range of 20 to 46
Ford Motor (F) 30-day option implied volatility is at 24, compared to its 52-week range of 18 to 54
Nike Inc. (NKE) 30-day option implied volatility is at 20, compared to its 52-week range of 17 to 46
Tiffany & Co. (TIF) 30-day option implied volatility is at 39, compared to its 52-week range of 20 to 51
MGM Resorts International (MGM) 30-day option implied volatility is at 27, compared to its 52-week range of 24 to 59
Wynn Resorts Limited (WYNN) 30-day option implied volatility is at 37, compared to its 52-week range of 26 to 71
Boeing Co. (BA) 30-day option implied volatility is at 27, compared to its 52-week range of 19 to 45
FedEx Corp. (FDX) 30-day option implied volatility is at 27, compared to its 52-week range of 17 to 42
Intel (INTC) 30-day option implied volatility is at 24, compared to its 52-week range of 19 to 45
3M (MMM) 30-day option implied volatility is at 22, compared to its 52-week range of 15 to 35
Apple Inc. (AAPL) 30-day option implied volatility is at 27, compared to its 52-week range of 15 to 45
HP Inc. (HPQ) 30-day option implied volatility is at 34, compared to its 52-week range of 18 to 44
Advanced Micro Devices (AMD) 30-day option implied volatility is at 47, compared to its 52-week range of 37 to 97
Nvidia Corp. (NVDA) 30-day option implied volatility is at 36, compared to its 52-week range of 25 to 86
Micron Technology Inc. (MU) 30-day option implied volatility is at 42, compared to its 52-week range of 34 to 65
Companies that have higher margin risk from rising costs due to extensive imports from China;
Cisco Systems (CSCO) 30-day option implied volatility is at 20, compared to its 52-week range of 15 to 42
Kohl’s (KSS) 30-day option implied volatility is at 45, compared to its 52-week range of 27 to 58
Advanced Auto Parts (AAP) 30-day option implied volatility is at 40, compared to its 52-week range of 22 to 53 to
Arista Networks Inc. (ANET) 30-day option implied volatility is at 31, compared to its 52-week range of 29 to 64
Increasing unusual option volume: IOVA SALT ERJ HST STLD BKS TOCA UPLD AOS
Increasing unusual call option volume: BKS UPLD TOCA NPTN WLK NKTR QIWI STOR CC CAH JEC AGIO NEO
Increasing unusual put option volume: HST ERJ STLD AOS CRUS RDSB TAK ERIC TIF QRVO MNK
Options with decreasing option implied volatility: WMT CSCO NVDA CIEN XLF DE EA JPM IMMR BHVN BILI CYBR KEM PLCE M NTES IQ TLRY TTWO RL STNE GPRO
Active options: AAPL NVDA BABA AMZN AMD TSLA FB CSCO MSFT NFLX BAC MU WMT BA