Mid-session IV Report May 2, 2019

Mid-session IV Report May 2, 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: CTST MOMO OKTA UCO GPS PANW ULTA ONCE DG WW EXPE ATVI DATA DIS MMM USO LL GPRO ​
Popular stocks with increasing unusual volume: OXY TEVA CVS X FIT ZNGA​
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CBS (CBS) May weekly call option implied volatility is at 77, May is at 31; compared to its 52-week range of 21 to 41 into the expected release of release of EPS today after the bell.​

Activision Blizzard (ATVI) May weekly call option implied volatility is at 140, May is at 50; compared to its 52-week range of 24 to 61 into the expected release of release of EPS today after the bell.​

EOG Resources (EOG) May weekly call option implied volatility is at 55, May is at 38; compared to its 52-week range of 22 to 58 into the expected release of release of EPS today after the bell.​

Expedia (EXPE) May weekly call option implied volatility is at 142, May is at 44; compared to its 52-week range of 19 to 49 into the expected release of release of EPS today after the bell.. Call put ratio 2.6 calls to 1 put with focus on May weekly 127 calls. ​

First Solar (FSLR) May weekly call option implied volatility is at 138, May is at 49; compared to its 52-week range of 30 to 55 into the expected release of release of EPS today after the bell.​

Gilead (GILD) May weekly call option implied volatility is at 87, May is at 32; compared to its 52-week range of 19 to 43 into the expected release of release of EPS today after the bell.​

GoDaddy (GDDY) May call option implied volatility is at 38, June is at 29; compared to its 52-week range of 22 to 58 into the expected release of release of EPS today after the bell.​

Herbalife (HLF) May call option implied volatility is at 122, June is at 41; compared to its 52-week range of 21 to 46 into the expected release of release of EPS today after the bell.​

Monster Beverage (MNST) May weekly call option implied volatility is at 135, May is at 46; compared to its 52-week range of 19 to 41 into the expected release of release of EPS today after the bell. Call put ratio 1 call to 1.9 puts with focus on May 157.50 puts.​

Tableau Software (DATA) May weekly call option implied volatility is at 186, May is at 60; compared to its 52-week range of 23 to 64 into the expected release of release of EPS today after the bell.​

Weight Watchers (WW) May weekly call option implied volatility is at 337, May is at 108; compared to its 52-week range of 35 to 97 into the expected release of release of EPS today after the bell. Call put ratio 1.5 calls to 1 put.​
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CBOE (CBOE) May call option implied volatility is at 55, June is at 23; compared to its 52-week range of 20 to 39 into the expected release of release of EPS before the bell on May 3.​

Celgene (CELG) May weekly call option implied volatility is at 13, May is at 11; compared to its 52-week range of 13 to 57 into the expected release of release of EPS before the bell on May 3. May 95 calls active.​

Fiat Chrysler (FCAU) May weekly call option implied volatility is at 99, May is at 39; compared to its 52-week range of 30 to 55 into the expected release of release of EPS before the bell on May 3.​

Newell Brands (NWL) May call option implied volatility is at 61, June is at 47; compared to its 52-week range of 26 to 95 into the expected release of release of EPS before the bell on May 3. Call put ratio 4 calls to 1 put with focus on May calls. ​
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El Pollo Loco (LOCO) May call option implied volatility is at 56, June is at 37; compared to its 52-week range of 24 to 59 into the expected release of release of EPS after the bell on May 3.​

Increasing unusual option volume: CJ EB AMJ VOYA IMAX ZNGA SFM ACHC STAY PRTY LPX​
Increasing unusual call option volume: CJ EB AMJ VOYA IMAX ZNGA SFM ACHC STAY PRTY LPX​
Increasing unusual put option volume: RRD ERIC MRNS ECA SGMS ESV XEO​
Options with decreasing option implied volatility: FIT UAA UA W CAR QCOM ZNGA YETI GRUB LL S MAT YETI TWLO JNPR DBD ENPH EXAS LOGM SFLY​
Active options: AAPL TSLA QCOM AMD GE SQ DIS ZNGA FB BABA X MSFT NVDA AMZN NFLX CVS BAC MU TEVA OXY​
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