Mid-session IV Report May 20, 2019

Mid-session IV Report May 20, 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: TSLA MLNX WYNN GOOG SFLY BX CBO BABA CRM ONCE ARCC​

Popular stocks with increasing unusual volume: F NIO TSLA ​QCOM KO
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Tesla (TSLA) May weekly call option implied volatility is at 79, June is at 62; compared to its 52-week range of 38 to 86. Call put ratio 1 call to 1.6 puts. TSLA is trading down 5.8% on analyst concerns about model 3 demand. Shares trade below $200.​
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Semiconductor manufactures option implied volatility after key semiconductor manufacturers cut off
supplies to Huawei after the Trump administration added the Chinese company to a trade blacklist last week.
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Qualcomm (QCOM) May weekly call option implied volatility is at 45, June is at 32; compared to its 52-week range of 19 to 44 ​

Intel (INTC) May weekly call option implied volatility is at 26, June is at 25; compared to its 52-week range of 19 to 55 ​

Xilinx (XLNX) May weekly call option implied volatility is at 38, June is at 36; compared to its 52-week range of 21 to 51​

STMicroelectronics (STM) May weekly call option implied volatility is at 50, June is at 41; compared to its 52-week range of 30 to 58 ​

Lumentum (LITE) May weekly call option implied volatility is at 50, June is at 48; compared to its 52-week range of 37 to 68 ​

Micron (MU) May weekly call option implied volatility is at 48, June is at 47; compared to its 52-week range of 34 to 64. Call put ratio 1 call to 1.8 puts. ​
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Nokia (NOK) May weekly call option implied volatility is at 24, June is at 30; compared to its 52-week range of 23 to 53 after the Trump administration added Huawei to a trade blacklist last week. Call put ratio 140 calls to 1 put with focus on June and July 10 calls.​

Ericsson (ERIC) May weekly call option implied volatility is at 21, June is at 30; compared to its 52-week range of 21 to 62 after the Trump administration added Huawei to a trade blacklist last week.​
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Google (GOOGL) May weekly call option implied volatility is at 29, June is at 23; compared to its 52-week range of 18 to 41 after Google started the trade suspensions over the weekend, leaving Huawei with access only to the open-source version of Android.​
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Sprint (S) May weekly call option implied volatility is at 100, May is at 69; compared to its 52-week range of 24 to 111 after FCC Chairman to recommend merger between T-Mobile (TMUS) and Sprint.​
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T-Mobile (TMUS) May weekly call option implied volatility is at 17, June is at 30; compared to its 52-week range of 18 to 38.​
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Beyond Meat (BYND) May weekly call option implied volatility is at 99, August is at 86; compared to its 1-week range of 89 to 124. Call put ratio 1.2 calls to 1 put.​
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Tyson Foods (TSN) May weekly call option implied volatility is at 22, June is at 21; compared to its 52-week range of 19 to 37 after hundreds of millions of hogs lost to a swine-fever outbreak.​
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Hormel Foods (HRL) May weekly call option implied volatility is at 60, June is at 28; compared to its 52-week range of 16 to 38 after reports African swine fever impacting Chinese hog counts. Call put ratio 2.2 calls to 1 put. Quarterly results are expected on May 23.​
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AutoZone (AZO) May weekly call option implied volatility is at 66, June is at 32; compared to its 52-week range of 20 to 38 into the expected release of quarterly results before the bell on May 21.​

J.C. Penney (JCP) May weekly call option implied volatility is at 200, June is at 90; compared to its 52-week range of 59 to 133 into the expected release of quarterly results before the bell on May 21.​

Kohls (KSS) May weekly call option implied volatility is at 81, June is at 42; compared to its 52-week range of 27 to 57 into the expected release of quarterly results before the bell on May 21.​

Home Depot (HD) May weekly call option implied volatility is at 39, June is at 23; compared to its 52-week range of 14 to 38 into the expected release of quarterly results before the bell on May 21.​

TJX (TJX) June call option implied volatility is at 26, July is at 23; compared to its 52-week range of 16 to 38 into the expected release of quarterly results before the bell on May 21.​

Toll Brother (TOL) May weekly call option implied volatility is at 34, June is at 29; compared to its 52-week range of 25 to 46 into the expected release of quarterly results after the bell on May 21.​

Urban Outfitters (URBN) May weekly call option implied volatility is at 99, June is at 48; compared to its 52-week range of 30 to 63 into the expected release of quarterly results after the bell on May 21.​
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Increasing unusual option volume: BWA MAS AFL F NIO TOO DF S​
Increasing unusual call option volume: UEC AFL FHN TMUS STLD UEC LGFA BZH​
Increasing unusual put option volume: AFL SQQQ MAS BEAT BWA SQQQ KWEB FLEX WB​
Options with decreasing option implied volatility: IMMR MRTX STNE TLRY M IQ NVDA S EPI AMRN PDD IGT TTM UNG DE GS​
Active options: AAPL TSLA BABA T AMD QCOM BIDU MSFT FB AMZN NVDA NIO S MU F VZ BA BAC NFLX JD GE​
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