Mid-session IV Report May 23, 2019​

Mid-session IV Report May 23, 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: MNK TSLA KR BPT ADBE QCOM MLNX MNK TSLA GOOG WYNN BABA IBM MSFT CRM AXP

Popular stocks with increasing unusual volume: AVP LB VIPS ADM X NIO​
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Apple (AAPL) May weekly call option implied volatility is at 34, June weekly is at 35, June is at 33; compared to its 52-week range of 16 to 46 into WWDC Keynote on June 3rd in San Jose. Call put ratio 1 call to 1 put.​

Tesla (TSLA) May weekly call option implied volatility is at 72, June is at 63; compared to its 52-week range of 38 to 86. Call put ratio 1 call to 1.2 puts as shares rally 2%.​ TSLA IV is having dramatic intra-day movement.

Beyond Meat (BYND) May weekly call option implied volatility is at 85, June is at 94, July and August is at 85; compared to its 2-week range of 89 to 124 as shares rally 5%. Call put ratio 1.42 calls to 1 put.​

Semiconductor option implied volatility ticks higher as shares trend lower​

Qualcomm (QCOM) May weekly call option implied volatility is at 58, June is at 38; compared to its 52-week range of 19 to 44. ​

Intel (INTC) May weekly call option implied volatility is at 38, June is at 29; compared to its 52-week range of 19 to 55. ​

Xilinx (XLNX) May weekly call option implied volatility is at 55, June is at 36; compared to its 52-week range of 21 to 51.​

STMicroelectronics (STM) May weekly call option implied volatility is at 53, June is at 48; compared to its 52-week range of 30 to 58 as shares sell off 4%.​

Lumentum (LITE) May weekly call option implied volatility is at 60, June is at 48; compared to its 52-week range of 37 to 68.​

Micron (MU) May weekly call option implied volatility is at 68, June is at 47; compared to its 52-week range of 34 to 64. Call put ratio 1.8 calls to 1 put. ​

Advanced Micro Devices (AMD) May weekly call option implied volatility is at 66, June is at 52; compared to its 52-week range of 37 to 96. Call put ratio 1.9 calls to 1 put.​
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Deckers Outdoor (DECK) May weekly call option implied volatility is at 46, June is at 38; compared to its 52-week range of 27 to 54 into the expected release of results today after the bell. June 145 puts active. ​
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Hibbett Sports (HIBB) June call option implied volatility is at 62, July is at 55; compared to its 52-week range of 46 to 85 into the expected release of results before the bell on May 24.​
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Foot Locker (FL) May weekly call option implied volatility is at 215, June is at 55; compared to its 52-week range of 27 to 70 into the expected release of results before the bell on May 24. Call put ratio 3.9 calls to 1 put.​

Salesforce (CRM) May call option implied volatility is at 31, June weekly is at 45, June is at 38; compared to its 52-week range of 19 to 56 into the expected release of EPS after the bell on June 4. Call put ratio 2.7 calls to 1 put with a focus on June 21 calls. ​
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Option implied volatility low into ASCO​

AstraZeneca (AZN)30-day option implied volatility is at 21; compared to its 52-week range of 17 to 31​
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Allergan (AGN) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 42​
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Amgen (AMGN) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 38​
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Gilead (GILD) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 43​
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Intercept Pharmaceuticals (ICPT) 30-day option implied volatility is at 52; compared to its 52-week range of 44 to 214​

Celgene (CELG) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 57​
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Increasing unusual option volume: SEE CNX XES DXC RBS KTOS AVP PAYS HRL​
Increasing unusual call option volume: SEE VNQ MRCY KTOS MRCY GLNG AVP TIVO CNG​
Increasing unusual put option volume: CNX DXC FXB VNE XLE EPD BBVA STM DNR HRL HBI​
Options with decreasing option implied volatility: S PINS AMRN DE SPLK HRL AVP LB PINS ARRY URBN JWN IGT BBY TGT BKLN​
Active options: TSLA AAPL BABA GE BAC QCOM AMD AMZN FB MSFT MU NVDA TWTR NFLX BA INTC X ROKU NIO JPM​
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