Mid-session IV Report May 24, 2019​

Mid-session IV Report May 24, 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 KR BPT KMX ORCL STZ MLNX WYNN TSLA GOOG SFLY TSLA AABA LVS IBM BX CRM MRVL​

Popular stocks with increasing unusual volume: TEVA SNAP FOXA NIO ​

Booz Allen (BAH) June call option implied volatility is at 32, July is at 27; compared to its 52-week range of 17 to 52 into the expected release of quarterly results before the bell on May 28. Call put ratio 9.6 calls to 1 put with focus on September and December calls.​

NIO Inc. (NIO) May weekly call option implied volatility is at 122, June is at 98; compared to its 52-week range of 60 to 157 into the expected release of quarterly results before the bell on May 28.​

Workday (WDAY) May weekly call option implied volatility is at 67, June is at 45; compared to its 52-week range of 27 to 60 into the expected release of quarterly results after the bell on May 28. ​

Kraft Heinz (KHC) May weekly call option implied volatility is at 25, June is at 31; compared to its 52-week range of 19 to 45 into the expected release of quarterly results on May 28. Call put ratio 3.2 calls to 1 put with focus on June 31.50 calls. ​
​
Option implied volatility flat to low into American Society of Clinical Oncology (ASCO)​

Alder Biopharmaceuticals (ALDR) 30-day option implied volatility is at 74; compared to its 52-week range of 42 to 98 ​

BioMarin (BMRN) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 55​

Jazz Pharmaceuticals (JAZZ) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 43​

AstraZeneca (AZN) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 31​

Acorda Therapeutics (ACOR) 30-day option implied volatility is at 71; compared to its 52-week range of 42 to 168​

Mylan (MYL) 30-day option implied volatility is at 45; compared to its 52-week range 27 to 49. Call put ratio 14 calls to 1 put with focus on June 20 calls​

Novartis (NVS) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 23

Carvana (CVNA) 30-day option implied volatility is at 60; compared to its 52-week range of 49 to 111​

Akcea Therapeutics (AKCA) 30-day option implied volatility is at 70; compared to its 52-week range 56 to 160​

Ligand Pharmaceuticals (LGND) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 69

Mallinckrodt (MNK) 30-day option implied volatility is at 95; compared to its 52-week range of 42 to 90 as shares near historic lows.​
​
Global Payments (GPN) June call option implied volatility is at 24, July is at 23; compared to its 52-week range of 18 to 53 after Bloomberg reported that the company held talks with TSYS (NASDAQ: TSS) about a possible merger or another type of JV. Call put ratio 6.3 calls to 1 put with focus on June 160 calls. ​

TSYS (TSS) June call option implied volatility is at 21, July is at 23; compared to its 52-week range of 16 to 38. Call put ratio 9 calls to 1 put with focus on July 115 calls. ​

Increasing unusual option volume: DXC SNA XES BPMC ETR CLVS ARQL BKE ATUS KTOS USAT HIBB​
Increasing unusual option volume: DXC CLVS ETR ARQL FOXA KTOS SQM SHLX HIBB USAT MXEA TXT TSS JCI​
Increasing unusual put option volume: DXC XES CY CHRW DVAX FL KNX JCI ETN IR SPLK HDS ECL SQM SNA ​
Options with decreasing option implied volatility: S EPI PDD IGT PINS TTM AXP​
Active options: TSLA AAPL AMZN BABA ROKU AMD DXC QCOM NIO FB BA NFLX BAC NVDA MU MSFT INTC SNAP TEVA FOXA​
​
​