Mid-session IV Report May 29, 2019

Mid-session IV Report May 29, 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: ARQL BBBY TEVA CY STZ BB NKE PRGO USO WBA JNJ MNK MYL USO GIS NLY MLNX WYNN TSLA GOOD AABA​

Popular stocks with increasing unusual volume: JNJ TEVA MYL MNK KHC K GIS DIS YPF AMRN NIO​
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Market Vectors Rare Earth/strategic Metals Etf (REMX) option implied volatility increases as shares sell off on China trade tensions​
Market Vectors Rare Earth/strategic Metals Etf (REMX) June call option implied volatility is at 59, July is at 48; compared to its 52-week range of 20 to 121 as shares rally 2.5%. Call put ratio 18 calls to 1 put with focus on June 15 calls as shares rally 2.5%​
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General Mills (GIS) June call option implied volatility is a 26, July is at 27; compared to its 52-week range of 18 to 39. Call put ratio 1 call to 1 puts with focus on June 47.50 and 50 puts as shares sell off 5.7%​
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Kraft Heinz (KHC) May weekly call option implied volatility is at 40, June is at 36; compared to its 52-week range of 18 to 44. Call put ratio 1 call to 5.4 puts with focus on August 22.50 puts​
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Kellogg (K) call put ratio 1 call to 2.5 puts with focus on July 55 puts​
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Apple (AAPL) May weekly call option implied volatility is at 37, June weekly is at 33, June is at 31; compared to its 52-week range of 16 to 46 into WWDC Keynote on June 3rd in San Jose. Call put ratio 1.2 calls to 1 put.​

Tesla (TSLA) May weekly call option implied volatility is at 77, June is at 69; compared to its 52-week range of 38 to 86. Call put ratio 1 call to 1.1 puts.​
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Cypress Semiconductor (CY) June call option implied volatility is at 41, July is at 28; compared to its 52-week range of 25 to 58 weighing sale after getting takeover interest, Bloomberg reports. Call put ratio 84 calls to 1 put with focus on June 16 calls.​
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Teucrium Corn Fund (CORN), Teucrium Soybean Fund (SOYB) & Teucrium Wheat Fund (WEAT) option implied volatility at high end of range on China, floods, planting…​

Teucrium Corn Fund (CORN) call put ratio 62 calls to 1 put with focus on June 16,17 & 18 calls. June call option implied volatility is at 34, July is at 35; compared to its 52-week range of 13 to 34.​
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Teucrium Soybean Fund (SOYB) call put ratio 57 calls to 1 put with focus on June 16 calls. June call option implied volatility is at 21, July is at 22; compared to its 52-week range of 14 to 26.​
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Teucrium Wheat Fund (WEAT) June call option implied volatility is at 31, July is at 35; compared to its 52-week range of 18 to 44. Call put ration 25 calls to 1 put. ​
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Teva (TEVA) May weekly call option implied volatility is at 98, June is at 68; compared to its 52-week range of 28 to 66 on opioid litigation uncertainty. Call put ratio 1 call to 1.8 puts.​
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Mallinckrodt (MNK) May weekly call option implied volatility is at 78, June is at 80; compared to its 52-week range of 42 to 92 on opioid litigation uncertainty. Call put ratio 1 call to 14 puts. ​
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Johnson & Johnson (JNJ) May weekly call option implied volatility is at 34, June is at 22; compared to its 52-week range of 13 to 34 on opioid litigation uncertainty. Call put ratio 1 call to 1.5 puts as shares sell off 3.8%. ​
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Mylan (MYL) May weekly call option implied volatility is at 61, June is at 48; compared to its 52-week range of 26 to 50 on opioid litigation uncertainty. Call put ratio 1.7 calls to 1 put as shares sell off 2.4%.​

Palo Alto Networks (PANW) May weekly call option implied volatility is at 128, June is at 49; compared to its 52-week range of 24 to 55 into the expected release of quarterly results today after the bell. ​
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Williams-Sonoma (WSM) June call option implied volatility is at 47, July is at 39; compared to its 52-week range of 27 to 52 into the expected release of quarterly results today after the bell. Call put ratio 5.5 calls to 1 put with focus on June 52.50 calls. ​
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Burlington Stores (BURL) June call option implied volatility is at 41, July is at 37; compared to its 52-week range of 21 to 55 into the expected release of quarterly results before the bell on May 30. ​
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Canadian Solar (CSIQ) May weekly call option implied volatility is at 130, June is at 62; compared to its 52-week range of 31 to 77 into the expected release of quarterly results before the bell on May 30. ​
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Costco (COST) May weekly call option implied volatility is at 61, June is at 27; compared to its 52-week range of 15 to 33 into the expected release of quarterly results after the bell on May 30.​
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Dell Technologies (DELL) June call option implied volatility is at 42, July is at 37; compared to its 52-week range of 27 to 43 into the expected release of quarterly results after the bell on May 30.​
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Dollar Tree (DLTR) May weekly call option implied volatility is at 105, June is at 40; compared to its 52-week range of 19 to 48 into the expected release of quarterly results before the bell on May 30. Call put ratio 1 call to 10 puts with focus on July 80 and 90 puts. ​
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Dollar General (DG) May weekly call option implied volatility is at 75, June is at 30; compared to its 52-week range of 18 to 40 into the expected release of quarterly results before the bell on May 30. ​
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Express (EXPR) June call option implied volatility is at 70, July is at 51; compared to its 52-week range of 40 to 84 into the expected release of quarterly results before the bell on May 30. Call put ratio 1 call to 5.9 puts with focus on June 3 and 4 puts.​
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Gap (GPS) May weekly call option implied volatility is at 170, June is at 65; compared to its 52-week range of 28 to 58 into the expected release of quarterly results after the bell on May 30. Call put ratio 1 call to 6.6 puts with focus on June 21 puts.​
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Marvell Technology (MRVL) May weekly call option implied volatility is at 100, June is at 47; compared to its 52-week range of 28 to 58 into the expected release of quarterly results after the bell on May 30. Call put ratio 6 calls to 1 put with focus on August 24 calls.​
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VMware (VMW) May weekly call option implied volatility is at 88, June is at 43; compared to its 52-week range of 22 to 53 into the expected release of quarterly results after the bell on May 30.​
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Ulta Beauty (ULTA) May weekly call option implied volatility is at 114, June is at 46; compared to its 52-week range of 23 to 45 into the expected release of quarterly results before the bell on May 30. ​
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Zuora (ZUO) June call option implied volatility is at 80, July is at 65; compared to its 52-week range of 45 to 115 into the expected release of quarterly results after the bell on May 30. Call put ratio 4.9 calls to 1 put.​
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CVS Health (CVS) June weekly call option implied volatility is at 31, June is at 31, June is at 29; compared to its 52-week range of 21 to 41 into a company hosted analyst day on June 4. Call put ratio 2 calls to 1 put.​

Cara Therapeutics (CARA) June call option implied volatility is at 84, July is at 68; compared to its 52-week range of 47 to 174 after announcing topline data from the KALM-1 pivotal Phase 3 trial of Korsuva Injection in hemodialysis patients with moderate-to-severe chronic kidney disease-associated pruritus.​
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ArQule (ARQL) June call option implied volatility is at 181, July is at 150; compared to its 52-week range of 50 to 201 into Phase I safety and efficacy results for ARQ531 at the European Hematology Association conference in June. Call put ratio 4 calls to 1 put.​
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Increasing unusual option volume: YPF MAC GPOR SFM TYPT NR CY EVH REMX CARA LNC​
Increasing unusual call option volume: YPF GPOR SNV DKS CORN VNO CARA TRP​
Increasing unusual put option volume: MAC CY CRZO NE GLUU NR FOSL KKR YEXT HP CARA GOOS​
Options with decreasing option implied volatility: S INDA EPI AMRN PDD PINS TTM AXP​
Active options: AAPL AMD BAC TSLA BABA ROKU YPF AMZN NVDA FB MSFT NFLX AMRN INTC QCOM NIO JNJ TEVA MU DIS​
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