Mid-session IV Report May 3, 2019

Mid-session IV Report May 3, 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: OKTA GPS PANW ULTA DG DIS SPLK LL GPRO​

Popular stocks with increasing unusual volume: SQ DIS ATVI WMT GILD CVS​

Option implied volatility into Berkshire Hathaway’s Warren Buffett answering portfolio questions at its annual shareholder meeting​

Amazon (AMZN) May weekly call option implied volatility is at 33, May at 21; compared to its 52-week range of 16 to 46 ​

Apple (AAPL) May weekly call option implied volatility is at 32, May at 21; compared to its 52-week range of 18 to 55 ​
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Anadarko Petroleum (APC) May weekly call option implied volatility is at 21, May at 28; compared to its 52-week range of 22 to 57
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Occidental Petroleum (OXY) May weekly call option implied volatility is at 54, May at 39; compared to its 52-week range of 18 to 45 into Berkshire Hathaway’s Warren Buffett answering questions at its annual shareholder meeting.​
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Amazon (AMZN) May weekly call option implied volatility is at 32, May at 21; compared to its 52-week range of 18 to 55 ​
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General Motors (GM) 30 day call option implied volatility is at 21; compared to its 52-week range of 20 to 46 ​

Goldman Sachs Group (GS) 30 day call option implied volatility is at 22; compared to its 52-week range of 15 to 50 ​
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JPMorgan Chase (JPM) 30 day call option implied volatility is at 17; compared to its 52-week range of 15 to 41 ​
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Johnson & Johnson (JNJ) 30 day call option implied volatility is at 16; compared to its 52-week range of 12 to 33 ​
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Kraft Heinz Co (KHC) 30 day call option implied volatility is at 37; compared to its 52-week range of 19 to 45 ​

The Coca-Cola Co (KO) 30 day call option implied volatility is at 12; compared to its 52-week range of 11 to 26 ​

Liberty Global PLC Class A (LBTYA) 30 day call option implied volatility is at 39; compared to its 52-week range of 29 to 66 ​

American Express (AXP) 30 day call option implied volatility is at 59; compared to its 52-week range of 15 to 40

Southwest Airlines (LUV) 30 day call option implied volatility is at 23; compared to its 52-week range of 20 to 46 ​

Mastercard Inc (MA) 30 day call option implied volatility is at 20; compared to its 52-week range of 16 to 45 ​

Moody’s Corporation (MCO) 30 day call option implied volatility is at 20; compared to its 52-week range of 15 to 40 ​

Mondelez (MDLZ) 30 day call option implied volatility is at 14; compared to its 52-week range of 14 to 29 ​

M&T Bank Corporation (MTB) 30 day call option implied volatility is at 20; compared to its 52-week range of 16 to 39 ​

Procter & Gamble Co (PG) 30 day call option implied volatility is at 14; compared to its 52-week range of 13 to 31 ​

PNC Financial Services Group Inc (PNC) 30 day call option implied volatility is at 19; compared to its 52-week range of 15 to 43​

Phillips 66 (PSX) 30 day call option implied volatility is at 25; compared to its 52-week range of 17 to 45 ​

Restaurant Brands (QSR) 30 day call option implied volatility is at 21; compared to its 52-week range of 18 to 39 ​

Red Hat Inc (RHT) 30 day call option implied volatility is at 6; compared to its 52-week range of 6 to 45 ​

Sirius XM Holdings Inc (SIRI) 30 day call option implied volatility is at 26; compared to its 52-week range of 17 to 55 ​

StoneCo Ltd (STNE) 30 day call option implied volatility is at 75; compared to its 52-week range of 43 to 88 ​
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Store Capital (STOR) 30 day call option implied volatility is at 18; compared to its 52-week range of 14 to 34 ​

Suncor Energy Inc. (SU) 30 day call option implied volatility is at 24; compared to its 52-week range of 41 ​

Synchrony Financial (SYF) 30 day call option implied volatility is at 21; compared to its 52-week range of 21 to 51 ​

Teva Pharmaceutical Industries Ltd (TEVA) 30 day call option implied volatility is at 35; compared to its 52-week range of 29 to 66 ​

Torchmark Corporation (TMK) 30 day call option implied volatility is at 17; compared to its 52-week range of 15 to 37 ​

Travelers Companies Inc (TRV) 30 day call option implied volatility is at 16; compared to its 52-week range of 14 to 33 ​

Delta (DAL) 30 day call option implied volatility is at 20; compared to its 52-week range of 20 to 45 ​

United Continental Holdings (UAL) 30 day call option implied volatility is at 24; compared to its 52-week range of 22 to 48 ​

United Parcel Service, Inc. (UPS) 30 day call option implied volatility is at 18; compared to its 52-week range of 15 to 41 ​

U.S. Bancorp (USB) 30 day call option implied volatility is at 16; compared to its 52-week range of 13 to 35 ​

Visa Inc Class A (V) 30 day call option implied volatility is at 16; compared to its 52-week range of 15 to 40 ​

Verisign, Inc. (VRSN) 30 day call option implied volatility is at 20; compared to its 52-week range of 19 to 53 ​

Verizon Communications (VZ) 30 day call option implied volatility is at 14; compared to its 52-week range of 13 to 34 ​

Wells Fargo & Co (WFC) 30 day call option implied volatility is at 19; compared to its 52-week range of 15 to 45 ​
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Increasing unusual option volume: BRKR CTSH ZIXI SHAK LEA PODD​
Increasing unusual call option volume: MNST CNC WMT BLDR MSNT CG​
Increasing unusual put option volume: CVE CTSH ALNY SHAK STAA FLEX CBOE OLED CVE TMO​
Options with decreasing option implied volatility: OLED HRTX ARNC WW W YETI AMD NWL CZR SQ CREE ZNGA​
Active options: AAPL TSLA QCOM AMD GE SQ DIS ZNGA FB BABA X MSFT NVDA AMZN NFLX CVS BAC MU TEVA OXY​
​Active options: AAPL TSLA AMZN BAC AMD FB BABA X TWTR MSFT CSCO ATVI QCOM NVDA CNC SQ NFLX C WMT GILD ​
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