Mid-session IV Report May 31, 2019

Mid-session IV Report May 31, 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: GM F SPY QQQ

Popular stocks with increasing unusual volume: COST NIO

Option implied volatility increases after Trump tweets U.S. to impose 5% tariff on all goods coming from Mexico in June

Ishares Msci Mexico Capped Etf (EWW) May weekly call option implied volatility is at 44, June is at 24; compared to its 52-week range of 17 to 43 after Trump tweets U.S. to impose 5% tariff on all goods coming from Mexico in June.

Ford Motor (F) May weekly call option implied volatility is at 50, June is at 31; compared to its 52-week range of 19 to 55

General Motors (GM) May weekly call option implied volatility is at 83, June is at 25; compared to its 52-week range of 20 to 46

Fiat Chrysler Automobiles (FCAU) June call option implied volatility is at 31; compared to its 52-week range of 30 to 55

Delphi Technologies (DLPH) June call option implied volatility is at 38, July is at 50; compared to its 52-week range of 23 to 71

Borg Warner (BWA) June call option implied volatility is at 33, July is at 33; compared to its 52-week range of 24 to 48

Boeing (BA) May weekly call option implied volatility is at 29, June is at 28; compared to its 52-week range of 19 to 46

Whirlpool (WHR) May weekly call option implied volatility is at 55, June is at 33; compared to its 52-week range of 22 to 49

CSX Corp. (CSX) May weekly call option implied volatility is at 39, June is at 23; compared to its 52-week range of 16 to 49

Walmart (WMT) May weekly call option implied volatility is at 30, June is at 18; compared to its 52-week range of 14 to 30

Kansas City Southern (KSU) May weekly call option implied volatility is at 74, June is at 30; compared to its 52-week range of 19 to 44

Norfolk Southern (NSC) May weekly call option implied volatility is at 39, June is at 23; compared to its 52-week range of 50

Union Pacific (UNP) May weekly call option implied volatility is at 41, June is at 24; compared to its 52-week range of 16 to 41

PepsiCo (PEP) May weekly call option implied volatility is at 25, June is at 16; compared to its 52-week range of 13 to 30

AutoZone (AZO) May weekly call option implied volatility is at 39, June is at 23; compared to its 52-week range of into 20 to 38

HanesBrands (HBI) May weekly call option implied volatility is at 32, June is at 33; compared to its 52-week range of 23 to 64

Mondelez (MDLZ) May weekly call option implied volatility is at 30, June is at 18; compared to its 52-week range of 14 to 29

Sempra Energy (SRE) June call option implied volatility is at 18, July is at 17; compared to its 52-week range of 14 to 29

American Tower (AMT) May weekly call option implied volatility is at 27, June is at 18; compared to its 52-week range of 14 to 27

Increasing unusual option volume: WSM PBI
Increasing unusual call option volume: ROYT AMZA
Increasing unusual put option volume: WPX WSM PBI TROX SYY NBL AGNC ZUO
Options with decreasing option implied volatility: ANF GPS QCOM
Active options: AAPL AMZN BAC TSLA UBER NIO AMD FB T BABA NFLX F GM NTNX QCOM COST MSFT NVDA JPM ROKU