Mid-session IV Report May 6, 2019​

Mid-session IV Report May 6, 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: GPRO UNIT ONCE FIVE PANW SPXL SPXS TIF LULU UPRO SVXY SDS CELG EPA ENB GME NLSN FCAU​

Popular stocks with increasing unusual volume: NIO OXY ASHR XLB​
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Alphabet (GOOGL) and Microsoft (MSFT) 30 day option implied volatility at low end of range​

Alphabet (GOOGL) 30 day option implied volatility is at 20; compared to its 52-week range of 18 to 42.
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Microsoft (MSFT) 30 day option implied volatility is at 20; compared to its 52-week range of 16 to 43. ​
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American International Group (AIG) May call option implied volatility is at 58, May is at 40, June is at 28; compared to its 52-week range of 15 to 46 into the expected release of EPS today after the bell.​

Hertz Global (HTZ) May weekly call option implied volatility is at 130, May is at 90, June is at 59; compared to its 52-week range of 46 to 108 into the expected release of EPS today after the bell.​

KLA-Tencor (KLAC) May call option implied volatility is at 41, June is at 30; compared to its 52-week range of 23 to 57 into the expected release of EPS today after the bell.​

Rent-A-Center (RCII) May weekly call option implied volatility is at 80, May is at 64; compared to its 52-week range of 14 to 76 into the expected release of EPS today after the bell.​

3D Systems (DDD) May weekly call option implied volatility is at 155, May is at 95, June is at 59; compared to its 52-week range of 43 to 111 into the expected release of EPS after the bell on May 7. ​

Anheuser-Busch InBev (BUD) May weekly call option implied volatility is at 49, May is at 45, June is at 24; compared to its 52-week range of 15 to 33 into the expected release of EPS after the bell on May 7. ​

Aurora Cannabis (ACB) May weekly and May call option implied volatility is at 75, June is at 67; compared to its 52-week range of 64 to 133 into the expected release of EPS.​

Camping World (CWH) May call option implied volatility is at 80, June is at 57; compared to its 52-week range of 48 to 88 into the expected release of EPS today after the bell.​

ChipMOS Technologies (IMOS) option implied volatility is at 37; compared to its 52-week range of 30 to 160 into the expected release of EPS.​
Clovis (CLVS) May call option implied volatility is at 101, June is at 77; compared to its 52-week range of 53 to 135 into the expected release of EPS before the bell on May 7.​

Crocs (CROX) May call option implied volatility is at 79, June is at 51; compared to its 52-week range of 35 to 72 into the expected release of EPS before the bell on May 7.​

DaVita (DVA) May call option implied volatility is at 52, June is at 37; compared to its 52-week range of 18 to 70 into the expected release of EPS after the bell on May 7.​

Dean Foods (DF) May call option implied volatility is at 70, June is at 55; compared to its 52-week range of 43 to 111 into the expected release of EPS before the bell on May 7. ​

Ferrari (RACE) May weekly call option implied volatility is at 62, May is at 42, June is at 29; compared to its 52-week range of 43 to 111 into the expected release of EPS before the bell on May 7. Call put ratio 1 call to 3.4 puts.​

Fossil (FOSL) May weekly call option implied volatility is at 152, May is at 115, June is at 65; compared to its 52-week range of 52 to 122 into the expected release of EPS after the bell on May 8. Call put ratio 1 call to 5.4 puts with focus on May 14.50 puts.
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Kinross Gold (KGC) May weekly call option implied volatility is at 77, May is at 56, June is at 45; compared to its 52-week range of 29 to 58 into the expected release of EPS after the bell on May 7​.

Lyft (LYFT) May weekly call option implied volatility is at 128, May is at 87, June is at 59; compared to its 4-week range of 49 to 79 into the expected release of EPS after the bell on May 7. ​

Marriott Vacations Worldwide (VAC) May call option implied volatility is at 43, June is at 32; compared to its 52-week range of 22 to 64 into the expected release of EPS before the bell on May 7. ​

Melco Resorts (MLCO) May call option implied volatility is at 48, June is at 39; compared to its 52-week range of 28 to 59 into the expected release of EPS before the bell on May 7. Call put ratio 1 call to 2.2 puts. ​

Mylan (MYL) May call option implied volatility is at 85, May is at 59, June is at 40; compared to its 52-week range of 43 to 111 into the expected release of EPS before the bell on May 7. ​

NCR (NCR) May call option implied volatility is at 55, June is at 35; compared to its 52-week range of 25 to 60 into the expected release of EPS after the bell on May 7. May 30 , 31 calls, May 25 puts are active. ​

NIO (NIO) May weekly call option implied volatility is at 107, May is at 96, June is at 99; compared to its 52-week range of 60 to 157 into the expected release of EPS. Call put ratio 8 calls to 1 put with focus on June 6 calls.​

OPKO Health (OPK) May weekly call option implied volatility is at 74, May is at 57, June is at 70; compared to its 52-week range of 53 to 117 into the expected release of EPS after the bell on May 7. May 2.5 calls active. ​

Papa Johns (PZZA) May call option implied volatility is at 74, May is at 60, June is at 41; compared to its 52-week range of 29 to 63 into the expected release of EPS after the bell on May 7. Call put ratio 1 call to 4.3 puts with focus on May 52.50 puts. ​

TripAdvisor (TRIP) May weekly call option implied volatility is at 112, May is at 74, June is at 43; compared to its 52-week range of 28 to 68 into the expected release of EPS after the bell on May 7. ​
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Increasing unusual option volume: SBH IQV TRUE CLTL TEUM LEA MCHI MMLP FOLD SYY SQM NIO​
Increasing unusual call option volume: IQV TRUE TEUM FOLD MRNS LEA SYY EOG ACHN NIO​
Increasing unusual put option volume: MCHI LEA OXY XLB EAF PETS SYY SEAS KSU LH MAS LCI​
Options with decreasing option implied volatility: SYY APC BHC TSN OXY KHC X CI IBN HRTX ARNC LSCC WW DBD NWL ENPH ​
Active options: AAPL BABA AMD FB BAC TSLA AMZN MSFT MU DIS JD NVDA APC NFLX BA GE OXY TWTR NIO​
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