Mid-session IV Report May 6, 2020

Mid-session IV Report May 6, 2020

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: Z PTON LYFT UBER DBX

Popular options with increasing volume: SHOP HTZ PINS NCLH BYND ATVI

Lyft (LYFT) May weekly call option implied volatility is at 199, May is at 123; compared to its 52-week range of 38 to 195 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.1 puts.

Peloton (PTON) May weekly call option implied volatility is at 241, May is at 141; compared to its 52-week range of 58 to 158 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put.

Uber (UBER) May weekly call option implied volatility is at 167, May is at 101; compared to its 52-week range of 36 to 201 into the expected release of quarter results after the bell on May 7. Call put ratio 1 call to 1.6 puts.

Dropbox (DBX) May weekly call option implied volatility is at 150, May is at 82; compared to its 52-week range of 17 to 153 into the expected release of quarter results after the bell on May 7. Call put ratio 12 calls to 1 put with focus on January 23 calls.

EOG Resources (EOG) May weekly call option implied volatility is at 97, May is at 75; compared to its 52-week range of 27 to 153 into the expected release of quarter results before the bell on May 7. Call put ratio 2.7 calls to 1 put.

Hain Celestial (HAIN) May call option implied volatility is at 68, June is at 43; compared to its 52-week range of 24 to 108 into the expected release of quarter results before the bell on May 7. Call put ratio 31 calls to 1 put.

Herbal Life (HLF) May weekly call option implied volatility is at 23, May is at 93; compared to its 52-week range of 23 to 108 into the expected release of quarter results before the bell on May 7. Call put ratio 1 call to 12 puts.

Hess (HES) May weekly call option implied volatility is at 88, May is at 70; compared to its 52-week range of 29 to 170 into the expected release of quarter results before the bell on May 7. Call put ratio 1.9 calls to 1 put.

Hilton (HLT) May call option implied volatility is at 67, June is at 59; compared to its 52-week range of 18 to 253 into the expected release of quarter results before the bell on May 7. Call put ratio 1 call to 8 puts.

Host Hotels (HST) May call option implied volatility is at 53, June is at 36; compared to its 52-week range of 17 to 184 into the expected release of quarter results after the bell on May 7. Call put ratio 13.8 calls to 1 put with focus on June 13 calls.

HP Inc (HPQ) May weekly call option implied volatility is at 58, May is at 40; compared to its 52-week range of 20 to 109 into the expected release of quarter results on May 7.

IQIYI (IQ) May weekly call option implied volatility is at 64, May is at 62; compared to its 52-week range of 39 to 133 into the expected release of quarter results before the bell on May 7. Call put ratio call 2.9 calls to 1 put with focus on May weekly and May 17 calls.

JetBlue (JBLU) May call option implied volatility is at 108, June is at 93; compared to its 52-week range of 23 to 220 into the expected release of quarter results on May 7.

Live Nation (LYV) May call option implied volatility is at 105, June is at 77; compared to its 52-week range of 21 to 198 into the expected release of quarter results after the bell on May 7. Call put ratio 1.3 calls to 1 put.

Murphy Oil (MUR) May call option implied volatility is at 113, June is at 100; compared to its 52-week range of 37 to 230 into the expected release of quarter results before the bell on May 7. Call put ratio 5.5 calls to 1 put.

Norwegian Cruise (NCLH) May weekly call option implied volatility is at 190, May is at 170; compared to its 52-week range of 20 to 267 into the expected release of quarter results on May 7. Call put ratio 1.2 calls to 1 put.

Penn National Gaming (PENN) May call option implied volatility is at 134, June is at 116; compared to its 52-week range of 28 to 436 into the expected release of quarter results on May 7. Call put ratio 2 calls to 1 put.

Wynn Resorts (WYNN) May weekly call option implied volatility is at 114, May is at 90; compared to its 52-week range of 31 to 215 into the expected release of quarter results on May 7. Call put ratio 1 call to 1.6 puts.

Yelp (YELP) May weekly call option implied volatility is at 163, May is at 100; compared to its 52-week range of 27 to 131 into the expected release of quarter results after the bell on May 7. Call put ratio 1 call to 6.3 puts with focus on May weekly puts.

ViacomCBS (VIAC) May weekly call option implied volatility is at 166, May is at 111; compared to its 52-week range of 21 to 135 into expected release of quarter results on May 7. Call put ratio 2.5 calls to 1 put with focus on May weekly and May 17 calls.

Zillow Group (Z) May weekly call option implied volatility is at 198, May is at110 ; compared to its 52-week range of 37 to 221 into the expected release of quarter results after the bell on May 7. Call put ratio 6.3 call to 1 put.

Costco (COST) 30-day option implied volatility is at 34; compared to its 52-week range of 14 to 76 into hosting a sales conference call to discuss April 2020 sales results today at 4:15 pm.

Increasing unusual option volume: CYH GNW NYT NAT CHGG FOLD
Increasing unusual call option volume: CYH PH CHGG AXTA FLIR FE RMBS HTZ
Increasing unusual put option volume: GNW ERIC MAT NAT DHT HTZ ATVI
Options with decreasing option implied volatility: GM K MSFT GILD DIS ATVI GILD SPCE
Active options: AAPL DIS BYND MSFT TSLA ATVI AMD BA HTZ AAL FB BAC NFLX GNW PINS NIO GE NCLH SNAP SHOP