Mid-session IV Report May 7, 2020

Mid-session IV Report May 7, 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: ROKU YELP LYV Z

Popular options with increasing volume: TWLO PINS ZM LYFT UBER BYND PYPL

Uber (UBER) May weekly call option implied volatility is at 212, May is at 104; compared to its 52-week range of 36 to 201 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Live Nation (LYV) May call option implied volatility is at 101, June is at 82; compared to its 52-week range of 21 to 198 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts.

Norwegian Cruise (NCLH) May weekly call option implied volatility is at 146, May is at 130; compared to its 52-week range of 20 to 267 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Yelp (YELP) May weekly call option implied volatility is at 233, May is at 110; compared to its 52-week range of 27 to 131 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put with focus on May weekly 23.50 calls.

Zillow Group (Z) May weekly call option implied volatility is at 256, May is at 112; compared to its 52-week range of 37 to 221 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

EOG Resources (EOG) May weekly call option implied volatility is at 97, May is at 70; compared to its 52-week range of 27 to 153 into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put with focus on May weekly calls.

Noble Energy (NBL) May call option implied volatility is at 100, June is at 89; compared to its 52-week range of 33 to 248 into the expected release of quarter results before the bell on May 8. Call put ratio 5 calls to 1 put with focus on May 10 calls.

SeaWorld (SEAS) May weekly call option implied volatility is at 230, May is at 134; compared to its 52-week range of 31 to 279 into the expected release of quarter results before the bell on May 8. Call put ratio 1 call to 7.3 puts.

Mondelez (MDLZ) May weekly call option implied volatility is at 30, May is at 28; compared to its 52-week range of 13 to 105 into hosting an investor meeting on May 8. Call put ratio 11 calls to 1 put with focus on September calls.

Roku (ROKU) May weekly call option implied volatility is at 251, May is at 118, June is at 77; compared to its 52-week range of 50 to 131 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Energy stock option implied volatility decreases as energy price tick higher

Chevron (CVX) 30-day option implied volatility is at 43; compared to its 52-week range of 15 to 112.

ConocoPhillips (COP) 30-day option implied volatility is at 57; compared to its 52-week range of 21 to 151. Call put ratio 4.4 calls to 1 put.

Phillips 66 (PSX) 30-day option implied volatility is at 51; compared to its 52-week range of 17 to 119. Call put ratio 5.3 calls to 1 put.

Marathon Oil (MRO) 30-day option implied volatility is at 98; compared to its 52-week range of 30 to 268. Call put ratio 2.6 calls to 1 put.

Royal Dutch Petroleum (RDS.B) 30-day option implied volatility is at 49; compared to its 52-week range of 13 to 170. Call put ratio 2.7 calls to 1 put as shares rally 2.9%.

Total (TOT) 30-day option implied volatility is at 45; compared to its 52-week range of 14 to 124 as shares rally 3.6%.

ExxonMobil (XOM) 30-day option implied volatility is at 45; compared to its 52-week range of 15 to 111. Call put ratio 1.7 calls to 1 put as shares rally 2%.

BP plc (BP) 30-day option implied volatility is at 46; compared to its 52-week range of 15 to 154 as shares rally 2.8%.

Increasing unusual option volume: CGEN HEAR CARS NET EPI
Increasing unusual call option volume: CGEN HEAR LOGI DDOG NET
Increasing unusual put option volume: FISV TRGP EPI EURN UAA BLL TWLO
Options with decreasing option implied volatility: TWLO PINS ZM LYFT BYND PYPL ZNGA GM
Active options: AAPL SQ TSLA PTON PYPL BA BAC BYND UBER AAL MSFT DIS TEVA AMD LYFT ZM SPCE PINS TWLO NVDA