Mid-session IV Report May 8, 2019

Mid-session IV Report May 8, 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: GRPO SFIX FIVE TIF SIG CNC ENB GME CPB NLSN FCAU​

Popular stocks with increasing unusual volume: INTC EA COTY MYL LYFT X TSLA CHK DIS​
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Alphabet (GOOG) May weekly call option implied volatility is at 28, May is at 23, June is at 22; compared to its 52-week range of 16 to 41 into first day at Google’s annual I/O event.​
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Lyft (LYFT) May weekly call option implied volatility is at 93, May is at 68, June is at 53; compared to its 4-week range of 49 to 79 after reporting EPS. ​
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Aurora Cannabis (ACB) May weekly and May call option implied volatility is at 60, May is at 78, June is at 67; compared to its 52-week range of 64 to 133 into the expected release of EPS. Call put ratio 3.7 calls to 1 put.​
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Fossil (FOSL) May weekly call option implied volatility is at 191, May is at 135, June is at 72; 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 1.3 puts.​

NIO (NIO) May weekly call option implied volatility is at 109, May is at 94, June is at 99; compared to its 52-week range of 60 to 157 into the expected release of EPS. Call put ratio 8.5 calls to 1 put with focus on May 5 calls.​

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Etsy (ETSY) May call option implied volatility is at 97, June is at 59; compared to its 52-week range of 34 to 95 into the expected release of EPS today after the bell. Call put ratio 2.7 calls to 1 put.​

Norwegian Cruise Line (NCLH) May straddle priced for a move of into the expected release of EPS into the expected release of EPS before the bell on May 9​.

Disney (DIS) May call option implied volatility is at 63, May is at 39, June is at 28; compared to its 52-week range of 15 to 34 into the expected release of EPS after the bell on May 9. Call put ratio 2.1 calls to 1 put.​

Arcelor Mittal (MT) May call option implied volatility is at 88, May is at 52, June is at 40; compared to its 52-week range of into the expected release of EPS after the bell on May 9.​

Assured Guaranty (AGO) May call option implied volatility is at 33, June is at 21; compared to its 52-week range of into the expected release of EPS after the bell on May 9​.

Ebix (EBIX) May call option implied volatility is at 63, June is at 39; compared to its 52-week range of 24 to 79 into the expected release of EPS before the bell on May 9. ​

Equifax (EFX) May weekly call option implied volatility is at 71, May is at 37, June is at 23; compared to its 52-week range of into the expected release of EPS after the bell on May 9​.

Gogo (GOGO) May weekly call option implied volatility is at 133, June is at 60; compared to its 52-week range of 55 to 162 into the expected release of EPS after the bell on May 9.​

GoPro (GPRO) May weekly call option implied volatility is at 244, May is at 130, June is at 86; compared to its 52-week range of 40 to 108 into the expected release of EPS after the bell on May 9.​

SunPower (SPWR) May weekly call option implied volatility is at 130, May is at 83, June is at 56; compared to its 52-week range of 42 to 83 into the expected release of EPS after the bell on May 9​.

Tapestry (TPR) May weekly call option implied volatility is at 158, May is at 82, June is at 45; compared to its 52-week range of 18 to 47 into the expected release of EPS before the bell on May 9. Call put ratio is 1 call to 36.3 puts with focus on May weekly 30 puts.​

Hain Celestial (HAIN) May call option implied volatility is at 60, June is at 41; compared to its 52-week range of 29 to 56 into the expected release of EPS before the bell on May 9.​

Trade Desk (TTD) May weekly call option implied volatility is at 228, May is at 124, June is at 71; compared to its 52-week range of 40 to 105 to into the expected release of EPS before the bell on May 9​.

TiVo (TIVO) May call option implied volatility is at 74, June is at 46; compared to its 52-week range of 39 to 86 into the expected release of EPS after the bell on May 9.​

Vale (VALE) May weekly call option implied volatility is at 58, May is at 41, June is at 37; compared to its 52-week range of 30 to 58 into the expected release of EPS after the bell on May 9.​

Yelp (YELP) May weekly call option implied volatility is at 185, May is at 98, June is at 52; compared to its 52-week range of 29 to 83 into the expected release of EPS after the bell on May 9.​

Zillow (Z) May weekly call option implied volatility is at 182, May is at 100, June is at 55; compared to its 52-week range of 31 to 80 into the expected release of EPS after the bell on May 9. Call put ratio 2.3 calls to 1 put.​

ArcelorMittal (MT) May weekly call option implied volatility is at 80, May is at 53, June is at 43; compared to its 52-week range of 27 to 53 into the expected release of EPS after the bell on May 9.​

Becton Dickinson (BDX) May weekly call option implied volatility is at 55, May is at 37, June is at 24; compared to its 52-week range of 14 to 35 into the expected release of EPS before the bell on May 9.​

Callaway Golf (ELY) May call option implied volatility is at 48, June is at 33; compared to its 52-week range of 20 to 49 into the expected release of EPS after the bell on May 9.​

Cheniere Energy (LNG) May weekly call option implied volatility is at 54, May is at 37, June is at 30; compared to its 52-week range of 24 to 48 into the expected release of EPS before the bell on May 9.​

Cronos (CRON) May weekly call option implied volatility is at 121, May is at 82, June is at 69; compared to its 52-week range of 70 to 166 into the expected release of EPS before the bell on May 9.​

Dropbox (DBX) May weekly call option implied volatility is at 120, May is at 67, June is at 45; compared to its 52-week range of 48 to 111 into the expected release of EPS after the bell on May 9. Call put ratio 4 calls to 1 put. ​

Revlon (REV) May call option implied volatility is at 88, June is at 55; compared to its 52-week range of into the expected release of EPS after the bell on May 9.​

Assured Guaranty (AGO) May call option implied volatility is at 32, June is at 22; compared to its 52-week range of 17 to 37 into the expected release of EPS after the bell on May 9.
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JD.com (JD) May weekly call option implied volatility is at 131, May is at 77, June is at 50; compared to its 52-week range of 26 to 69 into the expected release of EPS before the bell on May 10.​

Marriott (MAR) May weekly call option implied volatility is at 60, May is at 37, June is at 26; compared to its 52-week range of 18 to 40 into the expected release of EPS before the bell on May 10.​

Viacom (VIAB) May weekly call option implied volatility is at 79, May is at 44, June is at 33; compared to its 52-week range of 22 to 46 into the expected release of EPS before the bell on May 10.​
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Increasing unusual option volume: DIOD LC WING AVLR ZAGG PCAR TWOU​
Increasing unusual call option volume: LC PCAR WING AVLR HUBS QRVO TWOU​
Increasing unusual put option volume: DIOD YRCW CRPT MYL PKI CCJ CYH SBGI​
Options with decreasing option implied volatility: X CI CLF TSLA HIIQ ZAYO CTST WW FIT NWL​
Active options: INTC AAPL EA COTY MYL LYFT NVDA X TSLA CHK BAC AMD BABA AMZN ZAYO FB BA MSFT DIS MU​
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