Mid-session IV Report May 9, 2019

Mid-session IV Report May 9, 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 overlooked information.

Options with increasing option implied volatility: GPRO YELP TIF KO XLF XLB XEO JMIA YINN UVXY SOXL VIX SPXU SQQQ SOXS SDOW SFIX UPRO SPXS

Popular stocks with increasing unusual: INTC TPR YELP PRGO X MT

Yelp (YELP) May weekly call option implied volatility is at 253, May is at 100, June is at 52; compared to its 52-week range of 29 to 83 into the expected release of EPS today after the bell.

Zillow (Z) May weekly call option implied volatility is at 266, May is at 110, June is at 55; compared to its 52-week range of 31 to 80 into the expected release of EPS today after the bell.

GoPro (GPRO) May weekly call option implied volatility is at 355, May is at 159, June is at 82; compared to its 52-week range of 40 to 108 into the expected release of EPS today after the bell.

Dropbox (DBX) May weekly call option implied volatility is at 165, May is at 75, June is at 46; compared to its 52-week range of 37 to 77 into the expected release of EPS after the bell on May 9. Call put ratio 1.7 calls to 1 put.

JD.com (JD) May weekly call option implied volatility is at 173, May is at 79, 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 85, May is at 41, 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. Call put ratio 1.6 calls to 1 put with focus on May weekly 135 calls

Viacom (VIAB) May weekly call option implied volatility is at 104, May is at 49, June is at 34; compared to its 52-week range of 22 to 46 into the expected release of EPS before the bell on May 10.

Increasing unusual option volume: BFR SOHU CNDT APH ODP JCI NEPT LCI AXGN CTB
Increasing unusual call option volume: SOHU BFR TSS LCI TPR GPRO MRTX AMZA TSG
Increasing unusual put option volume: ODP JCI LCI RUN TPX CTB WU EZPW GDOT EXPD NBL CNTY
Options with decreasing option implied volatility: ZAYO HIIQ ITCI WW NWL FOSL SEDG
Active options: AAPL DIS INTC AMD ROKU BAC TSLA BABA JD AMZN FB NFLX NVDA MSFT CSCO CA MU GPRO APC OXY