Special Afternoon IV Report March 12, 2020

Special Afternoon IV Report March 12, 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.​
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S&P Dep Receipts (SPY) March weekly call option implied volatility is at 115, March is at 87, April is at 62; compared to its 52-week range of 10 to 50 into FOMC meeting next week.​
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PowerShares QQQ Trust (QQQ) March weekly call option implied volatility is at 86, March is at 70, April is at 56; compared to its 52-week range of 12 to 52. ​
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Financial Select Sector SPDR ETF (XLF) March weekly call option implied volatility is at 135, March is at 102, April is at 79; compared to its 52-week range of 13 to 77. Call put ratio 1 call to 7.2 puts.​
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Boeing (BA) March weekly call option implied volatility is at 187, March is at 137, April is at 109; compared to its 52-week range of 23 to 105 as shares down 10%.​
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Spirit AeroSystems (SPR) March call option implied volatility is at 91, April is at 86 compared to its 52-week range of 24 to 90 as shares sell off 15%.​
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Parker-Hannifin (PH) March call option implied volatility is at 111, April is at 85; compared to its 52-week range of 20 to 82 as shares sell off 10%. ​

Metal IV elevated

Market Vectors Gold Miners ETF (GDX) March weekly call option implied volatility is at 108, March is at 84, April is at 59; compared to its 52-week range of 21 to 55. Call put ratio 1 call to 1 put.​
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SPDR Gold Trust (GLD) March weekly call option implied volatility is at 34, March is at 32, April is at 26; compared to its 52-week range of 8 to 29. Call put ratio 1.4 calls to 1 put.​
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Ishares Silver Trust (SLV) March weekly call option implied volatility is at 64, March is at 41, April is at 33; compared to its 52-week range of 14 to 33. Call put ratio 1.5 calls to 1 put. ​

​Resort IV elevated

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 150; compared to its 52-week range of 31 to 121. Call put ratio 1 call to 2 puts. ​
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Las Vegas Sands (LVS) 30-day option implied volatility is at 120; compared to its 52-week range of 23 to 99. Call put ratio 1 call to 7 puts. ​
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MGM Resorts (MGM) 30-day option implied volatility is at 94; compared to its 52-week range of 29 to 115.​
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Melco Resorts (MLCO) 30-day option implied volatility is at 122; compared to its 52-week range of 32 to 96. Call put ratio 1 call to 6.5 puts.​
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Huazhu Group Limited (HTHT) 30-day option implied volatility is at 85; compared to its 52-week range of 33 to 75. Call put ratio 1 call to 36 puts. ​
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Hyatt (H) 30-day option implied volatility is at 158; compared to its 52-week range of 18 to 103​
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Choice Hotels (CHH) 30-day option implied volatility is at 104; compared to its 52-week range of 16 to 88.​
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Host Hotels & Resorts (HST) 30-day option implied volatility is at 116; compared to its 52-week range of 17 to 90.​
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Marriott (MAR) March weekly call option implied volatility is at 188, March is at 125, April is at 104; compared to its 52-week range of 17 to 97. Call put ratio 1 call to 5.3 puts. ​
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Hilton (HLT) March call option implied volatility is at 106, April is at 100; compared to its 52-week range of 18 to 96. Call put ratio 1 call to 3.4 puts with focus on March 90 puts.​
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Amarin (AMRN) March call option implied volatility is at 115, March is at 144, April is at 153; compared to its 52-week range of 55 to 196 compared to its 52-week range into Vascepa court’s patent litigation decision this spring.​
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Market Rebellion​