Special IV Report February 4, 2020

Special IV Report February 4, 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.​

Tesla (TSLA) weekly out of the money call option implied volatility priced +20% higher than puts

Tesla (TSLA) February weekly (7) 10% out of the money (OTM) call option implied volatility is at 195, February weekly (7) 10% out of the money (OTM) put option implied volatility is at 150, suggests option spreaders pricing in upside price movement. ​

Tesla (TSLA) February weekly call option implied volatility is at 175, February is at 142; compared to its 52-week range of 34 to 77 as shares rally 21%.
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​Uber and Lyft IV, volume and share price increase into EPS

Uber (UBER) February weekly call option implied volatility is at 119, February is at 63; compared to its 52-week range of 37 to 83 into the expected release of quarter results after the bell on February 6. Call put ratio 3.8 calls to 1 put.​

Lyft (LYFT) February weekly (7) call option implied volatility is at 63, February weekly (14) is at 84, February is at 66; compared to its 52-week range of 38 to 79 into the expected release of quarter results on February 11. Call put ratio 3.6 calls to 1 put with focus on February weekly (14) calls. ​

Twitter (TWTR) February call option implied volatility is at 141, February is at 67; compared to its 52-week range of 27 to 68 into the expected release of quarter results before the bell on February 6. Call put ratio 2.1 calls to 1 put with focus on February weekly 34 calls.​
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eBay (EBAY) February weekly option implied volatility is at 90, February is at 25; compared to its 52-week range of 19 to 36 after WSJ reported IntercontinentalExchange (ICE) made takeover offer to buy.​ Call put ratio 3 calls to 1 put with focus on February weekly 36.50 and 37 calls.

Intercontinental Exchange (ICE) call put ratio 1.1 calls to 1 put after WSJ report made takeover offer to eBay (NAEBAY). ​

Farfetch Limited (FTCH) February call option implied volatility is at 59, March is at 78; compared to its 52-week range of 45 to 118. Call put ratio 7 calls to 1 put with focus on April 13 calls. ​