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Special IV Report March 4, 2020 Leisure, cruise, airlines, hotels, resorts IV ticks lower as shares up, 10-Year Note below 1%

Special IV Report March 4, 2020 Leisure, cruise, airlines, hotels, resorts option implied volatility ticks lower as shares up as 10-Year-Note below 1% 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 […]

By Wayne Razzi | Market Rebellion · March 4, 2020
Special IV Report March 4, 2020 Leisure, cruise, airlines, hotels, resorts IV ticks lower as shares up, 10-Year Note below 1%

Special IV Report March 4, 2020 Leisure, cruise, airlines, hotels, resorts option implied volatility ticks lower as shares up as 10-Year-Note below 1%

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.​

Leisure, cruise, airlines, resorts option implied volatility ticks lower as shares up​ as 10-year Note below 1%

Royal Caribbean Cruises (RCL) March weekly call option implied volatility is at 90, March is at 77; compared to its 52-week range of 20 to 105. ​
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Carnival Cruise Lines (CCL) March weekly call option implied volatility is at 75, March is at 66; compared to its 52-week range of 18 to 103. C​
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Norwegian Cruise Line (NCLH) March call option implied volatility is at 74, April is at 65; compared to its 52-week range of 20 to 97. Call put ratio 1.5 calls to 1 put. ​

United Airlines (UAL) March weekly call option implied volatility is at 110, March is at 72; compared to its 52-week range of 20 to 100. ​

Delta (DAL) March weekly call option implied volatility is at 63, March is at 51; compared to its 52-week range of 20 to 78. ​

Southwest Airlines (LUV) March weekly call option implied volatility is at 80, March is at 55; compared to its 52-week range of 18 to 68.​

American Airlines (AAL) March weekly call option implied volatility is at 97, March is at 85; compared to its 52-week range of 28 to 113. Call put ratio 1.5 calls to 1 put.​

Alaska Air Group (ALK) March call option implied volatility is at 55, April is at 56; compared to its 52-week range of 20 to 74.​

JetBlue Airways (JBLU) March call option implied volatility is at 67, April is at 59; compared to its 52-week range of 23 to 74.​

Spirit (SAVE) March call option implied volatility is at 88, April is at 77; compared to its 52-week range of 31 to 94.​
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Marriott (MAR) March weekly call option implied volatility is at 65, March is at 50; compared to its 52-week range of 16 to 65.

Hilton (HLT) March call option implied volatility is at 52, April is at 51; compared to its 52-week range of 18 to 65.​

Wynn Resorts Ltd (WYNN) March weekly call option implied volatility is at 66, March is at 49; compared to its 52-week range of 31 to 76. ​

Las Vegas Sands (LVS) March weekly call option implied volatility is at 60, March is at 45; compared to its 52-week range of 2 to 62. Call put ratio 1 call to 2.2 puts. ​

MGM Resorts (MGM) March weekly call option implied volatility is at 86, March is at 64; compared to its 52-week range of 20 to 67.​

Melco Resorts (MLCO) March call option implied volatility is at 58, April is at 53; compared to its 52-week range of 32 to 75. Call put ratio 2 calls to 1 put. ​

Penn National Gaming (PENN) March call option implied volatility is at 75, April is at 65; compared to its 52-week range of 28 to 76. Call put ratio 1 call to 2.5 puts. ​

Ten-Year Note below 1%
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