Special IV Report May 6, 2020

Special IV Report May 6, 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.

Lyft (LYFT) May weekly call option implied volatility is at 192, May is at 123; compared to its 52-week range of 38 to 195 into the expected release of quarter results today after the bell on May 6. Call put ratio 1 call to 2.4 puts.

Uber (UBER) May weekly call option implied volatility is at 174, May is at 108; compared to its 52-week range of 36 to 201 into the expected release of quarter results today after the bell on May 7. Call put ratio 1 call to 2.2 puts.

Twilio (TWLO) May weekly call option implied volatility is at 145, May is at 82; compared to its 52-week range of 33 to 96 into the expected release of quarter results today after the bell on May 6. Call put ratio 1.8 calls to 1 put.

Remark Holdings (MARK) 30-day option implied volatility is at 438; compared to its 52-week range of 133 to 330. Call put ratio 598 calls to 1 put with focus on May and June 2.5 calls as shares rally 46%.