Special Mid-session IV Report March 18, 2020

Special Mid-session IV Report March 18, 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.

Oil near 17 year low

United States Oil Fund (USO) 30-day call option implied volatility is at 141; compared to its 52-week range of 23 to 123 amid WTI oil trading below $24.

Hill-Rom Holdings (HRC) 30-day option implied volatility is at 80; compared to its 52-week range of as18 to 79 as shares rally 6% on the need for hospital beds. Call put ratio 237 calls to 1 put.

Stryker (SYK) 30-day option implied volatility is at 114; compared to its 52-week range of 16 to 104 amid the need for hospital beds.

Clorox (CLX) 30-day option implied volatility is at 75; compared to its 52-week range of 14 to 69. Call put ratio 2.5 calls to 1 put as shares up 3.7%.

Colgate-Palmolive (CL) 30-day option implied volatility is at 74; compared to its 52-week range of 14 to 75.

Kroger (KR) 30-day option implied volatility is at 80; compared to its 52-week range of 20 to 95 as staples, grocers stocks rally. Call put ratio 7.4 calls to 1 put.

Procter & Gamble (PG) 30-day option implied volatility is at 77; compared to its 52-week range of 13 to 71.

Target (TGT) 30-day option implied volatility is at 77; compared to its 52-week range of 19 to 78.

United Natural Foods (UNFI) 30-day option implied volatility is at 162; compared to its 52-week range of 48 to 150. Call put ratio 8.5 calls to 1 put with focus on March 12.50 calls.

Walmart (WMT) 30-day option implied volatility is at 58; compared to its 52-week range of 12 to 63. Call put ratio 2.5 calls to 1 put.

Regeneron (REGN) 30-day option implied volatility is at 77; compared to its 52-week range of 25 to 77 amid hopes for COVID-19 vaccine. Call put ratio 2.7 calls to 1 put.

Gilead Sciences (GILD) 30-day option implied volatility is at 83; compared to its 52-week range of 20 to 84 amid hopes for COVID-19 vaccine. Call put ratio 8.5 calls to 1 put with focus on March weekly 27 calls

General Motors (GM) 30 days IV call 110 compared to its 52-week range of 20 to 110, +8 strikes +300 contracts as shares trade down 20%.

Boeing (BA) 30 days IV call 182 compared to 52-week range of 22 to 182, +12 strikes +200 contracts as shares down 18%.