Updated Mid-session IV Report April 29, 2019

Updated Mid-session IV Report April 29, 2019

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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Options with increasing option implied volatility:

(QQQ) (CTRP) (CLVS) (GE) (IMMR) (ARNC) (CIEN) (ULT) (DLTR) (DIS) (WDC) (NVDA) (EA) (TMO) ​

Popular stocks with increasing unusual volume:

(DIS) (F) (CGC) (T) (GE)​

Advanced Micro Devices (AMD)

May weekly call option implied volatility is at 128, May is at 75; compared to its 52-week range of 37 to 96 into the expected release of release of EPS after the bell on April 30. Call put ratio 2.2 calls to 1 put with focus on May weekly 28 calls. ​

Amgen (AMGN)

Additionally, May weekly call option implied volatility is at 43, May is at 29; compared to its 52-week range of 15 to 39 into the expected release of release of EPS after the bell on April 30.​

Apple (AAPL)

May weekly call option implied volatility is at 55, May is at 33; compared to its 52-week range of 16 to 46 into the expected release of release of EPS after the bell on April 30. Call put ratio 1 call to 1.5 puts.​

General Electric (GE)

May weekly call option implied volatility is at 89, May is at 57; compared to its 52-week range of 22 to 72. Call put ratio 2.3 calls to 1 put with focus on May 10 and 10.50 calls into EPS on April 30 and GE Aviation Investor Day at the Paris Air Show 2019 on June 18.​

BP PLC (BP)

May weekly call option implied volatility is at 34, May is at 24; compared to its 52-week range of 15 to 36 into the expected release of release of EPS after the bell on April 30.​

Carters (CRI)

May call option implied volatility is at 38, June is at 28; compared to its 52-week range of 22 to 43 into the expected release of release of EPS before the bell on April 30.​

Concho Resources (CXO)

May call option implied volatility is at 39, June is at 36; compared to its 52-week range of 27 to 57 into the expected release of release of EPS after the bell on April 30.​

ConocoPhillips (COP)

May weekly call option implied volatility is at 44, May is at 33; compared to its 52-week range of into the expected release of release of EPS before the bell on April 30.​

Corning (GLW)

May weekly call option implied volatility is at 67, May is at 38; compared to its 52-week range of 17 to 48 into the expected release of release of EPS before the bell on April 30.​

Devon Energy (DVN)

May weekly call option implied volatility is at 74, May is at 48; compared to its 52-week range of 28 to 64 into the expected release of release of EPS after the bell on April 30.​

Ecolab (ECL)

May weekly call option implied volatility is at 36, May is at 21; compared to its 52-week range of 12 to 31 into the expected release of EPS on April 30. Call put ratio 1 call to 32 puts with the focus on May 177.50 puts. ​

Edison International (EIX)

Also, May call option implied volatility is at 34, June is at 30; compared to its 52-week range of 19 to 74 into the expected release of release of EPS after the bell on April 30.​

Eli Lilly (LLY)

May weekly call option implied volatility is at 30, May is at 22; compared to its 52-week range of 15 to 32 into the expected release of release of EPS before the bell on April 30.​

FICO (FICO)

May weekly call option implied volatility is at 31, May is at 27; compared to its 52-week range of 18 to 39 into the expected release of release of EPS after the bell on April 30.​

FireEye (FEYE)

May weekly call option implied volatility is at 116, May is at 61; compared to its 52-week range of 29 to 69 into the expected release of release of EPS after the bell on April 30. Call put ratio 4.9 calls to 1 put. ​

General Motors (GM)

May weekly call option implied volatility is at 54, May is at 31; compared to its 52-week range of 20 to 45 into the expected release of release of EPS before the bell on April 30.​

C.H. Robinson Worldwide (CHRW)

May call option implied volatility is at 33, June is at 27; compared to its 52-week range of 17 to 45 into the expected release of release of EPS after the bell on April 30.​

Chubb Limited (CB)

May and June call option implied volatility is at 15; compared to its 52-week range of 14 to 30 into the expected release of release of EPS after the bell on April 30.​

Mondelez (MDLZ)

May weekly call option implied volatility is at 40, May is at 24; compared to its 52-week range of 15 to 29 into the expected release of release of EPS after the bell on April 30.​

Terex (TEX)

May call option implied volatility is at 44, June is at 33; compared to its 52-week range of 28 to 63 into the expected release of release of EPS after the bell on April 30.​

Twilio (TWLO)

May weekly call option implied volatility is at 120, May is at 70; compared to its 52-week range of 38 to 91 into the expected release of release of EPS after the bell on April 30.​

Wynn Resorts (WYNN)

May weekly call option implied volatility is at 52, May is at 44; compared to its 52-week range of 25 to 72 into the expected release of release of EPS after the bell on April 30.​

McDonald’s (MCD)

May weekly call option implied volatility is at 38, May is at 21; compared to its 52-week range of 15 to 29 into the expected release of release of EPS after the bell on April 30. Call put ratio 3 calls to 1 put.​
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