Mid-session IV Report December 10, 2018

Mid-session IV Report December 10, 2018

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 overlooked information.

Options with increasing option implied volatility: UCO AMLP TEVA FDX JPM C WFC T BAC TEVA TRIP C MOMO DB

Options with increasing volume: GS CLF QCOM TRIP AAL F GE

Apple (AAPL) down 1.7%. December weekly call option implied volatility is at 55, December is at 41, January is at 33; compared to its 52-week range of 16 to 42. Call put ratio 1.5 calls to 1 put with focus on December weekly 167.50 and 170 calls. December weekly 160 and 165 puts are active after China court grants Qualcomm (QCOM) two preliminary injunctions against Apple.

Qualcomm (QCOM) December weekly call option implied volatility is at 43, December is at 38, January is at 33; compared to its 52-week range of 19 to 53. Call put ratio 4 calls to 1 put with focus on December weekly 58 and 59 calls active.

JP Morgan (JPM) December weekly call option implied volatility is at 44, December is 37, January is at 30; compared to its 52-week range of 15 to 35. Call put ratio 1.2 calls to 1 put with focus on December weekly 100 puts as shares approach $100.

Bank of America (BAC) December weekly call option implied volatility is at 49, December is 44, January is at 37; compared to its 52-week range of 16 to 36. Call put ratio 2.8 calls to 1 put with focus on December weekly 25 and 26 calls.

Costco (COST) December weekly call option implied volatility is at 58, December is at 37 compared to its 52-week range of into the expected release of EPS on December 12. December weekly straddle priced for a move of 4.4%. Call put ratio 1.7 calls to 1 put with focus on December 230 and January 230 and 240 calls.

Active options: AAPL FB AMD BAC GE MU TSLA AMZN NVDA MSFT BABA NFLX SQ T C WFC INTC AAL CRON
Increasing unusual option volume: SKT APTI TVPT LQD VERI LQD
Increasing unusual call option volume: APTI TVPT DSW MYL
Increasing unusual put option volume: SKT TAHO YETI LQD HES CAG
Options with decreasing option implied volatility: MRNS LQD APHA SLV AVGO UNG SPLK SNAP JD WDAY
Popular stocks with increasing volume: AAPL AAL CRON QCOM GS DB