Mid-session IV Report December 12, 2018

Mid-session IV Report December 12, 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: ZAYO UNIT XPO ENPH

Option implied volatility is pulling back

Spdr S&p Regional Banking Etf (KRE) December weekly call option implied volatility is at 38, December is at 34, January is at 29; compared to its 52-week range of 16 to 33. Call put ratio 1 call to 2.5 puts with focus on December weekly 50 puts.

Financial Select Sector SPDR ETF (XLF) 30 day option implied volatility is at 24; compared to its 52-week range of 13 to 30. Call put ratio 1 call to 1.33 puts. Call put ratio 3.9 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30 day option implied volatility is at 27; compared to its 52-week range of 12 to 32. Call put ratio 2.1 calls to 1 put.

Technology Select Sector Spdr Fund (XLK) 30 day option implied volatility is at 23; compared to its 52-week range of 12 to 37. Call put ratio 4.6 calls to 1 put.

Health Care Select Sect Fd (XLV) 30 day option implied volatility is at 18; compared to its 52-week range of 10 to 27. Call put ratio 1.5 calls to 1 put

Spdr S&p Oil & Gas Equipment & Services Etf (XES) 30 day option implied volatility is at 48; compared to its 52-week range of 26 to 53.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30 day option implied volatility is at 39; compared to its 52-week range of 23 to 47. Call put ratio 4.2 calls to 1 put.

Spdr S&p Pharmaceuticals Etf (XPH) 30 day option implied volatility is at 23; compared to its 52-week range of 16 to 34.

SPDR S&P Retail ETF (XRT) 30 day option implied volatility is at 25; compared to its 52-week range of 17 to 34. Call put ratio 1.8 calls to 1 put.

Consumers Staples Sel Sect Spdr (XLP) 30 day option implied volatility is at 17; compared to its 52-week range of 9 to 22. Call put ratio 1.3 calls to 1 put.

Consumer Disc Sel Spdr Fd (XLY) 30 day option implied volatility is at 22; compared to its 52-week range of 10 to 28. Call put ratio 5.4 calls to 1 put.

Industrial Sel Sect Spdr Fd (XLI) 30 day option implied volatility is at 22; compared to its 52-week range of 10 to 39. Call put ratio 1 call to 3.2 puts.

Materials Select Sector Fd (XLB) 30 day option implied volatility is at 24; compared to its 52-week range of 11 to 35

iShares Nasdaq Biotechnology (IBB) 30 day option implied volatility is at 27; compared to its 52-week range of 15 to 35. Call put ratio 2.7 calls to 1 put.

Lowe’s (LOW) call put ratio 1 call to 1.8 puts after announces new $10B share repurchase program

Active options: BAC AAPL GE TWTR FB AMZN AMD NVDA NFLX TSLA MSFT BABA MU C JD SQ WFC JPM C PBR
Increasing unusual option volume: TYPT LM DHT UXIN NBIX CORT CS LFC
Increasing unusual call option volume: TYPT UXIN CORT NBIX CS TXMD XSP MTOR
Increasing unusual put option volume: LM NBIX CS LQD UA CORT SAN BBT HAIN APU PLAY
Options with decreasing option implied volatility: PVTL AEO PLAY PGR UAA AMRN HYG
Popular stocks with increasing volume: PBR UA BBT AEO HAL