Mid-session IV Report December 13, 2018

Mid-session IV Report December 13, 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 COST ADBE TLRY RAMP ERIC SBUX DVMT ECA CLF RESI NBEV

Options with increasing volume: XPO TLRY SQ

Costco (COST) call put ratio 1.1 call to 1 put with focus on December 210 puts. December weekly 227.50 straddle priced for a move of 4.3%. December weekly call option implied volatility is at 80, December is at 37; compared to its 52-week range of 15 to 33 into the expected release of EPS today.

Adobe (ADBE) call put ratio 1.6 calls to 1 put with focus on December weekly 247.50 and 260 calls. December weekly straddle priced for a move of 4.4%. December weekly call option implied volatility is at 94, December is at 51; compared to its 52-week range of 21 to 52 today after the market close.

Financial Select Sector SPDR ETF (XLF) call put ratio 6.5 calls to 1 put with focus on January 25 calls. December weekly call option implied volatility is at 34, December is 30, January is at 23; compared to its 52-week range of 13 to 30.

General Electric (GE) call put ratio 1 call to 1.5 puts with focus on January 5 and March 7 puts. December weekly call option implied volatility is at 88, December is at 71, January is at 58; compared to its 52-week range of 21 to 68 after upgraded to Neutral from Underweight at JPMorgan.

Financial Select Sector SPDR ETF (XLF) 30 day option implied volatility is at 25; compared to its 52-week range of 13 to 30.

Spdr S&p Regional Banking Etf (KRE) 30 day option implied volatility is at 28; compared to its 52-week range of 15 to 33

Energy Select Sector SPDR ETF (XLE) 30 day option implied volatility is at 27; compared to its 52-week range of 12 to 32

Technology Select Sector Spdr Fund (XLK) 30 day option implied volatility is at 27; compared to its 52-week range of 12 to 37

Health Care Select Sect Fd (XLV) 30 day option implied volatility is at 18; compared to its 52-week range of 10 to 27

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.

Spdr S&p Oil & Gas Equipment & Services Etf (XES) 30 day option implied volatility is at 49; compared to its 52-week range of 26 to 53.

Active options: GE BAC AAPL AMD C FB TSLA AMZN NVDA MSFT NFLX MU JD WFC RAMP BABA TWTR TLRY SQ XPO
Increasing unusual option volume: RAMP XPO SKY MMC SIEN CIEN CCJ
Increasing unusual call option volume: THC MMC XPO SIEN NAV VIAB TLRD
Increasing unusual put option volume: XPO RAMP QD VIAB MPLX UXIN JPLU
Options with decreasing option implied volatility: PVTL AEO PLAY FSLR LOW PGR SFIX FSLR UAA LOW