Mid-session IV Report December 14, 2018

Mid-session IV Report December 14, 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: JNJ XPO TLRY AMC DVMT

Options with increasing volume: JNJ EBAY GRPO COST ADBE EBAY AAL MYL

Johnson & Johnson (JNJ) December weekly call option implied volatility is at 113, December is at 47 January is at 30; compared to its 52-week range of 11 to 28 as shares sell off 9% after Reuters reported on JNJ baby powder. Call put ratio 1 call to 2.7 puts with focus on December weekly and December 135 puts.

XPO Logistics (XPO) December call option implied volatility is at 77, January is at 67; compared to its 52-week range of 25 to 112 after recent share price sell off. Call put ratio 1.3 calls to 1 put.

iShares FTSE Xinhua China 25 Index (FXI) December call option implied volatility is at 22, January is at 23; compared to its 52-week range of 16 to 33 as shares sell off 0.6% into Chinese leadership gathering.

Carnival Corp (CCL) December call option implied volatility is at 42, January is at 30, compared to its 52-week range of 18 to 34 into the expected release of EPS on December 17.

Steelcase (SCS) December call option implied volatility is at 79, January is at 43, compared to its 52-week range of 26 to 60 into the expected release of EPS after the bell on December 17.

Red Hat (RHT) December call option implied volatility is at 6, January is at 7, compared to its 52-week range of 6 to 46 into the expected release of EPS after the bell on December 17 and IBM deal closure.

Increasing unusual option volume: LM JNJ CDEV XPO AU PNR SEE BID WPM BC ETFC GPRO
Increasing unusual call option volume: AU WPM SEE XPO NLSN MYL BEL D MTN JNJ LCI COST
Increasing unusual put option volume: LM ETFC BOOT JNJ BLDR SAN SYK QD XPO GPRO
Options with decreasing option implied volatility: CIEN TLRD HIIQ XON TLRD BCS OIH AMLP CLVS
Popular stocks with increasing volume: COST ADBE EBAY AAL JNJ
Active options: BAC AAPL JNJ AMD AMZN BABA TSLA GE FB MSFT ADBE MU NFLX EBAY COST NVDA JD AAL TWTR SQ