Mid-session IV Report December 20, 2018

Mid-session IV Report December 20, 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: IMMU LABU DVMT UCO XON SCO

Options with increasing volume: TWTR IMMU TWLO CRM SQ UPRO VMW ARCC MSFT SNAP PYPL ADBE

Option implied volatility elevated as share prices trend lower

S&P Dep Receipts (SPY) December call option implied volatility is at 33, January is at 22; compared to its 52-week range of 7 to 34. Call put ratio 1 call to 2.5 puts.

PowerShares QQQ Trust (QQQ) December call option implied volatility is at is at 44, January is at 31; compared to its 52-week range of 11 to 31. Call put ratio 1 call to 1.9 puts.

Facebook (FB) December call option implied volatility is at 64, December weekly is 47, January is at 44; compared to its 52-week range of 20 to 53. Call put ratio 1 call to 1.1 puts.

Twitter (TWTR) December call option implied volatility is at 137, January is at 77; compared to its 52-week range of 35 to 92. Call put ratio 1 call to 1.2 puts with focus on December 30 and 31 puts a shares sell off 12% on negative Citron comments.

Activision Blizzard (ATVI) December call option implied volatility is at 54, January is at 45; compared to its 52-week range of 23 to 54. Call put ratio 5 calls to 1 put with focus on December 47, 47.50 and 48 calls.

Apple (AAPL) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 42

Johnson & Johnson (JNJ) December call option implied volatility is at 44, January is at 31; compared to its 52-week range of 11 to 32. Call put ratio 1 call to 1.7 puts with focus on December 127 and 128 puts.

Financial Select Sector SPDR ETF (XLF) December call option implied volatility is at 44, January is at 29; compared to its 52-week range of 13 to 30 as shares near 2 year lows. Call put ratio 1 call to 1.4 puts with focus on December 24 and January 25 puts.

Citigroup (C) December call option implied volatility is at 56, January is at 40; compared to its 52-week range of 16 to 40. Call put ratio 1 call to 1.1 puts.
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Increasing unusual option volume: PSEC OPK SSYS LKQ RJF RUN CZZ DLR DVAX EXAS
Increasing unusual call option volume: LKQ RJF RUN SSYS EWG SBGI HP
Increasing unusual put option volume: PSEC DLR OPK EXAS DVAX AMLP ING CL CIT
Options with decreasing option implied volatility: BB CCL SMH TLT XLU EEM UXIN WBA EWZ
Popular stocks with increasing volume: TWTR WYNN F T FCX CAT ATVI
Active options: BAC AAPL TWTR FB AMZN TSLA GE AMD MU BABA MSFT NFLX NVDA OPK C SQ T JD WYNN F