Mid-session IV Report December 21, 2018

Mid-session IV Report December 21, 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 TWTR CRM SQ SAG DVMT PRGO NFLX XRX SLB FB HAL CI CSX

Options with increasing volume: F NKE DB C M DB

Option implied volatility elevated.

Apple (AAPL) option implied volatility elevated as top holding of Warren Buffett trades at 10-month low

Apple (AAPL) December weekly call option implied volatility is at 66, December weekly is at 40, January is at 39; compared to its 52-week range of 16 to 42. Call put ratio 1.6 calls to 1 put.

Facebook (FB) December call option implied volatility is at 88, December weekly is 50, January is at 43; compared to its 52-week range of 20 to 53. Call put ratio 1 call to 1.1 puts as shares at 23-month low.

S&P Dep Receipts (SPY) December call option implied volatility is at 44, December weekly is at 25, January is at 24; compared to its 52-week range of 7 to 34. Call put ratio 1 call to 1.5 puts after Federal Reserve President John Williams says if material deterioration would reconsider policy, including balance sheet.

PowerShares QQQ Trust (QQQ) December call option implied volatility is at is at 60, January is at 31; compared to its 52-week range of 11 to 31. Call put ratio 1 call to 1.5 puts after Williams Says Fed Expects Healthy Economy, Listening to Markets.
.

Ishares Russell 2000 Etf (IWM) December weekly call option implied volatility is at 31, January is at 29; compared to its 52-week range of 12 to 29. Call put ratio 1 calls to 1.1 puts after Williams says Fed Will be Much More Depended on Data.

Financial Select Sector SPDR ETF (XLF) December call option implied volatility is at 52, December weekly is at 29, January is at 27; compared to its 52-week range of 13 to 30. Call put ratio 1.2 call to 1 put after Williams says Balance Sheet Normalization Plan Assumes We Stay on Same Path.

JP Morgan (JPM) December call option implied volatility is at 48, December weekly is at 30, January is at 35; compared to its 52-week range of 15 to 35 as shares near 15-month low. Call put ratio 1 call to 1 put as interest and mortgage rates move lower.

Citigroup (C) December call option implied volatility is at 59, December weekly is at 39, January is at 41; compared to its 52-week range of 16 to 40. Call put ratio 1.4 calls to 1 put as interest and mortgage rates move lower.

Bank of America (BAC) December call option implied volatility is at 54, December is at 34, January is at 38; compared to its 52-week range of 16 to 37. Call put ratio 1.6 calls to 1 put as interest and mortgage rates move lower.

Increasing unusual option volume: XEL WBT CS IRTC CS IRTC TWO CLVS VTR PRGO
Increasing unusual call option volume: CS VTR PRGO BKLN CLVS HCP TSG PFF GDDY
Increasing unusual put option volume: CLVS NUAN ING KMX HP NLSN ESV DXJ DB M AKS
Options with decreasing option implied volatility: BB CCL SMH TLT XLU UXIN TLT EWZ VZ JPM
Popular stocks with increasing volume: F NKE DB C M DB
Active options: GE AAPL FB AMZN MSFT T BAC AMD NFLX M TSLA MU BABA NVDA TWTR F NKE SQ C DB