Mid-session IV Report December 25, 2018

Mid-session IV Report December 25, 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: PRGO RSX NBEV TLT P JD DVMT FEYE MSFT CELG AAPL GS HYG PYPL AMZN

Options with increasing volume: SNAP V PFE NKE PRGO AKS PCG NEM PM EBAY ADBE SQ XOM USO

Advanced Micro Devices (AMD) December weekly call option implied volatility is at 101, January is at 91; compared to its 52-week range of 37 to 101. Call put ratio 1 to 1.2 with focus on December weekly 16 puts.

Bank of America (BAC) December weekly call option implied volatility is at 47, January is at 45; compared to its 52-week range of 16 to 42. Call put ratio 3.4 calls to 1 put with focus on December weekly 24 calls.

Apple (AAPL) December weekly call option implied volatility is at 54, January is at 47; compared to its 52-week range of 16 to 42.

Facebook (FB) December weekly call option implied volatility is at 62, January is at 51; compared to its 52-week range of 20 to 53.

United States Oil Fund (USO) December weekly call option implied volatility is at 55, January is at 53; compared to its 52-week range of 17 to 62 as WTI crude oil trades at 17-month low. January 9 and 9.5 puts active.

Increasing unusual option volume: USO WBT IAU CNQ GLUU SSYS SIEN AKS MB
Increasing unusual call option volume: WBT IAU AKS GLUU SIEN
Increasing unusual put option volume: CNQ SSYS OAS PFE USO
Options with decreasing option implied volatility: QID UUP ITUB BB BX CME NLY NKE GLD LQD
Popular stocks with increasing volume: XOM ADBE SNAP AKS JD
Active options: AAPL AMD MSFT FB AMZN BAC TSLA JD AKS NFLX GE NVDA MU XOM SQ ADBE T SNAP C BABA