Mid-session IV Report December 27, 2018

Mid-session IV Report December 27, 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: AAPL QCOM WATT

Qualcomm (QCOM) January option implied volatility flat, Apple (AAPL) Jan IV bid into Apple trial expected to begin on January 4.

Qualcomm (QCOM) December weekly call option implied volatility is at 37, January is at 36; compared to its 52-week range of 18 to 53 into Apple (AAPL) jury trial trial expected to begin on January 4. Call put ratio 1.6 calls to 1 put.

Apple (AAPL) December weekly call option implied volatility is at 44, January is at 39; compared to its 52-week range of 16 to 46 into Qualcomm (QCOM) jury trial. Call put ratio 1.2 call to 1 put.

Energous (WATT) 30 day option implied volatility is at 111; compared to its 52-week range of 57 to 161 into announcing the first customer product to receive FCC approval. With this certification, the WattUp-enabled personal sound amplification products (PSAP) from Delight, in partnership with SK Telesys, are now certified to be marketed and sold in the United States. WATT is up $1.45 to $6 in the premarket.

Option implied volatility retailers and shippers

Target (TGT) 30-day implied volatility is at 43, compared to its 52-week range of 19 to 44
Macy’s (M) 30-day implied volatility is at 56, compared to its 52-week range of 30 to 60
Barnes & Noble (BKS) 30-day implied volatility is at 70, compared to its 52-week range of 44 80
FedEx (FDX) 30-day implied volatility is at 40, compared to its 52-week range of 17 to 42
UPS (UPS) 30-day implied volatility is at 39, compared to its 52-week range of 15 to 42
Wal-Mart (WMT) 30-day implied volatility is at 28, compared to its 52-week range of 15 to 38
Target (TGT) 30-day implied volatility is at 43, compared to its 52-week range of 19 to 44
Macy’s (M) 30-day implied volatility is at 56, compared to its 52-week range of 30 to 66
Amazon.com (AMZN) 30-day implied volatility is at 50, compared to its 52-week range of 18 to 54
eBay (EBAY) 30-day implied volatility is at 45, compared to its 52-week range of 19 to 54
Costco (COST) 30-day implied volatility is at 30, compared to its 52-week range of 15 to 33
Williams-Sonoma (WSM) 30-day implied volatility is at 47, compared to its 52-week range of 25 to 55
Groupon (GRPN) 30-day implied volatility is at 71, compared to its 52-week range of 34 to 103
Bed Bath & Beyond (BBBY) 30-day implied volatility is at 89, compared to its 52-week range of 32 to 100
Dollar General (DG) 30-day implied volatility is at 32, compared to its 52-week range of 20 to 40
Dollar Tree (DLTR) 30-day implied volatility is at 36, compared to its 52-week range of
CVS Health (CVS) 30-day implied volatility is at 39, compared to its 52-week range of 21 to 41
Home Depot (HD) 30-day implied volatility is at 35, compared to its 52-week range of 14 to 41
Kroger (KR) 30-day implied volatility is at 34, compared to its 52-week range of 22 to 48
The Buckle (BKE) 30-day implied volatility is at 57, compared to its 52-week range of 37 to 62
Dicks Sporting (DKS) 30-day implied volatility is at 48, compared to its 52-week range of 32 to 66
J.C. Penney (JCP) 30-day implied volatility is at 109, compared to its 52-week range of 59 to 133
Kohls (KSS) 30-day implied volatility is at 50, compared to its 52-week range of 30 to 58
Nordstrom (JWN) 30-day implied volatility is at 44, compared to its 52-week range of 28 to 62
Walgreens Boots Alliance (WBA) 30-day implied volatility is at 35, compared to its 52-week range of 19 to 37
Dillards (DDS) 30-day implied volatility is at 53, compared to its 52-week range of 39 to 67
Lowes (LOW) 30-day implied volatility is at 39, compared to its 52-week range of 17 to 42