Mid-session IV Report December 28, 2018

Mid-session IV Report December 28, 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: GWW CL RHT

Popular stocks with increasing unusual: PBR AMD SNAP TSLA

S&P Dep Receipts (SPY) December weekly call option implied volatility is at 55, January is at 30; compared to its 52-week range of 8 to 35. Call put ratio 1 call to 1.1 puts.

PowerShares QQQ Trust (QQQ) December weekly call option implied volatility is at 61, January 34; compared to its 52-week range of 12 to 37. Call put ratio 1 call to 1 put.

Ishares Russell 2000 Etf (IWM) December weekly call option implied volatility is at 55, January 31; compared to its 52-week range of 12 to 34. Call put ratio 4 calls to 1 put with focus on January and January weekly calls.

Tesla (TSLA) December weekly call option implied volatility is at 96, January 67; compared to its 52-week range of 32 to 86. Call put ratio 1.28 calls to 1 put as shares rally +1.8% on announcement Larry Ellison and Kathleen Wilson-Thompson have joined Teslas Board of Directors.

Apple (AAPL) December weekly call option implied volatility is at 68, January is at 41; compared to its 52-week range of 16 to 46. Call put ratio 1.65 call to 1 put.

Facebook (FB) December weekly call option implied volatility is at 72, January is at 45; compared to its 52-week range of 20 to 53. Call put ratio 1.5 call to 1 put with focus on February 155 calls.

Increasing unusual option volume: UBS VAC UXIN WATT
Increasing unusual call option volume: VAC UBS UXIN INFN ING BKLN OPK QRVO
Increasing unusual put option volume: CFG WATT RMD
Popular stocks with increasing unusual: PBR AMD SNAP C
Options with decreasing option implied volatility: QID UNG QLD KMX NKE BKLN UUP
Active options: AAPL GE AMD AMZN TSLA C BAC FB NVDA MSFT T BABA NFLX MU SQ JD SNAP PBR INTC VAC