Mid-session IV Report December 3, 2018

Mid-session IV Report December 3, 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: ESRX GSK VZ KR DG ACB TOL GSK LULU RH DISCA MRVL CRON S

Options with increasing volume: QCOM FCX GM JD ARNC BX

Stock option implied volatility comes in for companies with sales growth tied to China

Apple (AAPL) up $3 to $181.45. Call put ratio 1.9 calls to 1 put with focus on December weekly and December 185 calls. December weekly 177.50 and 180 puts are active on the put side. December weekly call option implied volatility is at 33 compared to a level of 37 from Friday, December is at 30; compared to its 52-week range of 16 to 42

Boeing (BA) December weekly call option implied volatility is at 34, December is at 30; compared to its 52-week range of 18 to 43. Call put ratio 1.4 calls to 1 put with focus on December weekly 360 and 367.50 calls.

Caterpillar (CAT) December weekly call option implied volatility is at 42, December is at 33; compared to its 52-week range of 16 to 41. Call put ratio 1.6 calls to 1 put with focus on December weekly 140 and December 140 calls. December 138 puts active.

Deere & Co. (DE) December weekly call option implied volatility is at 34, December is at 30; compared to its 52-week range of 16 to 44. Call put ratio 4 calls to 1 put with focus on December weekly 165 and 170 calls. December 133 puts active as shares rally 4.5%.

AutoZone (AZO) December weekly call option implied volatility is at 57, December is at 35, January is at 29; compared to its 52-week range of 20 to 46. Call put ratio 1 call to 1.77 puts into the expected release of EPS before the open on December 4.

Dollar General (DG) December weekly call option implied volatility is at 73, December is at 40, January is at 31; compared to its 52-week range of 20 to 40. Call put ratio 1.1 calls to 1 put with focus into EPS before the open on December 4.

HD Supply (HDS) December call option implied volatility is at 40, January is at 30; compared to its 52-week range of 21 to 52. Call put ratio 3.8 calls to 1 put with focus on December 40 calls into EPS before the open on December 4.

Hewlett Packard Enterprises (HPE) December weekly call option implied volatility is at 70, December is at 43, January is at 34; compared to its 52-week range of 40 to 51. Call put ratio 4.2 calls to 1 put with focus on December 16 weekly calls into EPS before the open on December 4.

Marvell Technology (MRVL) December weekly call option implied volatility is at 91, December is at 54, January is at 43; compared to its 52-week range of 20 to 51. Call put ratio 1.6 calls to 1 put with focus on December 16 weekly calls into EPS after the close on December 4.

RH (RH) December weekly call option implied volatility is at 167, December is at 90, January is at 66; compared to its 52-week range of 41 to 91. Call put ratio 1 call to 1.4 puts with focus on December 117 puts into the expected release of EPS on December 4.

H&R Block (HRB) December call option implied volatility is at 51, January is at 37; compared to its 52-week range of 20 to 59. Call put ratio 1 call to 5 puts with focus on December 26 puts into EPS on December 5.

Lululemon (LULU) December weekly call option implied volatility is at 120, December is at 67, January is at 50; compared to its 52-week range of 24 to 63. Call put ratio 2.4 calls to 1 put with focus on December weekly 135 and December 135 calls into EPS on December 5. December weekly 136 straddle priced for move of 11%.

Increasing unusual call option volume: CVS FTI IQV TRCO TSRO SFM APHA INVA UUU NGL GBT
Increasing unusual put option volume: ITCI TSRO GEL HRB SBAC IRBT PII PVG GSK CCI MTG
Popular stocks with increasing volume: MSFT FCX INTC GM BA CVS
Options with decreasing option implied volatility: TSRO GBT FXI SPY GBT EEM LVS RDS.A AMBA FXI XLK FXI
Active options: BABA AAPL AMD BAC NVDA GE AMZN FB TSLA MSFT NFLX MU F JD TWTR QCOM FCX INTC GM BA