Mid-session IV Report December 31, 2018

Mid-session IV Report December 31, 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

Popular stocks with increasing unusual: PRGO LEN TWTR AABA UNG ACAD CAH FCX

Apple (AAPL) option implied volatility at 40, compared to 20 from a year ago

Apple (AAPL) January weekly call option implied volatility is at 40, January is at 39; compared to its 52-week range of 16 to 46. Call put ratio 1.7 call to 1 put.

Amazon (AMZN) January weekly call option implied volatility is at 41, January is at 46; compared to its 52-week range of 18 to 56. Call put ratio 1.5 calls to 1 put.

Facebook (FB) January weekly call option implied volatility is at 51, January is at 43; compared to its 52-week range of 20 to 53. Call put ratio 2.4 calls to 1 put with focus on January 132 calls.

Twitter (TWTR) January weekly call option implied volatility is at 64, January is at 65; compared to its 52-week range of 35 to 92. Call put ratio 11 calls to 1 put with focus on January weekly 29 calls as shares rally 1.3%.

Canada Goose (GOOS) January weekly call option implied volatility is at 64, January is at 65; compared to its 52-week range of 36 to 84. Call put ratio 2.5 calls to 1 put with focus on January weekly and January 45 calls as shares rally 5%.

Weight Watchers (WTW) January weekly call option implied volatility is at 97, January is at 74; compared to its 52-week range of 35 to 93. Call put ratio 2.2 calls to 1 put with focus on February 40 calls as shares sell off 6%.

United States Natural Gas (UNG) January weekly call option implied volatility is at 60, January is at 55; compared to its 52-week range of 21 to 112. Call put ratio 1.2 calls to 1 put with focus on January weekly 26.50 calls as natural gas trends lower.

Increasing unusual option volume: CAH CRBP JNK CZZ DO WPRT CZZ HP

Increasing unusual call option volume: CAH CRBP ERIC LEN HRTX SKT CZZ CZR DIS

Increasing unusual put option volume: DO JNK CZZ UCTT CTXS VTR GT HP VTR CZZ

Popular stocks with increasing unusual: DIS CZR F CAH FCX

Options with decreasing option implied volatility: ACAD PRGO TWTR BCS AABA NWSA

Active options: BAC AAPL TWTR FB AMD GE AMZN NFLX F C MSFT TSLA BABA MU NVDA T SNAP CAH JD FCX