Mid-session IV Report December 4, 2018

Mid-session IV Report December 4, 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: UPS FDX RHT CRUS KRE CS BAC XLF FDX SQ RF XLF C SIG XPO

Options with increasing volume: CRON RH TOL CRUS CREE

Apple (AAPL) call put ratio 1.7 calls to 1 put with focus on December weekly 182.50 and 185 calls. Most active on the board is December weekly 180 puts. December weekly call option implied volatility is at 28, December is at 27; compared to its 52-week range of 16 to 42 after downgraded to Hold from Buy at HSBC.

Cirrus Logic (CRUS) December weekly call option implied volatility is at 31, December is at 32; compared to its 52-week range of 27 to 54 into the company lowers forecast due to recent weakness in smartphone market. Call put ratio 1 call to 5.3 puts with focus on December weekly 36.50 and 38 puts.

Facebook (FB) call put ratio 1 call to 1 put with focus on December weekly 145 and January 140 calls. March 190 call are active trading at 43c. December weekly 141, 142 and 143 puts are active. December weekly call option implied volatility is at 31, December 29; compared to its 52-week range of 16 to 53.

Kroger (KR) December weekly call option implied volatility is at 98, December is at 47, January is at 35; compared to its 52-week range of 22 to 47 into the expected release of EPS on December 6. December weekly 29.50 straddle priced for a move of 8%. Call put ratio 1 call to 1 put with focus on December weekly 30 calls and December weekly 29.50 puts.

Ulta Beauty (ULTA) December weekly call option implied volatility is at 76, December is at 41, January is at 33; compared to its 52-week range of 24 to 50 into the expected release of EPS after the close on December 6. December weekly 300 straddle priced for a move of 7.5%. Call put ratio 1.2 calls to 1 put with focus on December weekly 320 and 330 calls. December weekly 295 and January 280 puts are active.

lululemon athletica (LULU) December weekly call option implied volatility is at 136, December is at 65, January is at 50; compared to its 52-week range of 24 to 63. Call put ratio 1.2 calls to 1 put into expected release of EPS after the close on December 6.

National Beverage (FIZZ) December call option implied volatility is at 43, January is at 38; compared to its 52-week range of 31 to 61 into the expected release of EPS.

United Natural Foods (UNFI) December call option implied volatility is at 72, January is at 59; compared to its 52-week range of 27 to 80 into the expected release of EPS after the market close on December 6.

Broadcom (AVGO) December weekly call option implied volatility is at 62, December is at 37, January is at 32; compared to its 52-week range of 22 to 48 into the expected release of EPS after the market close on December 6.

OPEC meets on Thursday, Fed Chairman Powell is expected to testify before Congress on Thursday, Friday is November employment report

Increasing unusual call option volume: TRU KMB HUYA GSM MFC CONN GLNG IEF
Increasing unusual put option volume: GEL EQIX EWH WWW BBT TOL FCAU SLV
Popular stocks with increasing volume: FIVE BBT RH EQIX KMB CRON
Options with decreasing option implied volatility: RH DG TOL AZO COUP PHM MPC DG STX BX
Active options: AAPL AMD BAC GE TSLA FB MU NFLX BABA AMZN NVDA C MSFT TWTR SQ T CAT MS JPM CRON