Mid-session IV Report December 6, 2018

Mid-session IV Report December 6, 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: C SQ RF XLF C KRE JPM PNC HPE MS IVZ MS TLT JPM BK

Options with increasing volume: RIG DISCA SQ BMY

November employment report is expected to be release on December 7

Apple (AAPL) December weekly call option implied volatility is at 56, December is at 40; compared to its 52-week range of 16 to 42. Call put ratio 1.7 calls to 1 put with focus on December weekly 175 and 185 calls. December weekly 170 and 172.50 puts active.

lululemon athletica (LULU) December weekly call option implied volatility is at 226, December is at 75, January is at 55; compared to its 52-week range of 24 to 63. Call put ratio 1.4 calls to 1 put with focus on December 130 and 132 calls into expected release of EPS today after the close.

Ulta Beauty (ULTA) December weekly call option implied volatility is at 126, December is at 45, January is at 35; compared to its 52-week range of 24 to 50 into the expected release of EPS today after the close. December weekly 290 straddle priced for a move of 7.5%. Call put ratio 1 .8 calls to 1 put with focus on December weekly 295 and 300 calls.

United States Oil Fund (USO) December weekly call option implied volatility is at 88, December is at 55; compared to its 52-week range of 17 to 62 into OPEC meetings. Call put ratio 1 call to 1.1 put with focus on December weekly 11.5 calls and January 12 puts.

Increasing unusual call option volume: VXXB NPTN TVPT DISCA HOLX LIVN KODK BHP APD EWU
Increasing unusual put option volume: XME VXXB TRU JEF AMG DISCA KKR SIG S
Popular stocks with increasing volume: GM RIG NAV BID SIG
Options with decreasing option implied volatility: RH DG TOL AZO F PHM MPC DG STX BX
Active options: AAPL BAC AMD C FB AMZN BABA MU GE NFLX F MSFT RIG NVDA DISCA WFC SQ TSLA T JPM