Mid-session IV Report January 16, 2019

Mid-session IV Report January 16, 2019

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: IMGN PCG BOIL UNG TRIP SNAP FDC MS YELP HLF DB TSM BUD CELG

Options with increasing volume: SQ UAL BMY PCG APA SNAP PPG BB TWLO

CSX (CSX) January call option implied volatility is at 77, February is at 30; compared to its 52-week range of 17 to 49 today after the close.

Netflix (NFLX) January call option implied volatility is at 135, February is at 55; compared to its 52-week range of 25 to 76 into the expected release of EPS after the close on January 17. Call put ratio 1.1 calls to 1 put.

JB Hunt Transport Services (JBHT) January call option implied volatility is at 57, February is at 28; compared to its 52-week range of 20 to 42 into the expected release of EPS after the close on January 17. Call put ratio 29 calls to 1 put with focus on August calls.

Progress Software (PRGS) January call option implied volatility is at 136, February is at 44; compared to its 52-week range of 24 to 57 into the expected release of EPS after the close on January 17. Call put ratio 2.2 calls to 1 put.

American Express (AXP) January call option implied volatility is at 61, February is at 27; compared to its 52-week range of 14 to 41 into the expected release of EPS after the close on January 17. Call put ratio 2 calls to 1 put.

Bank OZK (OZK) January call option implied volatility is at 157, February is at 59; compared to its 52-week range of 22 to 72 after the close on January 17. Call put ratio 1.4 calls to 1 put.

BB&T (BBT) January call option implied volatility is at 48, February is at 24; compared to its 52-week range of 17 to 37 into the expected release of quarterly results before the open on January 17. Call put ratio 1 call to 1.1 puts.

Fastenal (FAST) January call option implied volatility is at 87, February is at 34; compared to its 52-week range of 21 to 48 into the expected release of quarterly results before the open on January 17. Call put ratio 1 call to 1.1 puts.

KeyCorp (KEY) January call option implied volatility is at 51, February is at 32; compared to its 52-week range of 19 to 49 into the expected release of quarterly results before the open on January 17. Call put ratio 16 calls to 1 put with focus on January 25 calls.

Morgan Stanley (MS) January call option implied volatility is at 70, February is at 32; compared to its 52-week range of 18 to 50 into the expected release of quarterly results before the open on January 17. Call put ratio 2.3 calls to 1 put.

Schlumberger (SLB) January call option implied volatility is at 58, February is at 34; compared to its 52-week range of 19 to 55 into the expected release of quarterly results before the open on January 18. Call put ratio 1 call to 2 puts with focus on February 40 puts.

Increasing unusual option volume: APA BDSI SM FISV IAG MRTX GSAT BHVN VHC PPG PDFS KEM
Increasing unusual call option volume: MRTX BDSI APA SM STWD GSAT FISV TLYS HCP VHC MELI
Increasing unusual put option volume: APA KEM SM VHC PPG PDFS MELI EEM
Options with decreasing option implied volatility: BBBY QEP UAL CMA BK SCHW USB GS FDX BAC BHP ARNC CHS FLEX
Active options: BAC AAPL GE AMZN FB GS SNAP NFLX APA C NVDA MSFT TSLA AMD MS PCG BMY USB UAL SQ