Mid-session IV Report January 17, 2019

Mid-session IV Report January 17, 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: SKX UNFI BG AMRN LVS BB C CPB MSFT CARS NFLX NHTC OZK SLB CFG KSU STT STI

Options with increasing volume: NHTC SKX UNFI NOMD SIG LAD ZTO SKX FISV MTS PZZA

Skechers USA (SKX) call volume, option implied volatility and share price increase

Skechers USA (SKX) January call option implied volatility is at 108, February is at 76; compared to its 52-week range of 28 to 76 as shares rally 7% on renewed M&A chatter. Call put ratio 5.9 calls to 1 put with focus on January 27, 28 and February 27 calls.

United Natural Foods (UNFI) January call option implied volatility is at 175, February is at 77; compared to its 52-week range of 27 to 87 a day after hosting an investor meeting. Call put ratio 2.2 calls to 1 put with focus on January 15 and February 15 calls.

Natural Health Trends (NHTC) call put ratio 1 call to 16 puts with focus on January 14.50 and February 15 puts.

Netflix (NFLX) January call option implied volatility is at 181, February is at 55; compared to its 52-week range of 25 to 76 into the expected release of EPS today after the close. Call put ratio 1 call to 1 put.

Bank OZK (OZK) January call option implied volatility is at 177, February is at 53; compared to its 52-week range of 22 to 72 into the expected release of EPS today after the close. Call put ratio 1 call to 4.1 puts.

Schlumberger (SLB) January call option implied volatility is at 74, February is at 35; 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 1.5 calls to 1 put with focus on January 42 calls.

Citizens (CFG) January call option implied volatility is at 74, February is at 38; compared to its 52-week range of 22 to 45 into the expected release of quarterly results before the open on January 18. January 35 calls are active.

Kansas City Southern (KSU) January call option implied volatility is at 72, February is at 27; compared to its 52-week range of 18 to 44 into the expected release of quarterly results before the open on January 18.

State Street (STT) January call option implied volatility is at 117, February is at 38; compared to its 52-week range of 18 to 46 into the expected release of quarterly results before the open on January 18.

SunTrust (STI) January call option implied volatility is at 70, February is at 29; compared to its 52-week range of 17 to 44 into the expected release of quarterly results before the open on January 18. Call put ratio 10.6 calls to 1 put with focus on January 57.50 and 60 calls.

Increasing unusual call option volume: SIG SKX LAD ZTO SAVE MAS UNFI ARQL ATUS
Increasing unusual put option volume: HSIC NOMD TPX XHB PPL IMMU PZZA ARNC TOT EL FITB
Options with decreasing option implied volatility: UAL BK CMA USB SCHW GS FDC DSW
Active options: BAC AAPL GE AMD C MS NFLX PCG SQ FB WFC NVDA GS MSFT MU F AMZN BABA JPM ARNC