Mid-session IV Report January 18, 2019

Mid-session IV Report January 18, 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: ENDP CRON IMMU TQQQ BHC CELG TSLA EA BMY TSLA

Options with increasing volume: M SLB PCG UAA GME FRO SQ WYNN AMD CLDR ZAYO

Stocks ramp higher on news China is looking at a path to eliminate U.S. trade balance.

Wynn Resorts (WYNN) January weekly call option implied volatility is at 39, February is at 46; compared to its 52-week range of 26 to 72 into the expected release of EPS before the open on January 21. January 115 calls are active into expiration.

IBM (IBM) January weekly call option implied volatility is at 45, February is at 26; compared to its 52-week range of 12 to 42 into the expected release of EPS after the market close on January 22.

Johnson & Johnson (JNJ) January weekly call option implied volatility is at 27, February is at 21; compared to its 52-week range of 12 to 34 into the expected release of EPS before the on open on January 22.

Las Vegas Sands (LVS) January weekly call option implied volatility is at 39, February is at 33; compared to its 52-week range of 20 to 64 into the expected release of EPS after the market close on January 22. Call put ratio 5 calls to 1 put with focus on January 57.50 calls.

Option implied volatility flat for frequently mentioned M&A large cap stocks

Viacom (VIAB) January weekly call option implied volatility is at 18, February is at 32; compared to its 52-week range of 22 to 98.
Charter Communications (CHTR) January weekly call option implied volatility is at 25, February is at 34; compared to its 52-week range of 25 to 43. EPS are expected in late January.

Twitter (TWTR) January weekly call option implied volatility is at 36, February is at 62; compared to its 52-week range of 35 to 92.

Bristol-Myers Squibb (BMY) January weekly call option implied volatility is at 43, February is at 39; compared to its 52-week range of 16 to 48. Call put ratio 5.7 calls to 1 put. February 52.50 calls are active into the expected release of EPS on February 4.

Increasing unusual call option volume: HST GLPI LBTYA SEE FRO IIVI OZK TEAM LC EDU NS CLDR
Increasing unusual put option volume: TYME IMMU XAU RDFN HQY CL EPI TEAM ZAYO ADNT
Options with decreasing option implied volatility: IMMU NFLX VFC AXP IMMU NFLX ARNC AXP SLB TEAM TIF STT LOW DIS MS BAC SLB CVX
Active options: NFLX AAPL TSLA FB MU AMD NVDA C BABA GE AMZN MSFT SQ INTC TWTR M F SLB PCG