Mid-session IV Report January 2, 2019

Mid-session IV Report January 2, 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: PTLA ING BHP GE AMRN TSLA BOX
Options with increasing volume: BOX CAT THC TSLA

Ishares Russell 2000 Etf (IWM) January weekly IV stays elevated as share price turns green, January 134 puts active

Ishares Russell 2000 Etf (IWM) January weekly call option implied volatility is at 34, January is at 28; compared to its 52-week range of 12 to 34. Call put ratio 1 call to 2.4 puts with focus on January 134 puts.

Pharmaceuticals and Healthcare option implied volatility into 37th Annual J.P. Morgan Healthcare Conference

Spdr S&p Pharmaceuticals Etf (XPH) January call option implied volatility is at 10, February is at 15, April is at 16; compared to its 52-week range of 10 to 35 into 37th Annual J.P. Morgan Healthcare Conference beginning on January 7.

iShares Nasdaq Biotechnology (IBB) January weekly call option implied volatility is at 39, January is at 34, February is at 32; compared to its 52-week range of 15 to 40 into 37th Annual J.P. Morgan Healthcare Conference beginning on January 7. Call put ratio 1 call to 2 puts.

Tesla (TSLA) January weekly call option implied volatility is at 76, January is at 63, February is at 68; compared to its 52-week range of 32 to 87 as shares sell off 9% after U.S. price cuts raises demand concerns.

Goldman Sachs (GS) January weekly call option implied volatility is at 42, January is at 41; compared to its 52-week range of 15 to 33. Call put ratio 1.6 calls to 1 put with focus on January weekly 170 and 172.50 calls as shares rally 2.3%.

Box (BOX) January call option implied volatility is at 59, February is at 55; compared to its 52-week range of 32 to 82, Call put ratio 30 calls to 1 put with focus on January 17 and 18 calls as shares rally 7%. Call put ratio 30 calls to 1 put with focus on January 17 and 18 calls.

Energy stocks option implied volatility comes in as WTI Crude oil rises 3.3% and natural gas ticks up 0.4%.

Pioneer Natural Resources (PXD) January weekly call option implied volatility is at 62, January is at 55; compared to its 52-week range of 25 to 55.

Diamondback Energy (FANG) January call option implied volatility is at 49, February is at 50; compared to its 52-week range of 27 to 63.

Concho Resources (CXO) January call option implied volatility is at 47, February is at 45; compared to its 52-week range of 22 to 58.

Continental Resources (CLR) January weekly call option implied volatility is at 55, January is at 54; compared to its 52-week range of 29 to 69. Call put ratio 2.3 calls to 1 put.

EOG Resources (EOG) January weekly call option implied volatility is at 47, January is at 39; compared to its 52-week range of 21 to 58.

Occidental Petroleum (OXY) January weekly call option implied volatility is at 39, January is at 35; compared to its 52-week range of 15 to 45.

WPX Energy (WPX) January call option implied volatility is at 55, February is at 52; compared to its 52-week range of 36 to 68.

Parsley Energy (PE) January call option implied volatility is at 63, February is at 55; compared to its 52-week range of 32 to 70.

Increasing unusual option volume: BOX SBGL THC MTG AOS GREK EOE RUN QTM SMAR ICE JNK
Increasing unusual call option volume: BOX SBGL MTG THC GREK ICE MTSI IYT BKLN CERN
Increasing unusual put option volume: RUN AOS NBL LM NVAX JNK TSG BG ADNT
Options with decreasing option implied volatility: CMG KMI FB WFC NUGT SIRI IWM MS XOM LVS BIDU GUSH C
Popular stocks with increasing volume: BOX BKS SNAP CAT THC
Active options: BAC TSLA AAPL FB NFLX MTG AMZN AMD BABA MSFT GE JD BHP DIS NVDA T BKS SQ SNAP CAT