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 over looked information.

Options with increasing option implied volatility: SIG ALGN MIK BILI FLEX CRUS NOW AMD CREE XLNX FB

Popular stocks with increasing unusual volume: ACB CRON PYPL NIO DIS

Semiconductor IV at low end of range into CES 2020

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 36. Call put ratio 1 call to 3.8 puts with focus on January weekly 141 puts.

Microchip (MCHP) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 47. Call put ratio 28 calls to 1 put with focus on February 110 calls.

Micron (MU) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 60. Call put ratio 3.1 calls to 1 put with focus on January weekly calls.

Qualcomm (QCOM) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 43

Texas Instruments (TXN) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 43

Broadcom (AVGO) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 46.

NXP Semiconductors (NXPI) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 46 into CES 2020 Las Vegas

Taiwan Semi (TSM) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 39 as shares rally 2.9% into CES 2020. Call put ratio 5.7 calls to 1 put with focus on January calls.

Western Digital (WDC) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 73 as shares rally 2.5% into CES 2020. Call put ratio 2.4 calls to 1 put with focus on January weekly calls.

Alibaba (BABA) January weekly call option implied volatility is at 31, January is at 25, February is at 27; compared to its 52-week range of 22 to 48 as shares near record high into CES 2020 Las Vegas.

BofA naming it a Top 8 short-term stock buy recommendations for the quarter ahead

AT&T (T) January option implied volatility is at 16, February is at 19; compared to its 52-week range of 15 to 31 after BofA naming it a Top 8 short-term stock buy recommendations for the quarter ahead.Call put ratio 2.6 calls to 1 put with focus on January calls.

BioMarin (BMRN) January option implied volatility is at 35, February is at 34; compared to its 52-week range of 31 to 55 after BofA naming it a Top 8 short-term stock buy recommendations for the quarter ahead.

CF Industries (CF) January option implied volatility is at 24, February is at 25; compared to its 52-week range of 25 to 48 after BofA naming it a Top 8 short-term stock buy recommendations for the quarter ahead.

Fortive (FTV) January option implied volatility is at 18, February is at 19; compared to its 52-week range of 18 to 34 after BofA naming it a Top 8 short-term stock buy recommendations for the quarter ahead.

Raytheon (RTN) January option implied volatility is at 14, February is at 21; compared to its 52-week range of 16 to 35 after BofA naming it a Top 8 short-term stock buy recommendations for the quarter ahead.

ViacomCBS (VIAC) January option implied volatility is at 25, February is at 27; compared to its 52-week range of 21 to 41 after BofA naming it a Top 8 short-term stock buy recommendations for the quarter ahead.

Wix.com (WIX) January option implied volatility is at 29, February is at 32; compared to its 52-week range of 28 to 63 after BofA naming it a Top 8 short-term stock buy recommendations for the quarter ahead.

Exxon Mobil (XOM) January option implied volatility is at 17, February is at 19; compared to its 52-week range of 15 to 31 after BofA naming it a Top 8 short-term stock buy recommendations for the quarter ahead. Call put ratio 4.2 calls to 1 put with focus on January 70 calls.

BofA naming it a Top 2 short-term stock Underperformer recommendations for the quarter ahead

Gap (GPS) January option implied volatility is at , February is at ; compared to its 52-week range of 28 to 71 after BofA naming it a short-term stock Underperformer recommendation for the quarter ahead.

Lear (LEA) January option implied volatility is at , February is at ; compared to its 52-week range of 25 to 45 after BofA naming it a short-term stock Underperformer recommendation for the quarter ahead.

Lamb Wesson (LW) January call option implied volatility is at 27, February is at 20; compared to its 52-week range of 20 to 34 into the expected release of quarter results before the open on January 3.
McDermott (MDR) January call option implied volatility is at 331, February is at 255; compared to its 52-week range of 58 to 394. Call put ratio 1.7 calls to 1 put with focus on February 1 calls.

Increasing unusual option volume: BILI DRI INDA FCEL GTN DRRX RUSL
Increasing unusual call option volume: BILI DRI SIRI FCEL GTN EBIX DRRX SIRI KOD BILI WATT FDN HP
Increasing unusual put option volume: EWY BILI BERY INDA FCEL RUSL NTES
Options with decreasing option implied volatility: WVE ARQL
Active options: AAPL AMD AMZN BABA TSLA NIO MSFT NFLX GE FB SNAP MU ACB NVDA ROKU DIS CRON PYPL JPM T