Mid-session IV Report January 22, 2019

Mid-session IV Report January 22, 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 OSTK TSLA CRON BMY CELG AABA TQQQ XLNX BHC CRON

Options with increasing volume: EBAY PCG CRON SBUX EBAY AAL FCAU CIT ARNC AAL

Arconic (ARNC) January weekly call option implied volatility is at 51, February is at 55; compared to its 52-week range of 26 to 73 after stating that it is no longer pursuing a potential sale of company. Call put ratio 1 call to 1.3 puts into the expected release of EPS on January 31.

eBay (EBAY) January weekly call option implied volatility is at 45, February is at 43; compared to its 52-week range of 21 to 73 after Elliott Management announced an over 4% stake and urged the company to make changes, including undertaking a portfolio review. Call put ratio 1 call to 1.7 puts with focus on January 33.50 puts.

Abbott Laboratories (ABT) January weekly call option implied volatility is at 48, February is at 26; compared to its 52-week range of 14 to 37 into the expected release of EPS before the open on January 23. Call put ratio 5.1 calls to 1 put with focus on January 71.50 calls.

Adtran (ADTN) January weekly call option implied volatility is at 48, February is at 26; compared to its 52-week range of 26 to 78 into the expected release of EPS after the close on January 23. Call put ratio 3 calls to 1 put with focus on January 15 calls. Call put ratio 39 calls to 1 put into EPS.

Alliance Data Systems (ADS) January weekly call option implied volatility is at 46, February is at 26; compared to its 52-week range of 21 to 53 into the expected release of EPS on January 23. Call put ratio 1 call to 5.9 puts with focus on December puts.

BankUnited (BKU) January call option implied volatility is at 26, May is at 25; compared to its 52-week range of 19 to 55 into the expected release of EPS before the open on January 23.

Canadian Pacific (CP) January weekly call option implied volatility is at 25, February is at 22; compared to its 52-week range of 17 to 41 into the expected release of EPS on January 23.

Celgene (CELG) January weekly call option implied volatility is at 22, February is at 23; compared to its 52-week range of 22 to 57 into the expected release of EPS on January 23.

Citrix (CTXS) January weekly call option implied volatility is at 29, February is at 25; compared to its 52-week range of 18 to 36 into the expected release of EPS on January 23.

Comcast (CMCSA) January weekly call option implied volatility is at 51, February is at 31; compared to its 52-week range of 20 to 59 into the expected release of EPS before the open on January 23. Call put ratio 2 calls to 1 put.

F5 Networks (FFIV) January weekly call option implied volatility is at 74, February is at 34; compared to its 52-week range of 19 to 45 into the expected release of EPS on January 23.

Ford (F) January weekly call option implied volatility is at 55, February is at 33; compared to its 52-week range of 19 to 54 into the expected release of EPS after the close on January 23.

JetBlue (JBLU) February call option implied volatility is at 30, March is at 29; compared to its 52-week range of 22 to 43 into the expected release of EPS on January 23.

Kimberly-Clark (KMB) January weekly call option implied volatility is at , February is at ; compared to its 52-week range of into the expected release of EPS on January 23.

L3 Technologies (LLL) February call option implied volatility is at 24, March is at 23; compared to its 52-week range of 16 into 40 the expected release of EPS after the close on January 23.

Northern Trust (NTRS) January weekly call option implied volatility is at 26, February is at 24; compared to its 52-week range of 17 to 40 into the expected release of EPS before the open on January 23.

Proctor & Gamble (PG) January weekly call option implied volatility is at 46, February is at 23; compared to its 52-week range of 13 to 30 into the expected release of EPS before the on open on January 22.

Raytheon (RTN) January weekly call option implied volatility is at 24, February is at 25; compared to its 52-week range of 16 to 42 into the expected release of EPS on January 23.

Starbucks (SBUX) January weekly call option implied volatility is at 61, February is at 26; compared to its 52-week range of 15 to 35 into the expected release of EPS after the close on January 22.

Texas Instrument (TXN) January weekly call option implied volatility is at 67, February is at 34; compared to its 52-week range of 18 to 45 into the expected release of EPS on January 23.

Varian Medical Systems (VAR) January weekly call option implied volatility is at 37, February is at 31; compared to its 52-week range of 17 to 43 into the expected release of EPS after the close on January 23.

Xilinx (XLNX) January weekly call option implied volatility is at 89, February is at 45; compared to its 52-week range of 21 to 53 into the expected release of EPS after the close on January 23.

Increasing unusual call option volume: WAB IIVI AFL EWJ AUPH WETF VXXB GSAT CERS COF CRZO ACOR ATTU PETS SYF
Increasing unusual put option volume: FCAU FNSR CRI SWK TXT NLSN AFL WTI PAAS RY CIT SYNA
Options with decreasing option implied volatility: IMMU EMB VFC TIF NFLX AXP VFC AXP TEAM
Active options: BAC AAPL FB TSLA GE FCAU NFLX NVDA AAL F MSFT MU AMD AMZN EBAY PCG C CRON SBUX TWTR