Mid-session IV Report January 23, 2019

Mid-session IV Report January 23, 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: AAOI EBAY CCL PG WB T COF AMZN ARNC OLED TTD GRMN HLF FCX AAL WDC FCX

Options with increasing volume: BMY F PG DOX CCL SYMC S COF

Alaska Air (ALK) February call option implied volatility is at 32, March is at 29; compared to its 52-week range of 23 to 46 into the expected release of EPS after the market close on January 24. Call put ratio 10 calls to 1 put with focus on February calls.

American Airlines (AAL) January weekly call option implied volatility is at 109, February is at 52; compared to its 52-week range of 28 to 64 into the expected release of EPS before the open on January 24. Call put ratio 4.3 calls to 1 put with focus on January 33 calls.

E*Trade (ETFC) January weekly call option implied volatility is at 64, February is at 31; compared to its 52-week range of 34 to 66 into the expected release of EPS after the market close on January 24. Call put ratio 2.5 calls to 1 put with focus on January weekly 49 and 50 calls.

Freeport-McMoRan (FCX) January weekly call option implied volatility is at 90, February is at 47; compared to its 52-week range of 34 to 67 into the expected release of EPS before the open on January 24.

Intel (INTC) January weekly call option implied volatility is at 80, February is at 37; compared to its 52-week range of 19 to 45 into the expected release of EPS after the market close on January 24. Call put ratio 4.4 calls to 1 put with focus on February 52.50 calls.

Intuitive Surgical (ISRG) January weekly call option implied volatility is at 65, February is at 34; compared to its 52-week range of 20 to 54 into the expected release of EPS before the open on January 24.

Norfolk Southern (NSC) January weekly call option implied volatility is at 61, February is at 34; compared to its 52-week range of 18 to 50 into the expected release of EPS after the market close on January 24. Call put ratio 4.6 calls to 1 put with focus on January weekly 165 calls.

Southwest Airlines (LUV) January weekly call option implied volatility is at 84, February is at 36; compared to its 52-week range of 20 to 46 into the expected release of EPS before the open on January 24.

Textron (TXT) February call option implied volatility is at 45, March is at 35; compared to its 52-week range of 18 to 46 into the expected release of EPS before the open on January 24. Call put ratio 1 call to 2.6 puts with focus on February 45 and 50 puts.

Western Digital (WDC) January weekly call option implied volatility is at 133, February is at 62; compared to its 52-week range of 25 to 73 into the expected release of EPS after the market close on January 24. Call put ratio 1 call to 2 puts with focus on January weekly 37 puts.

Wynn Resorts (WYNN) January weekly call option implied volatility is at 47, February is at 43; compared to its 52-week range of 26 to 72 into the expected release of EPS soon. Call put ratio 2.7 calls to 1 put with focus on January weekly 115 calls.

Increasing unusual call option volume: ARAY QSR THS MCHP SRE TELL ISBC QNST XRAY ATUS FEZ
Increasing unusual put option volume: DOX CCL JACK AXDX FCG JBLU QSR MTZ COF FISV MLM
Options with decreasing option implied volatility: SYF IBM PG CMCSA SYF IBM KMB COF AMTD IMMU TLRY BOIL ACB FDC
Active options: FB AAPL IBM TSLA NFLX AMD GE BAC NVDA QCOM AMZN PG F INTC MSFT MU TWTR SQ BABA BMY