Mid-session IV Report January 3, 2020

Mid-session IV Report January 3, 2020

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.​
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Options with increasing option implied volatility: LMT BSX SGMS NOC SPY JPM ALGN DHT CRUS ERIC NOW BIIB BILI EA FLEX AAPL WTI ​
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Popular stocks with increasing unusual volume: TSLA AAL RIG XOM LB CHK PAGP COP OXY NIO​
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Beyond Meat (BYND) January weekly call option implied volatility is at 45, January is at 41, February is at 54; compared to its 32-week range of 47 to 141 into CES 2020​
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Netflix (NFLX) January weekly call option implied volatility is at 31, January is at 30, February is at 40; compared to its 52-week range of 27 to 68 into CES 2020. Call put ratio 1.7 calls to 1 put with focus on ATM January weekly calls expiring today​.

Financial Select Sector SPDR ETF (XLF) January weekly call option implied volatility is at 15, January is at 12, February is at 13; compared to its 52-week range of 13 to 27 into release of December Federal Reserve Minutes. Call put ratio 1 call to 1.5 puts with focus on January 30 puts. ​
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Call option volume and implied volatility increases following the U.S. drone strike in Baghdad, which killed Iran’s top general. Concerns of Iranian reprisals, which could include attacks on U.S. interests, or oil tankers and infrastructure in the region, have seen oil prices head higher.​
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ExxonMobil (XOM) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 31. Call put ratio 5.7 calls to 1 put with focus on January weekly calls. ​

BP plc (BP) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 29. Call put ratio 3.6 calls to 1 put with focus on January calls. ​

Chevron (CVX) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 32. Call put ratio 4.6 calls to 1 put with focus on January weekly calls expiring today.​

Continental Resources (CLR) 30-day option implied volatility is at 40; compared to its 52-week range of 35 to 61. Call put ratio 8.7 calls to 1 put with focus on January weekly 36 calls. ​

EOG Resources (EOG) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 43. Call put ratio 3.1 calls to 1 put with focus on January weekly 87 calls. ​

Transocean (RIG) 30-day option implied volatility is at 59; compared to its 52-week range of 42 to 88. Call put ratio 7.6 calls to 1 put with focus on May 9 calls. ​

Diamond Offshore Drilling (DO) 30-day option implied volatility is at 75; compared to its 52-week range of 47 to 96. Call put ratio 5.1 calls to 1 put with focus on January 9 calls. ​

Concho Resources (CXO) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 59. Call put ratio 23 calls to 1 put with focus on January weekly calls expiring today. ​

ConocoPhillips (COP) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 39. Call put ratio 17.7 calls to 1 put with focus on January 67.50 and February 70 calls. ​

Apache (APA) 30-day option implied volatility is at 48; compared to its 52-week range of 32 to 74. Call put ratio 3.9 calls to 1 put with focus on January 26 calls. ​

Occidental Petroleum (OXY) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 44. Call put ratio 9.2 calls to 1 put with focus on January 2020 and January 2021 calls. ​

Murphy Oil (MUR) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 59. Call put ratio 1 call to 4 puts with focus on January 20 puts. ​

Chesapeake Energy (CHK) 30-day option implied volatility is at 119; compared to its 52-week range of 57 to 202. Call put ratio 30 calls to 1 put with focus on January 1 calls. ​

Diamondback Energy (FANG) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 52. Call put ratio 2.3 calls to 1 put with focus on February 95 calls. ​

Oasis Petroleum (OAS) 30-day option implied volatility is at 77; compared to its 52-week range of 46 to 116. Call put ratio 31 calls to 1 put with focus on May 5 calls. ​

Marathon Oil (MRO) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 54. Call put ratio 11.5 calls to 1 put with focus on January 14 and 15 calls. ​

Halliburton (HAL) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 53. Call put ratio 3.1 calls to 1 put with focus on January 25 calls. ​

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 44. Call put ratio 2 calls to 1 put with focus on February 40 calls. ​

Transocean (RIG) 30-day option implied volatility is at 59; compared to its 52-week range of 42 to 88. Call put ratio 7.7 calls to 1 put with focus on January 10 and May 9 calls. ​
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Trump expected to sign ‘phase one’ trade deal with China on January 15​
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Increasing unusual option volume: PAGP WTI TRGP LW SBGI INDA​
Increasing unusual call option volume: PAGP TRGP VAL PENN CS INDA UNFI FTCH BILI HAL COP MXEA​
Increasing unusual put option volume: ERIC SBGI INDA FCEL MLCO RDSA AMD NIO ​
Options with decreasing option implied volatility: WMB MGM TSLA AVP AEO VLO UVXY WVE FLXN ARQL ZNGA ​
Active options January 3: AAPL TSLA AMD AMZN BAC FB NIO MSFT GE BIDU NVDA NFLX AAL T RIG XOM CHK PAGP COP OXY NFLX JD ROKU DIS​
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