Mid-session IV Report January 4, 2019

Mid-session IV Report January 4, 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: ARNC ZAYO SHPG ATHN

Options with increasing volume: CHTR BMY SIRI HAL CRUS

Option implied volatility is collapsing after December employment numbers and Federal Reserve Chairman Jerome Powell saying the Fed will be patient and flexible with rate hikes.

Index & ETF option implied volatility into 37th Annual J.P. Morgan Healthcare Conference

iShare Trust NASDAQ Biotech Index Fund (IBB) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 40 into 37th Annual J.P. Morgan Healthcare Conference.

iShare Trust NASDAQ Biotech Index Fund (BIB) 30-day option implied volatility is at 61; compared to its 52-week range of 29 to 80.

SPDR S&P Biotech ETF (XBI) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 51.

Health Care Select Sector SPDR (XLV) 30 day option implied volatility is at 23; compared to its 52-week range of 10 to 33.

Option implied volatility CES conference 2019

Roku (ROKU) 30-day option implied volatility is at 73, compared to its 52-week range of 45 to 123
Fitbit (FIT) 30-day option implied volatility is at 61, compared to its 52-week range of 39 to 94
Garmin (GRMN) 30-day option implied volatility is at 27, compared to its 52-week range of 15 to 40
Sony (SNE) 30-day option implied volatility is at 40, compared to its 52-week range of 19 to 45
BlackBerry (BB) 30-day option implied volatility is at 45, compared to its 52-week range of 31 to 61
Netflix (NFLX) 30-day option implied volatility is at 66, compared to its 52-week range of 25 to 76
Xilinx (XLNX) 30-day option implied volatility is at 45, compared to its 52-week range of 21 to 53

Increasing unusual option volume: SSP CZZ AFL BKS AGI VC
Increasing unusual call option volume: CHTR PAGP NWSA CZZ PHN BMY VC YUMC HAL SIRI GME
Increasing unusual put option volume: CHTR BKS CZZ HAL CRUS CHS BK
Options with decreasing option implied volatility: AAPL SBUX V AMRN CELG BAC MGM FCX PYPL IBM SPY GUSH LABU
Popular stocks with increasing volume: HAL CELG C JD CHTR YUMC BMY
Active options: AAPL BAC HAL NFLX AMD BABA BMY JD MSFT AMZN FB GE SQ NVDA T TSLA CELG INTC TWTR C