Mid-session IV Report November 12, 2018

Mid-session IV Report November 12, 2018

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: EIX PCG AAPL LITE FOXA GE SHPG WMT EXAS AGNC XBI AMD EWG AMAT MU

Options with increasing volume: MOMO M QCOM CZR PBR ABX WMT

Apple (AAPL) November call option implied volatility is at 40, December is at 31, January is at 27; compared to its 52-week range of 16 to 42. Call put ratio 1.3 calls to 1 put. November call option implied volatility increase as shares sell off 7%.

PG&E Corp. (PCG) and Edison International (EIX) option implied volatility increases as shares sell off on California wild fires

PG&E Corp. (PCG) November call option implied volatility is at 155, December is at 88, January is at 76; compared to its 52-week range of 18 to 65. Call put ratio 1.77 call to 1 put.

Edison International (EIX) November call option implied volatility is at 105, December is at 67, January is at 46; compared to its 52-week range of 14 to 39. Call put ratio 1.1 callas to 1 put.

Overstock (OSTK) November call option implied volatility is at 110, December is at 91; compared to its 52-week range of 62 to 127 into an investor informational meeting today.

Tyson Foods (TSN) November call option implied volatility is at 62, December is at 20; compared to its 52-week range of 16 to 39 into the expected release of EPS before the open on November 13.

Advanced Auto Parts (AAP) November call option implied volatility is at 99, December is at 44; compared to its 52-week range of 22 to 60 into the expected release of EPS before the open on November 13. Call put ratio 5.5 calls to 1 put with focus on November 175 calls.

Beazer Homes (BZH) November call option implied volatility is at 104, December is at 77; compared to its 52-week range of 33 to 75 into the expected release of EPS before the open on November 13.

Home Depot (HD) November call option implied volatility is at 52, December is at 29; compared to its 52-week range of 14 to 41 into the expected release of EPS before the open on November 13.

Tilray (TLRY) November call option implied volatility is at 217, December is at 136; compared to its 52-week range of 69 to 314 into the expected release of EPS after the close on November 13. Call put ratio 1.5 calls to 1 put.

Kellogg (K) November call option implied volatility is at 32, December is at 24; compared to its 52-week range of 16 to 38 into a company hosted investor day on November 13.

Amarin Corp. (AMRN) November call option implied volatility is at 177, December is at 101; compared to its 52-week range of 35 to 428. Call put ratio 5.6 calls to 1 put.

CBS Corp. (CBS) call put ratio 4.2 calls to 1 put with focus on January 60 calls.

Increasing unusual call option volume: AMRN ENR MYGN ING TRUP EIX MB ATHN AAP
Increasing unusual put option volume: CZR MYGN EIX CTXS EWG ABX JNPR
Options with decreasing option implied volatility: AHTN AMRN JNPR ACB UCO YELP WPX PBR T F
Active options: AAPL GE AMD AMRN BABA AMZN FB BAC NVDA NFLX TSLA WMT MU SQ ABX PBR T MSFT QCOM CZR