Mid-session IV Report November 13, 2018

Mid-session IV Report November 13, 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: WMT M CSCO V TLRY

Options with increasing volume: JNJ M AAL M WMT HD GE

PowerShares QQQ Trust (QQQ) November call option implied volatility is at 33, December is at 25; compared to its 52-week range of 11 to 31. Call put ratio call 1 calls to 1.77 puts.

Apple (AAPL) November call option implied volatility is at 43, December is at 30; compared to its 52-week range of 16 to 42. Call put ratio 1.66 calls to 1 put.

Netflix (NFLX) November call option implied volatility is at 65, December is at 49; compared to its 52-week range of 23 to 65.

Amazon (AMZN) November call option implied volatility is at 512December is at 40; compared to its 52-week range of 22 to 65.

Alphabet (GOOG) November call option implied volatility is at 39, December is at 30; compared to its 52-week range of 14 to 41. Call put ratio 2 call2 to 1 put.

Cisco (CSCO) November call option implied volatility is at 77, December is at 33; compared to its 52-week range of 14 to 38 into the expected release of EPS after the close on November 14. Call put ratio 1 calls to 4 puts.

Macys (M) November call option implied volatility is at 137, December is at 54; compared to its 52-week range of 30 to 66 into the expected release of EPS before the open on November 14. Call put ratio 1 call to 23 puts. November 36 and 37 puts are active.

Canada Goose Holdings (GOOS) November call option implied volatility is at 215, December is at 77; compared to its 52-week range of 36 to 84 into the expected release of EPS after the bell on November 15.

General Electric (GE) November call option implied volatility is at 99, December is at 59; compared to its 52-week range of 20 to 59 into announcing jointly with Baker Hughes (BHGE) the entry into a series of long-term agreements that amend the commercial and technological relationships between the two companies. Call put ratio1 call to 2.7 puts.

Goldman Sachs (GS) November call option implied volatility is at 45, December is at 30; compared to its 52-week range of 15 to 34.

Citigroup (C) November call option implied volatility is at 39, December is at 30; compared to its 52-week range of 16 to 33. Call put ratio 3 calls to 1 put.

JPMorgan (JPM) November call option implied volatility is at 31, December is at 25; compared to its 52-week range of 15 to 34. Call put ratio 1 call to 3 puts.

Bank of America (BAC) November call option implied volatility is at 33, December is at 27; compared to its 52-week range of 15 to 35. Call put ratio 1 call to 1.9 puts.

Wells Fargo (WFC) November call option implied volatility is at 30, December is at 24; compared to its 52-week range of 15 to 41.

PG&E Corp. (PCG) and Edison International (EIX) option implied volatility on CA fires

PG&E Corp. (PCG) November call option implied volatility is at 129, December is at 85, January is at 70; compared to its 52-week range of 17 to 81. Call put ratio 1 call to 1 put.

Edison International (EIX) November call option implied volatility is at 100, December is at 53, January is at 45; compared to its 52-week range of 14 to 48. Call put ratio 1 call as to 4 puts.

Increasing unusual call option volume: NEE ZEN BKS NEE JEC ARNC

Increasing unusual put option volume: BKS JEC TSN DDS ROST EPC
Options with decreasing option implied volatility: VOD VKTX EPC AAP
Active options: AAPL GE BABA AMD AMZN NVDA TWTR BAC PBR FB HD TSLA MSFT M NFLX MU JNJ GS AAL BA