Mid-session IV Report November 15, 2018

Mid-session IV Report November 15, 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: UNG CPG AMAT EWZ NVDA AMAT JWN VIAB COL WSM

Options with increasing volume: AUY F VIPS M BKLN ZION

Apple (AAPL) call put ratio 1.6 calls to 1 put with focus on November 190 calls and November 185 puts. November call option implied volatility is at 47, November is at 30, January is at 31; compared to its 52-week range of 16 to 42.

NVIDIA (NVDA) up $1.77 to $199.33. Call put ratio 1.4 calls to 1 put with focus on November 200 calls and puts. November call option implied volatility is at 225, December is at 67; compared to its 52-week range of 25 to 86 into the expected release of EPS today after the bell. November 200 straddle priced for a move of 10%.

Nordstrom (JWN) down $1.30 to $59.75. Call put ratio 1 call to 7.5 puts with focus on November 60 puts. November call option implied volatility is at 181, December is at 50; compared to its 52-week range of 28 to 62 into the expected release of EPS today after the close. November 59.50 straddle priced for a move of 8%.

Applied Material (AMAT) November call option implied volatility is at 145, December is at 53; compared to its 52-week range of 24 to 58 into the expected release of EPS today after the bell.

Viacom (VIAB) November call option implied volatility is at 124, December is at 45; compared to its 52-week range of 22 to 98 into the expected release of EPS before the open on November 16. Call put ratio 3 calls to 1 put with focus on December 35 calls.

AB InBev SA (BUD) November call option implied volatility is at 77, December is at 31; compared to its 52-week range of 14 to 33 as shares trend lower. Call put ratio is 1.2 calls to 1 put with focus on November 66 calls and puts.

Ford (F) November call option implied volatility is at 45, December is at 39; compared to its 52-week range of 15 to 46. Call put ratio 1.4 calls to 1 put with focus on November 9 calls and puts.

Facebook (FB) call option implied volatility is at 50, December is at 38; compared to its 52-week range of 16 to 53 as shares sell off 1.8% after New York Times story.

Increasing unusual call option volume: AGIO AVB VIPS CPE ZION VTR Z SEE DDS XPO
Increasing unusual put option volume: BKLN AUY CPE DOV ZION MDR
Options with decreasing option implied volatility: GOOS M TLRY LIN CGC USO
Active options: AAPL GE M AMZN BABA CSCO FB AMD WMT AUY MSFT NFLX BAC ATVI MU TSLA F JPM VIPS NVDA