Mid-session IV Report November 16, 2018

Mid-session IV Report November 16, 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: COST SHPG ACHC HYG XLNX PTI BUD XME
Options with increasing volume: VZ FCX WMT GRPN AMAT

Facebook (FB) November weekly call option implied volatility is at 35, December is at 34; compared to its 52-week range of 16 to 53 as shares sell off 4 a day after New York Times story. Call put ratio 1.1 call to 1 put with focus on November 140 calls and puts.

Urban Outfitters (URBN) November weekly call option implied volatility is at 78, December is at 54; compared to its 52-week range of 31 to 66 into the expected release of EPS after the bell on November 19. Call put ratio 1 call to 5.2 puts with focus on January 31 puts.

Kohls (KSS) November weekly call option implied volatility is at 75, December is at 50; compared to its 52-week range of 30 to 57 into the expected release of EPS before the bell on November 20.

Best Buy (BBY) November weekly call option implied volatility is at 85, December is at 50; compared to its 52-week range of 24 to 61 into the expected release of EPS before the bell on November 20.

Lowes (LOW) November weekly call option implied volatility is at 55, December is at 37; compared to its 52-week range of 17 to 42 into the expected release of EPS before the bell on November 20.

Gap (GPS) November weekly call option implied volatility is at 84, December is at 48; compared to its 52-week range of 28 to 56 into the expected release of EPS on November 20.

Target (TGT) November weekly call option implied volatility is at 54, December is at 33; compared to its 52-week range of 19 to 44 into the expected release of EPS before the bell on November 20. Call put ratio 3.3 calls to 1 put with focus on November weekly calls

Increasing unusual call option volume: GRPN V PCG EIX NDLS HSY PCG SGMS
Increasing unusual put option volume: BJ TRGP BWAA VWO DSW KEM EWW IRDM TRN NE DG STX KBH URBN
Options with decreasing option implied volatility: JWN AMAT NVDA PCG AMAT WSM CSCO
Active options: GE AAPL NVDA FB BAC AMD AMZN BABA TSLA NFLX MSFT JD AMAT INTC MU VZ PCG C FCX WMT