Mid-session IV Report November 2, 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: ATHN ETM SYF TAP GRMN ALB RCL XOG SYF XOG GE HEAR

Options with increasing volume: NWL SYF X SQ QCOM XLF

FANG option implied volatility pulls back

Facebook (FB) November weekly (9) call option implied volatility is at 38, November is at 34, December is at 31; compared to its 52-week range of 15 to 53. Call put ratio 1.3 calls to 1 put with focus November 150 calls and puts.

Apple (AAPL) November weekly (9) call option implied volatility is at 38, November is at 32, December is at 28; compared to its 52-week range of 16 to 41. Call put ratio 1.2 calls to 1 put with focus December 215 calls.

Netflix (NFLX) November weekly (9) call option implied volatility is at 55, November is at 53, December is at 45; compared to its 52-week range of 23 to 65. Call put ratio 1 call to 1 put with focus November 315 calls and puts.

Amazon (AMZN) call option implied volatility is at 42, November is at 41, December is at 37; compared to its 52-week range of 18 to 51. Call put ratio 1.2 calls to 1 put with focus November weekly 1665 calls and puts.

Alphabet (GOOG) call option implied volatility is at 34, November is at 31, December is at 28; compared to its 52-week range of 14 to 41. Call put ratio 1.4 calls to 1 put with focus on November weekly 1065 calls and puts.

PG&E (PCG) November weekly call option implied volatility is at 45, November is at 40; compared to its 52-week range of 18 to 65 into expected release of EPS before the open on November 5.

SeaWorld (SEAS) November weekly call option implied volatility is at 101, November is at 86; compared to its 52-week range of 34 to 79 into expected release of EPS before the open on November 5. Call put ratio 3.4 calls to 1 put.

Sysco (SYY) November weekly call option implied volatility is at 39, November is at 33; compared to its 52-week range of 14 to 27 into expected release of EPS before the open on November 5.

Increasing unusual call option volume: PACB SYF DHT ETM ESIO ETM PBYI PCRX NWL
Increasing unusual put option volume: AXL THS EWH MDRX SYF VRSN WU
Options with decreasing option implied volatility: ESPR NWL ARRY TXMD
Active options: AAPL GE AMD BABA BAC FB AMZN MU SBUX NFLX TSLA NWL SNAP MSFT C SYF JD NVDA X SQ