Mid-session IV Report November 20, 2018

Mid-session IV Report November 20, 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: UNP CSX USO ESV BSX FDX COST

Options with increasing volume: RIG BKLN HRL EGHT DB DHR

Large Tech volume and IV up. Are you long or short delta’s? Long or short gamma?

Apple (AAPL) November weekly call option implied volatility is at 40, December 37; compared to its 52-week range of 16 to 41. Call put ratio 1.4 calls to 1 put.

Amazon (AMZN) November weekly call option implied volatility is at 51, December 44; compared to its 52-week range of 18 to 51. Call put ratio 1.6 calls to 1 put.

Alphabet (GOOGL) November weekly call option implied volatility is at 34, December 33; compared to its 52-week range of 14 to 41. Call put ratio 1 call to 1 put.

Facebook (FB) November weekly call option implied volatility is at 43, December 42; compared to its 52-week range of 16 to 53. Call put ratio 1.4 calls to 1 put.

Salesforce (CRM) November weekly call option implied volatility is at 53, December 55; compared to its 52-week range of 17 to 55 .Call put ratio 1.1 calls to 1 put.

Netflix (NFLX) November weekly call option implied volatility is at 65, December 56; compared to its 52-week range of 22 to 66 .Call put ratio 1.3 calls to 1 put.

NVIDIA (NVDA) November weekly call option implied volatility is at 76, December 66; compared to its 52-week range of 25 to 86. Call put ratio 1.5 calls to 1 put.

Amazon (AMZN) November weekly call option implied volatility is at 51, December 45; compared to its 52-week range of 17 to 51. Call put ratio 1.6 calls to 1 put.

United States Oil Fund (USO) November weekly call option implied volatility is at 48, December is at 49; compared to its 52-week range of 17 to 51 on wide oil price movement. Call put ratio 1 call to 1.6 puts.

Increasing unusual call option volume: FGEN BERY ASUR OKTA CVE EWU SQM
Increasing unusual put option volume: JEC IYT WPG BKLN MDCO HRL ABB IVV NOK RF
Options with decreasing option implied volatility: HRL BBY URBN MDT LOW LB TGT KSS ADI CPB PDD
Active options: AAPL BAC FB NVDA GE AMD MU AMZN MSFT TSLA NFLX SQ JD BABA C T AMAT RIG TWTR INTC