Mid-session IV Report November 21, 2018

Mid-session IV Report November 21, 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: VOD PACB TSRO OKTA BB ACN RHT ATHN

Options with increasing volume: ADSK M WDC FL DE FL WYNN GPS

Facebook (FB) November weekly call option implied volatility is at 31, December 39; compared to its 52-week range of 16 to 53. Call put ratio 1.9 calls to 1 put.

Retailers option implied volatility into the 2018 holiday season

Hanesbrand (HBI) 30-day implied volatility is at 39, compared to its 52-week range of 24 to 64
VF Corp (VFC) 30-day implied volatility is at 29, compared to its 52-week range of 16 to 38
Deckers (DECK) 30-day implied volatility is at 41, compared to its 52-week range of 28 to 53
Fossil (FOSL) 30-day implied volatility is at 81, compared to its 52-week range of 52 to 122
PVH (PVH) 30-day implied volatility is at 47, compared to its 52-week range of 19 to 44
Best Buy (BBY) 30-day implied volatility is at 42, compared to its 52-week range of 24 to 61
Target (TGT) 30-day implied volatility is at 33, compared to its 52-week range of 19 to 44
Nike (NKE) 30-day implied volatility is at 34, compared to its 52-week range of 17 to 35
Lululemon (LULU) 30-day implied volatility is at 61, compared to its 52-week range of 26 to 58
Tiffany (TIF) 30-day implied volatility is at 51, compared to its 52-week range of 16 to 51
J.C. Penney (JCP) 30-day implied volatility is at 79, compared to its 52-week range of 59 to 132
Kohl’s (KSS) 30-day implied volatility is at 47, compared to its 52-week range of 30 to 58
Nordstrom (JWN) 30-day implied volatility is at 38, compared to its 52-week range of 28 to 62
Dillards (DDS) 30-day implied volatility is at 51, compared to its 52-week range of 39 to 67
Lowe’s (LOW) 30-day implied volatility is at 35, compared to its 52-week range of 17 to 42
Home Depot (HD) 30-day implied volatility is at 29, compared to its 52-week range of 14 to 41
Kroger (KR) 30-day implied volatility is at 42, compared to its 52-week range of 22 to 48
The Buckle (BKE) 30-day implied volatility is at 59, compared to its 52-week range of 37 to 61
Dick’s Sporting (DKS) 30-day implied volatility is at 62, compared to its 52-week range of 31 to 67
Bed Bath & Beyond (BBBY) 30-day implied volatility is at 52, compared to its 52-week range of 32 to 73
Dollar General (DG) 30-day implied volatility is at 33, compared to its 52-week range of 20 to 41
Dollar Tree (DLTR) 30-day implied volatility is at 40, compared to its 52-week range of 19 to 40

Russell (RUT) up 6.77 to 1,475. Call put ratio 1 call to 1.1 puts with focus December 1550 and January 1590 calls. December 1430 and 1500 puts. January 1510 and January 1440 puts are active. November weekly 1475 straddle priced for a move of 2.9%. November weekly and December call option implied volatility is at 23; compared to its 52-week range of 11 to 28.

Increasing unusual call option volume: BI BZH K
Increasing unusual put option volume: BJ FL ON
Options with decreasing option implied volatility: IMGN VIPS DVMT GPS JWN ADSK BBY CPB
Active options: AAPL FB AMD NVDA AMZN MSFT NFLX JD GPS BABA GE MU BAC M SQ TSLA T ADSK WDC FL