Mid-session IV Report November 23, 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: OSTK USO SCO BP UCO BP

Options with increasing volume: AMRN SNAP TGT ABX TSRO ANET

Energy option implied volatility elevated as WTI crude trades below $51

United States Oil Fund (USO) November weekly call option implied volatility is at 65, December is at 99; compared to its 52-week range of 17 to 53 as WTI crude oil prices fell to their lowest in a year. Call put ratio 1.7 calls to 1 put.

Proshares Ultra Dj-ubs Crude Oil (UCO) November weekly call option implied volatility is at 95, December is at 101; compared to its 52-week range of 33 to 105 as WTI crude oil prices fell to their lowest in a year, on course for their biggest one-month decline since late 2014. Call put ratio 1.8 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) November weekly call option implied volatility is at 31, December is at 30; compared to its 52-week range of 12 to 31.

United States Natural Gas (UNG) November weekly call option implied volatility is at 107, December is at 106; compared to its 52-week range of 21 to 112. Call put ratio 1 call to 1.9 puts.

iShares China Large-Cap (FXI) November weekly call option implied volatility is at 29, December is at 28; compared to its 52-week range of 16 to 33 ahead of next week’s G20 meeting in Buenos Aires, Argentina.

A10 Networks (ATEN) December call option implied volatility is at 81 compared to its 52-week range of 25 to 81 after Reuters report of exploring options, including a potential sale. Call put ratio 233 calls to 1 put with focus on December 7.5 calls.

Increasing unusual option volume: SCG RF BBL BIB EIX RF COL CHAU AUY SCCO LW USO
Increasing unusual call option volume: TIS AG RF COL TIS CHAU RF EQM APTI
Increasing unusual put option volume: SCG RF AUY EIX SCG USO RF
Popular stocks with increasing volume: ROKU RRC BP AUY EIX ET SCG USO RF
Options with decreasing option implied volatility: COL GLD AAPL TLT GME
Active options: AAPL FB AMD NVDA JD BAC GE AMZN NFLX MSFT ABX BABA TSLA MU AMRN SQ TWTR T SNAP TGT