Mid-session IV Report November 29, 2018

Mid-session IV Report November 29, 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: DB TWTR LL DIS HYG XLF TWTR JNK QCOM GLW MCD

Options with increasing volume: DB ANF CRM TWTR BBBY LL DPZ AEO MT WSM

Twitter (TWTR) November weekly call option implied volatility is at 78, December is at 55; compared to its 52-week range of 33 to 92 as shares pull back 6%.

National Beverage (FIZZ) December call option implied volatility is at 45, January is at 40; compared to its 52-week range of 31 to 61. Call put ratio 3.6 calls to 1 put with focus on April 107 calls as shares sell off 4% on negative analyst remarks.

Option implied volatility elevated into G20 and OPEC as WTI oil trades above $51

SPDR S&P Oil and Gas Exploration and Production ETF (XOP) November weekly call option implied volatility is at 45, December is at 44; compared to its 52-week range of 23 to 47 into G20 and OPEC meetings.

ProShares Ultra DJ-UBS Crude Oil (UCO) November weekly call option implied volatility is at 118, December is at 98; compared to its 52-week range of 33 to 118.

Energy Select Sector SPDR ETF (XLE) November weekly call option implied volatility is at 31, December is at 28; compared to its 52-week range of 12 to 31.

United States Oil Fund (USO) November weekly call option implied volatility is at 61, December is at 55; compared to its 52-week range of 17 to 62.

Market Vectors Oil Services Etf (OIH) November weekly call option implied volatility is at 40, December is at 41; compared to its 52-week range of 22 to 43.

Noble Energy (NBL) November weekly call option implied volatility is at 43, December 40; compared to its 52-week range of 28 to 68. February calls active as oil at low end of range.

Halliburton (HAL) November weekly call option implied volatility is at 42, December 38; compared to its 52-week range of 21 to 42. Call put ratio 1 call to 4.6 puts.

Schlumberger Ltd. (SLB) November weekly call option implied volatility is at 38, December 34; compared to its 52-week range of 19 to 37. Call put ratio 4 call to 1 put with focus on December 47 calls.

Marathon Oil (MRO) November weekly call option implied volatility is at 55, December is at 51; compared to its 52-week range of 31 to 57 into hosting an investor day on December 4. Call put ratio 3 calls to 1 put.

Increasing unusual option volume: TRCO IQV RES AJRD FRO ANF YETI SHPG TECD DPZ BBL AEO
Increasing unusual call option volume: TWTR CVS IQV RES TRCO FRO BKLN MELI DPZ
Increasing unusual put option volume: URBN ANF AEO UNFI MXIM LL JCP EXPR DB GLNG RRGB DPZ WSM
Popular stocks with increasing volume: MSFT JCP ANF
Options with decreasing option implied volatility: DLTR ANF BOX EXPR VEEV UUP I CVNA FCAU HTZ
Active options: AAPL FB TWTR AMD BABA BAC MSFT AMZN NFLX C NVDA GE T TSLA MU JCP DB ANF CRM SQ