Mid-session IV Report November 30, 2018

Mid-session IV Report November 30, 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: PACB PTI BBD ARNC DB LVS KKR NLS SWK RIG IQ SPY TWTR IBM LL V DSW

Options with increasing volume: PFE GS ACHC WDAY BKD SLB VMW MT LOGM

Crude Oil Index and ETF’s option implied volatility elevated into OPEC

ProShares Ultra DJ-UBS Crude Oil (UCO) November weekly call option implied volatility is at 130, December weekly is at 120, December is at 95; compared to its 52-week range of 33 to 118 into G20 and OPEC meetings. Call put ratio 5.6 calls to 1 put.

SPDR S&P Oil and Gas Exploration and Production ETF (XOP) December weekly call option implied volatility is at 56, December is at 44; compared to its 52-week range of 23 to 47.

Energy Select Sector SPDR ETF (XLE) December weekly call option implied volatility is at 34, December is at 29; compared to its 52-week range of 12 to 31.

United States Oil Fund (USO) December weekly call option implied volatility is at 69, December is at 60; compared to its 52-week range of 17 to 62.

Market Vectors Oil Services Etf (OIH) December weekly call option implied volatility is at 50, December is at 42; compared to its 52-week range of 22 to 43.

Ishares Russell 2000 Etf (RUT) December weekly call option implied volatility is at 25, December is at 22; compared to its 52-week range of 12 to 27. Call put ratio 1 call to 1.7 puts with focus December weekly 1500 and 1525 puts.

Marriott (MAR) call put ratio 1 call to 7 puts with focus on November weekly 114 and 115 puts as shares sell off 5% on data breach. December weekly call option implied volatility is at 34, December is at 30; compared to its 52-week range of 18 to 40.

Western Digital (WDC) December weekly call option implied volatility is at 87, December is at 65; compared to its 52-week range of 24 to 65 into a company hosted investor day on December 4.

LogMeIn (LOGM) December option implied volatility is at 38, January is at 31; compared to its 52-week range of 24 to 65. Call put ratio is 8.9 calls to 1 put with focus on December 90 and 100 calls as shares rally 2.7%.

Increasing unusual call option volume: PTEN ACHC LOGM DHT ADM RIO CTXS LH MT LOGM TJX
Increasing unusual put option volume: CNQ SIVB AZN AXTA VMW PACB VLY RLGY MAR
Popular stocks with increasing volume: MAR AMA SPLK TJX VMW
Options with decreasing option implied volatility: DLTR ANF BOX RSX EXPR CHS ALKS
Active options: GE AAPL FB AMD AMZN NVDA T TSLA NFLX MSFT BABA TWTR PFE GS ACHC MU BAC WDAY BKD SLB