Mid-session IV Report November 8, 2018

Mid-session IV Report November 8, 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: ATVI DIS ZAYO FNSR CTL JD LVS URI FB DIS CTRP NVDA

Options with increasing volume: ROKU TLRY QCOM WYNN

Disney (DIS) November weekly call option implied volatility is at 65, November is at 32, December is at 23; compared to its 52-week range of 15 to 35 into expected release of EPS today after the bell. Call put ratio 1.9 calls to 1 put with focus on November weekly 115 calls.

Activision Blizzard (ATVI) November weekly call option implied volatility is at 95, November is at 62, December is at 44; compared to its 52-week range of 23 to 54 into expected release of EPS today. Call put ratio 1.8 calls to 1 put with focus on November weekly 65 calls.

Bank option implied volatility into The Federal Reserve rate policy decision

Citigroup (C) November weekly call option implied volatility is at 29, November is at 26, December is at 22; compared to its 52-week range of 16 to 33.
JPMorgan (JPM) November weekly call option implied volatility is at 24, November is at 21, December is at 20; compared to its 52-week range of 15 to 34. Call put ratio 2 calls to 1 put with focus on December 115 calls.
PNC Financial (PNC) November weekly call option implied volatility is at 25, November is at 23, December is at 20; compared to its 52-week range of 16 to 33.
Bank of America (BAC) November weekly call option implied volatility is at 28, November is at 26, December is at 23; compared to its 52-week range of 15 to 35. Call put ratio 2.8 calls to 1 put with focus on November weekly 29 calls.
Wells Fargo (WFC) November weekly call option implied volatility is at 27, November is at 23, December is at 19; compared to its 52-week range of 15 to 40.
Goldman Sachs (GS) November weekly call option implied volatility is at 27, November is at 24, December is at 21; compared to its 52-week range of 15 to 33.
Financial Select Sector SPDR ETF (XLF) November weekly call option implied volatility is at 24, November is at 21, December is at 17; compared to its 52-week range of 13 to 30 into Federal Reserve rate policy decision.

Online brokers IV into Federal Reserve rate policy decision

E-Trade (ETFC) November weekly call option implied volatility is at 37, November is at 32, December is at 29; compared to its 52-week range of 21 to 43. Call put ratio 3.8 calls to 1 put into FOMC rate decision.
TD Ameritrade (AMTD) November weekly call option implied volatility is at 28, November is at 26, December is at 22; compared to its 52-week range of 22 to 35.
Interactive Brokers (IBKR) November call option implied volatility is at 39, December is at 33; compared to its 52-week range of 22 to 44.
Charles Schwab (SCHW) November weekly call option implied volatility is at 33, November is at 29, December is at 27; compared to its 52-week range of 22 to 36.

Increasing unusual call option volume: DAN RHI GIII ARRS AYX CROX ELNK ZION
Increasing unusual put option volume: HLF ICHR CROX ZAYO LGND EWA PPG ETSY
Options with decreasing option implied volatility: AAOI FOSL SGMS MNST TRIP ROKU
Active options: AAPL AMZN FB BAC TSLA F SQ GE QCOM AMD NFLX BABA NVDA C ROKU CSCO MU TLRY JD WYNN