Mid-Session IV Report December 15, 2016

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 implied volatility: MDLZ YHOO NLY NAV NWBC

Yahoo! (YHOO) December put volume and volatility increases on report of Verizon (VZ) weighing end of Yahoo deal over hacking liability

Yahoo! (YHOO) December 38.50 and 39.50 puts are active on 11K puts (7K calls) on Verizon (VZ) weighing end of Yahoo deal over hacking liability, Bloomberg says. December call option implied volatility is at 38, December is at 37, January is at 29; compared to its 52-week range of 18 to 54.

Disney (DIS) calls active into Rogue One release

Disney December call option implied volatility is at 22, December weekly is at 17, January is at 16; compared to its 52-week range of 12 to 41

Theater stock option implied volatility is mixed into holiday season and Rogue One release.

IMAX Corp. (IMAX) December call option implied volatility is at 41, January is at 31; compared to its 52-week range of 28 to 59.

AMC Entertainment (AMC) December call option implied volatility is at 32, January is at 28; compared to its 52-week range of 25 to 58.

Regal Entertainment Group (RGC) December call option implied volatility is at 36, January is at 28; compared to its 52-week range of 21 to 41.

Cinemark Holdings (NYSE: CNK) December call option implied volatility is at 30, January is at 21; compared to its 52-week range of 21 to 49.

Options with increasing volume: TIP TAHO XAU AES SAGE AWK HOLX PIR TWI AES TAHO EQR HST PVG GPOR PVH

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