Mid-Session IV Report January 12, 2018 | Investitute

Mid-Session IV Report January 12, 2018

Mid Session Iv Report

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: FB AFL SFM YELP FEYE TGT JWN TGT YELP

Options with increasing volume: FEYE YELP BIDU AFL JWN KSS M MSI TTWO TWTR SFM KMI

Auto stocks into North American International Auto Show

General Motors Co. (GM) January call option implied volatility is at 28, February is at 27; compared to its 52-week range of 17 to 30. Call put ratio 5.2 calls to 1 put.

Toyota Motor Corp. (TM) January call option implied volatility is at 15, February is at 16; compared to its 52-week range of 12 to 22.

Tesla (TSLA) January call option implied volatility is at 32, February is at 36; compared to its 52-week range of 31 to 53.

Ford (F) January call option implied volatility is at 22, February is at 23; compared to its 52-week range of 15 to 28. Call put ratio 3.5 calls to 1 put.

Honda Motor Co (HMC) January call option implied volatility is at 16, February is at 19; compared to its 52-week range of 13 to 26.

Fiat Chrysler (FCAU) January call option implied volatility is at 42, February is at 43; compared to its 52-week range of 27 to 53. Call put ratio 2.55 calls to 1 put.

Ferrari (RACE) January call option implied volatility is at 19, February is at 23; compared to its 52-week range of 20 to 33 as shares near record high into NAIAS Detroit 2018

Tata Motors (TTM) January call option implied volatility is at 21, February is at 29; compared to its 52-week range of 21 to 39.

UnitedHealth Group (UNH) January call option implied volatility is at 30, February is at 21; compared to its 52-week range of 13 to 23 into the expected release of Q4 results on January 16.

Citigroup (C) January call option implied volatility is at 26, February is at 20; compared to its 52-week range of 17 to 26 into the expected release of Q4 results on January 16.

Kinder Morgan (KMI) January call option implied volatility is at 35, February is at 26; compared to its 52-week range of 17 to 29 into the expected release of Q4 results on January 16.

Schwab (SCHW) January call option implied volatility is at 27, February is at 24; compared to its 52-week range of 20 to 32 into the expected release of Q4 results on January 16. Call put ratio 3.5 calls to 1 put into Q4

Increasing unusual call option volume: PNC DAR ZEN PRTY GPK CNC SFM XLU THC SFUN KODK RAD
Increasing unusual put option volume: AFL PRTY ESPR RENN DLR TIVO ERIC KODK GOOS UUP
Options with decreasing implied volatility: INFY BLK WFC PNC JPM GME WFC JPM DVAX BAC KODK QCOM