Mid-Session IV Report January 18, 2017

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: JUNO NFLX PSO HIG M TGT FOSL TRIP NTAP TSEM DE CSCO GIMO ZTS PSO

Options with increasing volume: HPT BUFF HCP ZEN MCO MAN ASML JAZZ DLTR GPC ADTN FTI HIG GIMO ZTS HIG JUNO OB

Hartford Financial (HIG) and Juno Therapeutics (JUNO) options active on renewed merger speculation.

Netflix (NFLX) January 132.50 straddle priced for movement of 9.8% into Q4

Volatility for companies reporting financial results this week

Alaska Air (ALK) call put ratio 1.33 calls to 1 put into Q4

Alaska Air (ALK) January call option implied volatility is at 40. February is at 33; compared to its 52-week range of 24 to 46 into the expected release of Q4 results on January 19.

American Express (AXP) January volatility elevated at 58 into Q4 and outlook

American Express (AXP) January call option implied volatility is at 58. February is at 25; compared to its 52-week range of 16 to 33 into the expected release of Q4 results on January 19.

BB& T (BBT) call put ratio 1 call to 1 put into Q4

BB& T (BBT) January call option implied volatility is at 34, February is at 21; compared to its 52-week range of 17 to 38 into the expected release of Q4 results on January 19.

Check Point Software (CHKP) call put ratio 1.95 calls to 1 put into Q4

Check Point Software (CHKP) January call option implied volatility is at 67, February is at 26; compared to its 52-week range of 18 to 40 into the expected release of Q4 results on January 19.

JB Hunt (JBHT) call put ratio 1 call to 5 puts into Q4 and outlook

JB Hunt (JBHT) January call option implied volatility is at 61. February is at 26; compared to its 52-week range of 18 to 34 into the expected release of Q4 results on January 19.

KeyCorp (KEY) call put ratio 2 calls to 1 put into Q4 and outlook

KeyCorp (KEY) January call option implied volatility is at 61. February is at 26; compared to its 52-week range of 18 to 34 into the expected release of Q4 results on January 19.

Skyworks Solutions (SWKS) call put ratio 2 calls to 1 put into Q1 and outlook

Skyworks Solutions (SWKS) January call option implied volatility is at 88, February is at 40; compared to its 52-week range of 28 to 57 into the expected release of Q1 results on January 19.

Union Pacific (UNP) call put ratio 1.5 calls to 1 put into Q1 and outlook

Union Pacific (UNP) January call option implied volatility is at 59. February is at 26; compared to its 52-week range of 18 to 34 into the expected release of Q4 results on January 19.

Most active options: BAC AAPL FB C NFLX BABA GS AMD MSFT VALE NVDA JPM TSLA CRM AMZN X M MU M DLTR

Options with active calls: HPT BUFF HCP ZEN MCO MAN ASML JAZZ ZTS DLTR ADTN GPC JUNO HIG

Options with active puts: NBIX RDSA DXCM GIMO TGP SQ VFC XAU MDXO AMTD K ZTS SHAK