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VIX up 5% as Midterm Elections Loom

Nov 05, 2018

Options Market Commentary

Stocks are showing strong divergence today as the tech sector is getting hit rather hard while financials, energy, utilities, and staples outperform. Currently, the S&P is +.24%, the Russell is -.47%, and the Nasdaq is -.94% on particular weakness in FAANG names. Energy is higher as natural gas rises 7% on new Iran sanctions. WTI Crude is +.3%. Energy stocks are in the green with XOP +1.6% and XLE +1.2%. Financials are +1.3%, Utilities are +1.7%, and Consumer Staples are +1.4%. Bonds are higher with TLT +.6%. Gold is modestly lower though the miner ETF GDX is -1.2%. Volatilities are generally higher with the VIX +5% to 20.45, RVX +4% to 24.84, and VXN +5% to 27.90.

 

ETF 30D Volatility Changes

SPY:        -1%

IWM:       unch

QQQ:      +5%

 

 

Directional Options Strategies

Bullish Option Strategies

DIS Buyer 5,000 Nov 9th 115 call options (Earnings 11/8, ref. 115.50)

COTY Buyer 7,000 Nov 9th 12 – 13 call options spreads (Earnings 11/7, ref. 10.97)

CHK 7,700 Nov 9th 4 call options trade (ref. 3.81)

GE Buyer 10,000 Nov 9.5 – 11 call options spreads (ref. 9.35)

 

Bearish Option Strategies

HIIQ Buyer 2,500 Nov 40 put options (ref. 42.29)

MSFT Buyer 13,924 Dec 14th 100 put options (ref. 106.47)

FLO Buyer 5,000 Nov 20 put options (Earnings 11/7, ref. 18.98)

 

Macro Options Strategies

Bullish Option Strategies

XLF Buyer 5,000 Nov 9th 27.5 call options (ref. 26.73)

XLU Buyer 18,731 Mar 55 call options (ref. 53.67)

FXI Buyer 20,400 Jan 43 – 47 call option spreads (ref. 41.02)

VXX Buyer 17,000 Nov 9th 35 – 34 1x1.5 put options spreads (ref. 36.55)

 

Bearish Option Strategies

XAU Buyer 10,000 Nov 65 put options (ref. 69.60)

XLV Buyer 10,774 Nov 89 put options (ref. 89.80)

XLI Buyer 5,000 Nov 67.5 put options (ref. 71.06)

XLK Buyer 9,000 Nov 25.5 put options (ref. 26.67)

FEZ Buyer 13,800 Dec 36 put options (ref. 35.68)

EFA Buyer 10,000 Jun 55 put options (ref. 63.19)

 

 

Finance Trades Options Strategies

MS 10,000 Dec 45 RevCons trade (ref. 46.12)

 

 

 

Upcoming Earnings

 

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Underlying Earnings Date Imp Move Historical Move Cheap vs Expensive Quantamize Rating Average Daily Vega
ACHC 11/5/2018 12.2 9.0 35.8% C 5,927
BHF 11/5/2018 6.9 2.7 157.5% F 4,702
BKNG 11/5/2018 6.4 6.7 -5.5% B 888,646
CAR 11/5/2018 10.9 11.9 -8.1% B 7,656
CRZO 11/5/2018 8.4 8.4 -0.3% F 3,149
FMC 11/5/2018 5.4 4.6 17.9% C 5,113
IFF 11/5/2018 5.3 4.0 32.2% C 7,819
MAR 11/5/2018 3.5 2.3 50.8% C 58,064
MOS 11/5/2018 5.0 5.0 1.9% C 15,935
MYL 11/5/2018 7.1 2.8 152.6% D 17,132
NBIX 11/5/2018 8.7 7.1 21.5% D 8,850
OAS 11/5/2018 7.8 4.3 82.7% D  
OXY 11/5/2018 4.4 3.0 46.4% B 43,301
PDCE 11/5/2018 19.6 3.4 482.0% F 3,719
RNG 11/5/2018 10.3 5.1 102.1% D 7,881
SBAC 11/5/2018 2.6 2.4 7.0% C 9,195
THC 11/5/2018 12.6 12.4 2.1% F 15,866
AAXN 11/6/2018 12.0 12.7 -5.9% D 7,320
ABC 11/6/2018 4.7 4.1 14.7% C 4,583
ACAD 11/6/2018 14.8 9.4 58.1% D 5,630
ADM 11/6/2018 4.1 3.4 21.5% B 16,688
AIZ 11/6/2018 5.1 2.7 88.3% C 2,729
APD 11/6/2018 3.5 2.4 46.6% C 9,725
ASH 11/6/2018 5.7 3.3 75.2% C 5,454
BDX 11/6/2018 4.2 2.3 84.9% C 42,223
BR 11/6/2018 4.3 4.0 8.2% B 2,778
COHR 11/6/2018 9.0 12.7 -28.9% C 10,833
COL 11/6/2018 4.9 1.9 159.6% A 89,242
CPE 11/6/2018 7.6 4.0 89.4% D 2,536
CVS 11/6/2018 4.6 3.7 23.4% C 129,685
CWH 11/6/2018 9.0 9.0 -0.5% D 2,880
DAR 11/6/2018 6.5 5.0 29.8% C 2,487
DATA 11/6/2018 10.6 9.2 15.9% F 11,493
DK 11/6/2018 7.6 3.6 111.4% D 2,675
DVN 11/6/2018 6.1 5.1 19.8% F 33,952
DXC 11/6/2018 7.1 6.5 9.8% A 91,375
DXCM 11/6/2018 12.4 11.2 10.8% F 11,758
EMR 11/6/2018 3.8 2.6 45.2% C 26,619
ETM 11/6/2018 15.3 8.7 75.3% F  
ETSY 11/6/2018 15.1 8.5 78.0% D 7,374
EXPD 11/6/2018 6.7 5.2 27.2% B 7,189
FANG 11/6/2018 3.8 2.4 61.8% D 72,113
GDDY 11/6/2018 6.9 4.6 47.7% B 4,928
GLUU 11/6/2018 7.3 6.9 4.7% F  
HEAR 11/6/2018 21.4 1.6 1252.4% C 5,194
HSIC 11/6/2018 5.6 4.8 18.7% C 4,114
INGN 11/6/2018 12.9 10.3 25.0% B 4,255
IONS 11/6/2018 4.8 5.0 -2.8% D 7,897
LGIH 11/6/2018 11.2 7.4 50.7% D 3,681
LLY 11/6/2018 3.0 2.8 5.1% C 79,820
MED 11/6/2018 15.0 15.3 -1.5% A 3,475
MLM 11/6/2018 6.3 4.8 32.8% C 31,471
MTCH 11/6/2018 12.8 8.2 56.1% C 16,023
MYGN 11/6/2018 11.2 11.5 -2.2% D 3,406
NEWR 11/6/2018 8.6 5.4 60.9% F 4,593
PAA 11/6/2018 4.8 5.9 -18.2% D 3,157
PLNT 11/6/2018 8.7 7.6 14.8% D 2,542
PXD 11/6/2018 5.2 3.6 43.8% D 70,895
PZZA 11/6/2018 7.3 5.4 35.9% F 15,558
REGN 11/6/2018 5.6 3.6 56.2% B 118,892
RL 11/6/2018 7.0 6.5 8.5% B 19,039
SUPN 11/6/2018 6.5 5.5 18.0% B 3,021
TDG 11/6/2018 3.1 4.2 -25.6% B 12,695
TWLO 11/6/2018 15.3 14.1 8.4% D 81,575
XEC 11/6/2018 6.2 3.9 58.0% D 5,926
Z 11/6/2018 13.0 6.6 95.8% C 38,354
ZBRA 11/6/2018 8.5 10.5 -18.6% C 4,330
AAOI 11/7/2018 22.3 16.2 38.1% D 5,163
ALB 11/7/2018 6.7 5.4 23.0% D 53,209
ALNY 11/7/2018 7.0 5.1 37.7% F 11,582
ANSS 11/7/2018 5.9 3.7 58.1% C 2,783
AYX 11/7/2018 13.7 12.7 7.7% F 2,904
COTY 11/7/2018 10.3 9.7 6.4% F 1,734
DISH 11/7/2018 9.0 5.9 51.1% C 56,631
DVA 11/7/2018 11.8 4.8 144.3% D 21,775
FLS 11/7/2018 8.7 6.2 39.2% F 4,249
FOSL 11/7/2018 19.6 25.0 -21.7% D 4,751
FOXA 11/7/2018 5.5 2.0 168.0% A 86,137
GRPN 11/7/2018 14.8 10.3 44.3% D  
HOLX 11/7/2018 6.6 4.5 47.0% B 3,171
HUBS 11/7/2018 8.9 4.3 106.6% D 5,398
HUM 11/7/2018 3.3 2.5 36.1% A 42,976
IAC 11/7/2018 8.9 5.5 60.5% C 19,309
IMMU 11/7/2018 7.7 6.4 21.1% C 9,615
KDP 11/7/2018 5.9 0.8 641.1% F 3,998
MCHP 11/7/2018 6.5 5.6 17.2% C 12,527
MNST 11/7/2018 6.6 5.8 13.6% B 6,104
MRO 11/7/2018 4.9 3.7 33.5% F 25,057
MUR 11/7/2018 4.6 3.7 23.9% C 3,598
NKTR 11/7/2018 11.3 8.8 27.2% D 12,302
NWSA 11/7/2018 5.9 6.0 -2.2% F 11,415
OSTK 11/7/2018 15.0 9.9 52.3% D 15,758
PRU 11/7/2018 3.6 3.2 12.1% C 20,406
PTLA 11/7/2018 12.6 10.3 22.6% F 3,186
QCOM 11/7/2018 6.1 3.4 79.5% C 268,092
CMTL 12/5/2018 12.2 12.5 -2.1% A 3,115
QEP 11/7/2018 8.2 7.3 12.1% F  
ROK 11/7/2018 5.9 3.5 68.2% C 20,992
ROKU 11/7/2018 15.4 18.1 -15.0% F 70,977
SBGI 11/7/2018 4.7 4.8 -1.9% C 4,093
SMG 11/7/2018 6.5 4.6 41.5% C 3,894
SO 11/7/2018 2.5 1.7 47.3% B 21,976
SQ 11/7/2018 10.0 5.7 73.4% F 476,126
SRE 11/7/2018 1.9 1.2 54.4% A 24,712
TRIP