Pre-Market IV Report August 1, 2018

Pre-Market IV Report August 1, 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: SIG HCLP ANF LULU DKS DVAX BBY CPB DVMT PANW TIF CIEN ULTA

Options expected to be active: AAPL TAP IQ HUM AN TSLA CHK P AKAM BIDU CPB S TMUS CAKE CBS

Campbell Soup (CPB) August call option implied volatility is at 29, August is at 28; compared to its 52-week range of 19 to 43 into Third Point stake news. Call put ratio 1 call to 1.5 puts.

Apple (AAPL) August weekly call option implied volatility is at 66, August is at 33; compared to its 52-week range of 16 to 34 as shares trade higher in premarket on EPS and outlook. Call put ratio 1 call to 1.04 puts.

Tesla (TSLA) August weekly call option implied volatility is at 115, August is at 70; compared to its 52-week range of 32 to 71 into the expected release of EPS today after the market close.

Straddle prices for stocks expected to report results this week

Activision (ATVI) August weekly 73.50 straddle priced for move of 5.5% into the expected release of EPS after the close on August 2
Callaway (ELY) August 19 straddle priced for move of 7.5% into the expected release of EPS on August 2
CBS (CBS) August weekly 52.50 straddle priced for move of 4.8% into the expected release of EPS after the close on August 2
Cigna (CI) August weekly 180 straddle priced for move of 2.9% into the expected release of EPS on August 2
Clorox (CLX) August weekly 135 straddle priced for move of 2.9% into the expected release of EPS before the open on August 2
EL Pollo (LOCO) August 12 straddle priced for move of 10% into the expected release of EPS on August 2
Flour (FLR) August weekly 51 straddle priced for move of 6.5% into the expected release of EPS after the close on August 2
GoDaddy (GDDY) August 72.50 straddle priced for move of 8.5% into the expected release of EPS after the close on August 2
GoPro (GPRO) August weekly 6 straddle priced for move of 13% into the expected release of EPS after the close on August 2
Kellogg (K) August 70 straddle priced for move of 5.3% into the expected release of EPS before the open on August 2
MGM Resorts (MGM) August weekly 31 straddle priced for move of 6% into the expected release of EPS before the open on August 2
Noble (NE) August weekly 6 straddle priced for move of 5.6% into the expected release of EPS after the close on August 2
Shake Shack (SHAK) August weekly 62 straddle priced for move of 11% into the expected release of EPS on August 2
Teva (TEVA) August weekly 24 straddle priced for move of 7.5% into the expected release of EPS on August 2
YRCW World (YRCW) August weekly 10 straddle priced for move of 15% into the expected release of EPS on August 2
YUM! Brands (YUM) August weekly 79 straddle priced for move of 4.4% into the expected release of EPS before the open on August 2
Cboe Global (CBOE) August weekly 97 straddle priced for move of 3.9% into the expected release of EPS before the open on August 3
Kraft Heinz (KHC) August 60 straddle priced for move of 5.8% into the expected release of EPS before the open on August 3
Petroleo Brasileiro (PBR) August weekly 12 straddle priced for move of 5.8% into the expected release of EPS before the open on August 3
Revlon (REV) August 15 straddle priced for move of 12% into the expected release of EPS before the open on August 3
Rockwell Collins (COL) August 138 straddle priced for move of 6.4% into the expected release of EPS before the open on August 3

Increasing unusual option volume: MRNS GDS MB CRTO PGNX QEP VRNS
Increasing unusual call option volume: MRNS MB GDS HBI WETF
Increasing unusual put option volume: CRTO GDS TDOS PGNX QEP ZTS
Popular stocks with increasing unusual option volume: QCOM PFE PBR
Options with decreasing option implied volatility: PGNX SVU NXPI IRBT UA UAA TPX BIIB KEM TWTR DECK GRUB FLSR
Cboe Bitcoin July futures down 80 to 7630