Pre-Market IV Report August 15, 2018

Pre-Market IV Report August 15, 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: JCP HYG LOW KSS WMT

Options expected to be active: CSCO M AMAT DE SHLD

PowerShares QQQ Trust (QQQ) call put ratio 1 call to 2.8 puts. August and September call option implied volatility is at 14; compared to its 52-week range of 11 to 31.

Cisco (CSCO) August call option implied volatility is at 61, September is at 24; compared to its 52-week range of 14 to 38 into the expected release of EPS today after the close. Call put ratio 2.2 calls to 1 put.

NetApp (NTAP) August call option implied volatility is at 96, September is at 36; compared to its 52-week range of 19 to 49 into the expected release of EPS today after the close on August 15. Call put ratio 1 call to 1.1 puts.

Applied Materials (AMAT) August call option implied volatility is at 67, September is at 32; compared to its 52-week range of 25 to 58 into the expected release of EPS after the close on August 16.

Nordstrom (JWN) August call option implied volatility is at 100, September is at 38; compared to its 52-week range of 29 to 62 into the expected release of EPS after the close on August 16. Call put ratio 2.1 calls to 1 put.

NVIDIA (NVDA) August call option implied volatility is at 81, September is at 35; compared to its 52-week range of 25 to 61 into the expected release of EPS after the close on August 16. Call put ratio 1.5 calls to 1 put.

Walmart (WMT) August call option implied volatility is at 54, September is at 21; compared to its 52-week range of 14 to 38 into the expected release of EPS before the open on August 16. Call put ratio 5 calls to 1 put.

Deere (DE) August call option implied volatility is at 67, September is at 29; compared to its 52-week range of 15 to 42 into the expected release of EPS before the open on August 17. Call put ratio 2.3 calls to 1 put.

iShares MSCI Turkey ETF (TUR) August call option implied volatility is at 101, September is a 67; compared to its 52-week range of 21 to 79. Call put ratio 1 call to 1.1 puts.

Turkcell Iletisim Hizmetleri A.s. (TKC) August call option implied volatility is at 78, September is at 80; compared to its 52-week range of 15 to 149. Call put ratio 8.5 call to 1 puts.

Straddle prices for stocks expected to report results this week
J.C. Penny (JCP) August 2.50 straddle priced for move of 15% into the expected release of EPS before the open on August 16
Nordstrom (JWN) August 55 straddle priced for move of 8% into the expected release of EPS after the close on August 16
JD (JD) August 34 straddle priced for move of 6.2% into the expected release of EPS after the close on August 16
NVIDIA (NVDA) August 260 straddle priced for move of 6% into the expected release of EPS after the close on August 16

Increasing unusual option volume: HUN CHS FIS BBVA EWU EWT WYND
Increasing unusual call option volume: HUN CHS FIS NLSN TUR EWZ BABA DBD SWN FOXA
Increasing unusual put option volume: CHS HUN EMES MEET KWEB CLMT EWT VIAV CREE FII
Popular stocks with increasing unusual option volume: HD SNAP GE M
Options with decreasing option implied volatility: TWTR YELP FB TTD
Cboe Bitcoin August futures up 352 to 6425