Pre-Market IV Report August 16, 2018

Pre-Market IV Report August 16, 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: VIX UVXY JNUG JDST DUST JWN JCP CSCO YPF TLRD KR KSS RIG SVXY FAZ NXPI DE CSCO NVDA

Options expected to be active: JD BABA CSCO NTAP AMAT DE

iShares China Large-Cap (FXI) August call option implied volatility is at 31, September is at 24; compared to its 52-week range of 15 to 33 as shares trend lower.

Alibaba (BABA) August call option implied volatility is at 51, September is at 41; compared to its 52-week range of 24 to 44.

JD.com (JD) August call option implied volatility is at 122, September is at 43; compared to its 52-week range of 26 to 60 into shares trading lower in premarket on EPS, revenues.

Applied Materials (AMAT) August call option implied volatility is at 90, September is at 34; compared to its 52-week range of 25 to 58 into the expected release of EPS today after the close.

Nordstrom (JWN) August call option implied volatility is at 120, September is at 40; compared to its 52-week range of 29 to 62 into the expected release of EPS today after the close. Call put ratio 1 call to 1 put.

NVIDIA (NVDA) August call option implied volatility is at 104, September is at 35; compared to its 52-week range of 25 to 61 into the expected release of EPS today after the close on August 16. Call put ratio 1.5 calls to 1 put.

Tesla (TSLA) August call option implied volatility is at 50, September is at 51; compared to its 52-week range of 32 to 71. Call put ratio 1.24 calls to 1 put.

Ishares Msci Germany Etf (EWG) August call option implied volatility is at 30, September is at 19; compared to its 52-week range of 10 to 27. Call put ratio 1 call to 1.7 puts.

iShares MSCI Turkey ETF (TUR) August call option implied volatility is at 95, September is a 65; compared to its 52-week range of 21 to 79. Call put ratio 1 call to 1.2 puts.

Turkcell Iletisim Hizmetleri A.s. (TKC) August call option implied volatility is at 140, September is at 64; compared to its 52-week range of 15 to 149. Call put ratio 2.8 call to 1 puts.

Ishares Msci Emerging Markets Etf (EEM) August option implied volatility is at 29, September is at 21; compared to its 52-week range of 12 to 28. Call put ratio 1 call to 2 puts.

Increasing unusual option volume: FTAI BBVA EAF PETQ SRCI BGG QDEL RESI CASA
Increasing unusual call option volume: FTAI RESI EWY KWEB SPG CVE IGV CLVS ATRA
Increasing unusual put option volume: BBVA EAF QDEL ALRM AR XME A SBAC
Popular stocks with increasing unusual option volume: M SBUX GE FCX GM NXPI
Options with decreasing option implied volatility: YELP OSTK TTD TIVO ROKU CVNA GOOS PLNT RUN
Cboe Bitcoin August futures up 30 to 6385