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: HYG DE NVDA LOW PCG HD BABA DBD EWZ NLSN

Options expected to be active: NVDA JWN DE AMAT AMD TSLA

Tesla (TSLA) August call option implied volatility is at 43, August weekly is at 47, September is at 51; compared to its 52-week range of 32 to 71 into CEO Musk has ‘no plans’ to relinquish chairman, CEO roles, NYT reports.

Target (TGT) August call option implied volatility is at 22, August weekly is at 47, September is at 28; compared to its 52-week range of 21 to 44 into the expected release of EPS on August 22.

Alibaba (BABA) August call option implied volatility is at 47, August weekly is at 60, September is at 41; compared to its 52-week range of 24 to 44 into the expected release of EPS on August 23.

Facebook (FB) August call option implied volatility is at 33, August weekly is at 29, September is at 26; compared to its 52-week range of 16 to 44.

DSW, Inc. (DSW) September call option implied volatility is at 48, October is at 41; compared to its 52-week range of 29 to 73 into the expected release of EPS on August 20.

Estee Lauder (EL) August call option implied volatility is at 30, September is at 29; compared to its 52-week range of 17 to 43 into the expected release of EPS on August 20.

Advanced Micro Devices (AMD) August call option implied volatility is at 53, August weekly is at 47, September is at 44; compared to its 52-week range of 37 to 101 into NVDA and AMAT results.

Straddle prices for stocks expected to report results the week of August 20

DSW (DSW) September 30 straddle priced for move of 14% into the expected release of EPS before the open on August 20
Estee Lauder (EL) September 135 straddle priced for move of 7.6% into the expected release of EPS before the open on August 20
American Eagle (AEO) August weekly 27 straddle priced for move of 4.4% into the expected release of EPS before the open on August 21
Coty (COTY) August weekly 11.50 straddle priced for move of 11% into the expected release of EPS before the open on August 21
J Jill (JILL) September 7.5 straddle priced for move of 24% into the expected release of EPS before the open on August 21
J.M. Smucker (SJM) September 110 straddle priced for move of 9.8% into the expected release of EPS before the open on August 21
Medtronic (MDT) August weekly 91 straddle priced for move of 4% into the expected release of EPS before the open on August 21
Myriad Genetics (MYGN) September 42 straddle priced for move of 11% into the expected release of EPS after the close on August 21
Pure Storage (PSTG) September 22.50 straddle priced for move of 13% into the expected release of EPS after the close on August 21
Red Robin Gourmet Burgers (RRGB) September 40 straddle priced for move of 14% into the expected release of EPS after the close on August 21
Regis (RGS) September 20 straddle priced for move of 19% into the expected release of EPS before the open on August 21
TJX Companies (TJX) September 100 straddle priced for move of 6% into the expected release of EPS before the open on August 21
Toll Brother (TOL) August weekly 34 straddle priced for move of 6.7% into the expected release of EPS before the open on August 21
Urban Outfitters (URBN) August weekly 45.50 straddle priced for move of 9.5% into the expected release of EPS after the close on August 21
Analog Devices (ADI) August weekly 94 straddle priced for move of 5% into the expected release of EPS before the open on August 22
Burlington Stores (BURL) August weekly 160 straddle priced for move of 5% into the expected release of EPS before the open on August 22
L Brands (LB) August weekly 32 straddle priced for move of 7.5% into the expected release of EPS after the close on August 22
Lowes Cos (LOW) August weekly 97.50 straddle priced for move of 6% into the expected release of EPS before the open on August 22
Target (TGT) August weekly 82 straddle priced for move of 5.5% into the expected release of EPS before the open on August 22
Synopsys (SNPS) September 93 straddle priced for move of 6.2% into the expected release of EPS after the close on August 22
Williams-Sonoma (WSM) September 57.50 straddle priced for move of 9% into the expected release of EPS after the close on August 22
Alibaba (BABA) August weekly 172.50 straddle priced for move of 7% into the expected release of EPS before the open on August 23

Increasing unusual option volume: IYZ BJO GSM BGG ASPS
Increasing unusual call option volume: EWH SO NGL SRG KWEB TRI PAY RESI
Increasing unusual put option volume: BMRN APTV MY IYT ERF DBD
Popular stocks with increasing unusual option volume: JCP CSCO TEVA
Options with decreasing option implied volatility: TWTR TTD NLSN FB
Cboe Bitcoin August futures up 80 to 6465