Pre-Market IV Report August 2, 2018

Pre-Market IV Report August 2, 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: CPB CZR WYNN MGM MLCO TSLA AABA JCP FIT GPRO SNAP HD TEVA SQ

Options expected to be active: TSLA TRIP IO EXAS ATVI WYNN MGM CZR YUM TEVA ATUS CBOE SQ

Apple (AAPL) August weekly call option implied volatility is at 24, August is at 19; compared to its 52-week range of 16 to 34. Call put ratio 1.8 call to 1 put as shares close above $200.

Tesla (TSLA) August weekly call option implied volatility is at 150, August is at 76; compared to its 52-week range of 32 to 71 into shares trading up in the premarket.

Activision (ATVI) August weekly call option implied volatility is at 87, August is at 41; compared to its 52-week range of 23 to 51 into the expected release of EPS today after the market close.

CBS (CBS) August weekly call option implied volatility is at 61, August is at 32; compared to its 52-week range of 22 to 41 into the expected release of EPS today after the market close.

Flour (FLR) August weekly call option implied volatility is at 106, August is at 43; compared to its 52-week range of 18 to 42 into the expected release of EPS today after the market close.

Go Daddy (GDDY) August call option implied volatility is at 45, September is at 32; compared to its 52-week range of 22 to 44 into the expected release of EPS today after the market close.

GoPro (GPRO) August weekly call option implied volatility is at 212, August is at 92; compared to its 52-week range of 42 to 110 into the expected release of EPS today after the market close.

Shake Shack (SHAK) August weekly call option implied volatility is at 175, August is at 72; compared to its 52-week range of 25 to 57 into the expected release EPS today after the market close.

Kraft Heinz (KHC) August call option implied volatility is at 29, September is at 24; compared to its 52-week range of 16 to 33 into the expected release of before the market open on August 3.

Petroleo Brasileiro (PBR) August weekly call option implied volatility is at 80, August is at 50; compared to its 52-week range of 30 to 75 into the expected release EPS on August 3.

Revlon (REV) August weekly call option implied volatility is at 90, August is at 66; compared to its 52-week range of 39 to 90 into the expected release of before the market open on August 3.

Rockwell Collins (COL) August call option implied volatility is at 23, September is at 18; compared to its 52-week range of 7 to 38 into the expected release of before the market open on August 3.

Cboe Global (CBOE) August weekly call option implied volatility is at 57, August is at 30; compared to its 52-week range of 14 to 49 into The Wall Street Journal headline “The Commodity Futures Trading Commission and the Securities and Exchange Commission are looking into how Options Clearing Corp. handled a period of market turbulence earlier this year.” CBOE is expected release EPS on August 3.

Altice USA (ATUS) August call option implied volatility is at 54, September is at 44; compared to its 52-week range of 27 to 63 as shares near record low.

Straddle prices for stocks expected to report results this week
Activision (ATVI) August weekly 73 straddle priced for move of 5.2% into the expected release of EPS today after the close
CBS (CBS) August weekly 52.50 straddle priced for move of 3.8% into the expected release of EPS today after the close
Flour (FLR) August weekly 51 straddle priced for move of 6.5% into the expected release of EPS today after the close
GoDaddy (GDDY) August 75 straddle priced for move of 7.5% into the expected release of EPS today after the close
GoPro (GPRO) August weekly 6 straddle priced for move of 13% into the expected release of EPS today after the close
Kellogg (K) August 70 straddle priced for move of 5% into the expected release of EPS today
Noble (NE) August weekly 6 straddle priced for move of 8% into the expected release of EPS today after the close
Shake Shack (SHAK) August weekly 62 straddle priced for move of 12% into the expected release of EPS today after the close
Cboe Global (CBOE) August weekly 96.50 straddle priced for move of 4.4% into the expected release of EPS before the open on August 3
Kraft Heinz (KHC) August 60 straddle priced for move of 5.5% into the expected release of EPS before the open on August 3
Petroleo Brasileiro (PBR) August weekly 12 straddle priced for move of 6% 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 7% into the expected release of EPS before the open on August 3

Increasing unusual option volume: RACE PWR WETF SODA TCS WPZ NLSN KSU JCI
Increasing unusual call option volume: RACE NLSN PWR AN KSU RDC SODA JCI
Increasing unusual put option volume: WETF HBI CAKE FND MJ PSA EIX SGMS CZR SODA
Popular stocks with increasing unusual option volume: SQ F AABA CZR MGM WYNN
Options with decreasing option implied volatility: SBUX HBI FB BIIB SVU
Cboe Bitcoin July futures up 115 to 7645