Pre-Market IV Report August 21, 2018

Pre-Market IV Report August 21, 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: NUGT JDST BSX JNK COTY EWZ GERN TSLA AKRX TJX

Options expected to be active: LOW BABA TJX SJM KSS TGT HTZ NDSN URBN TOL CREE

Tesla (TSLA) August weekly call option implied volatility is at 81, September is at 64; compared to its 52-week range of 32 to 71. Call put ratio 1 call to 1.59 puts.

Kohl’s Corp. (KSS) August weekly call option implied volatility is at 98, September is at 46; compared to its 52-week range of 30 to 58 into the expected release of EPS.

Target (TGT) August weekly call option implied volatility is at 71, September is at 31; compared to its 52-week range of 21 to 44 into the expected release of EPS on August 23.

Alibaba (BABA) August weekly call option implied volatility is at 71, September is at 37; compared to its 52-week range of 24 to 44 into the expected release of EPS on August 23. Call put ratio 2.3 calls to 1 put.

Hertz Global (HTZ) September and October call option implied volatility is at 51; compared to its 52-week range of 46 to 100 into CFO Thomas Kennedy resigns.

Straddle prices for stocks expected to report results this week

American Eagle (AEO) August weekly 28.50 straddle priced for move of 4% into the expected release of EPS today
Myriad Genetics (MYGN) September 42 straddle priced for move of 12% into the expected release of EPS after the close on August 21
Pure Storage (PSTG) September 22.50 straddle priced for move of 14% 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
TJX Companies (TJX) September 100 straddle priced for move of 6.4% into the expected release of EPS today
Urban Outfitters (URBN) August weekly 47.50 straddle priced for move of 9% into the expected release of EPS after the close on August 21
Kohl’s Corp. (KSS) August weekly 79 straddle priced for move of 9% into the expected release of EPS 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
L Brands (LB) August weekly 33 straddle priced for move of 7.8% into the expected release of EPS after the close on August 22
Lowes Cos (LOW) August weekly 98.50 straddle priced for move of 6% into the expected release of EPS before the open on August 22
Target (TGT) August weekly 83 straddle priced for move of 5.8% into the expected release of EPS before the open on August 22
Synopsys (SNPS) September 93 straddle priced for move of 6% into the expected release of EPS after the close on August 22
Williams-Sonoma (WSM) September 60 straddle priced for move of 9% into the expected release of EPS after the close on August 22
Alibaba (BABA) August weekly 175 straddle priced for move of 8% into the expected release of EPS before the open on August 23
Autodesk (ADSK) August weekly 134 straddle priced for move of 8.2% into the expected release of EPS after the close on August 23
Big Lots (BIG) September 49 straddle priced for move of 10% into the expected release of EPS before the open on August 23
Gap (GPS) August weekly 32 straddle priced for move of 8% into the expected release of EPS before the open on August 23
Hormel (HRL) August weekly 39 straddle priced for move of 4% into the expected release of EPS before the open on August 23
HP Inc (HPQ) August weekly 24.50 straddle priced for move of 4.4% into the expected release of EPS after the close on August 23
Intuit (INTU) September 205 straddle priced for move of 6% into the expected release of EPS after the close on August 23
Ross Stores (ROST) September 92.50 straddle priced for move of 7% into the expected release of EPS after the close on August 23

Increasing unusual option volume: TEVA FLEX QCOM WMT
Increasing unusual call option volume: PSEC SODA TRU CATM AFL EXP TRP GLPI KRO AR
Increasing unusual put option volume: FLEX HIBB VIPS TJX MDT AFL SODA PAAS TOL
Popular stocks with increasing unusual option volume: TOL KSS TOL GPS SHLD
Options with decreasing option implied volatility: ZOES TPR SODA AAP CREE HUYA BZUN M DDS
Cboe Bitcoin September futures down 12 to 6440