Pre-Market IV Report August 23, 2018

Pre-Market IV Report August 23, 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: GME EXAS LB HIG CTL AABA BABA GERN AKRX

Options expected to have increasing volume: BABA HRL PLCE SAFM ROST INTU FL SNPS WSM LB JWN

Tesla (TSLA) August weekly call option implied volatility is at 65, September is at 58, October is at 59; compared to its 52-week range of 32 to 71. Call put ratio 1 call to 1.17 puts.

Proshares Ultra Short 20 Year Treasury ETF (TBT) August weekly call option implied volatility is at 18, September is at 17; compared to its 52-week range of 17 to 30 into the Fed’s Jackson Hole symposium. Call put ratio 2.6 calls to 1 put into Fed’s Jackson Hole symposium.

Nordstrom (JWN) September and October call option implied volatility is at 29; compared to its 52-week range of 29 to 61 into its board authorizes a $1.5B stock buyback.

Gamestop (GME) August weekly call option implied volatility is at 48, September is at 58; compared to its 52-week range of 29 to 84 into the expected release of EPS results before the market open on August 31. Call put ratio 1 call to 1.41 put.

Diebold Nixdorf (DBD) September call option implied volatility is at 118, November is at 110; compared to its 52-week range of 34 to 160 as shares trade near record lows.

Straddle prices for stocks expected to report results this week

Alibaba (BABA) August weekly 177.50 straddle priced for move of 5.4% into the expected release of EPS today

Autodesk (ADSK) August weekly 137 straddle priced for move of 7% into the expected release of EPS today after the close

HP Inc (HPQ) August weekly 24.50 straddle priced for move of 4.8% into the expected release of EPS today after the close

Intuit (INTU) September 210 straddle priced for move of 6% into the expected release of EPS today after the close

Ross Stores (ROST) September straddle priced for move of 8.5% into the expected release of EPS today after the close

Toro (TTC) September 60 straddle priced for move of 6.7% into the expected release of EPS today after the close

VMware (VMW) August weekly 155 straddle priced for move of 5.8% into the expected release of EPS today after the close

Buckle (BKE) September 27 straddle priced for move of 11% into the expected release of EPS after the close on August 24

Foot Locker (FL) September 52.50 straddle priced for move of 12.50% into the expected release of EPS before the open on August 24

Increasing unusual option volume: SMCI SRCI KEYS HUBG SNPS XLRE

Increasing unusual call option volume: KEYS CHL PSTI TELL TSS URBN LOW MYGN

Increasing unusual put option volume: SMCI GLUU ROST DG PLCE NVS LZB HRL

Popular stocks with increasing unusual option volume: PBR LOW TGT

Options with decreasing option implied volatility: LOW TGT MOMO ADI URBN ADI

Cboe Bitcoin September futures up 127 to 6415