Pre-Market IV Report August 3, 2018

Pre-Market IV Report August 3, 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: SNAP SYMC HD BHC YELP GPRO DISH GDS SIG DKS LULU CPB BBY ULTA DVMT
Options expected to be active: KHC NBL DISH TTWO CBS SHAK AIG LOCO

Straddle prices for stocks expected to report results this week
Etsy (ETSY) August weekly 40 straddle priced for move of 14% into the expected release of EPS after the close on August 6
Hertz (HTZ) August 15 straddle priced for move of 15% into the expected release of EPS before the open on August 6
Manitowoc (MTW) August 25 straddle priced for move of 11% into the expected release of EPS after the close on August 6
Marriott (MAR) August weekly 129 straddle priced for move of 4.3% into the expected release of EPS after the close on August 6
SeaWorld (SEAS) August weekly 21 straddle priced for move of 12% into the expected release of EPS before the open on August 6
Tenet Healthcare (THC) August weekly 38 straddle priced for move of 12% into the expected release of EPS after the close on August 6
Weight Watcher (WTW) August weekly 92 straddle priced for move of 13% into the expected release of EPS after the close on August 6
Zillow Group (ZG) August 60 straddle priced for move of 10% into the expected release of EPS after the close on August 6
3D Systems (DDD) August weekly 13 straddle priced for move of 13% into the expected release of EPS after the close on August 7
Crocs (CROX) August 18 straddle priced for move of 13% into the expected release of EPS before the open on August 7
Continental Resources (CLR) August weekly 63.50 straddle priced for move of 6.3% into the expected release of EPS after the close on August 7
Dean Foods (DF) August 10 straddle priced for move of 10% into the expected release of EPS before the open on August 7
Discovery (DISCA) August 27.50 straddle priced for move of 8% into the expected release of EPS before the open on August 7
Fossil Group (FOSL) August 27.50 straddle priced for move of 16% into the expected release of EPS before the open on August 7
Hostess Brands (HST) August 22 straddle priced for move of 5% into the expected release of EPS after the close on August 7
Lending Club (LC) August 27 straddle priced for move of 6.5% into the expected release of EPS after the close on August 7
Louisiana-Pacific (LPX) August weekly straddle priced for move of % into the expected release of EPS before the open on August 7
Papa John’s (PZZA) August weekly 42.50 straddle priced for move of 10% into the expected release of EPS after the close on August 7
Snap (SNAP) August weekly 13 straddle priced for move of 9% into the expected release of EPS after the close on August 7
Walt Disney (DIS) August weekly 113 straddle priced for move of 4% into the expected release of EPS after the close on August 7
Wendy’s (WEN) August 17 priced for move of 6% into the expected release of EPS after the close on August 7
Weibo (WB) August weekly 80 straddle priced for move of 9% into the expected release of EPS before the open on August 7
Canadian Goose (GOOS) August weekly 58 straddle priced for move of 14% into the expected release of EPS before the open on August 8
MBIA (MBI) August weekly 10 straddle priced for move of 9% into the expected release of EPS after the close on August 8
Michael Kors (KORS) August weekly straddle 64.50 priced for move of 10% into the expected release of EPS before the open on August 8
Nuance Communications (NUAN) August 15 straddle priced for move of 8% into the expected release of EPS after the close on August 8
New York Times (NYT) August weekly straddle priced for move of 8% into the expected release of EPS before the open on August 8
Southern Co (SO) August weekly 48.50 straddle priced for move of 2% into the expected release of EPS before the open on August 8
Sarepta Therapeutics (SRPT) August weekly 124 straddle priced for move of 9% into the expected release of EPS before the open on August 8
Sunoco (SUN) August 27.50 straddle priced for move of 5% into the expected release of EPS before the open on August 8
Wright Medical Group (WMGI) August 25 straddle priced for move of 12% into the expected release of EPS before the open on August 8

Increasing unusual option volume: ETP YRCW RRR BGCP MPLX MTW EMLC
Increasing unusual call option volume: ETP YRCW MPLX BGCP AMJ LPLA
Increasing unusual put option volume: DBD BLMN CBL DATA
Popular stocks with increasing unusual option volume: SQ TEVA MGM PBR
Options with decreasing option implied volatility: PGNX TNDM TWTR FTR W NTRI NKE TWTR FB HBI
Cboe Bitcoin August futures down 185 to 7355