Pre-Market IV Report August 30, 2018

Pre-Market IV Report August 30, 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: YNDX FOLD ITW REGN ROKU ULTA DVA AMZN MAT CRM SGMO MJ AMRN MIK CIEN GERN ORCL CPB DKS LULU CIEN

Options expected to have increasing volume: CRM PVH GES CPB DG DLTR BURL CIEN MIK SIG ANF

Lululemon (LULU) August weekly call option implied volatility is at 150, September is at 52; compared to its 52-week range of 24 to 71 into the expected release of Q2 EPS today after the market close. Call put ratio 1 call to 2.2 puts.

Ambarella (AMBA) August weekly call option implied volatility is at 171, September is at 61; compared to its 52-week range of 31 to 77 into the expected release of Q2 EPS today after the market close. Call put ratio 3.9 calls to 1 put.

Ulta Beauty (ULTA) August weekly call option implied volatility is at 120, September is at 42; compared to its 52-week range of 24 to 51 into the expected release of Q2 EPS today after the market close.

Cronus Corporation (CRON) September call option implied volatility is at 136, October is at 121; compared to its 52-week range of 71 to 143 amid large share price movement in cannibas names. Call put ratio 3.1 calls to 1 put on wide price movement.

Canopy Growth (CGC) September call option implied volatility is at 78, October is at 79; compared to its 52-week range of 57 to 97 amid large share price movement in cannibas names. Call put ratio 1.6 calls to 1 put on sharp price movement.

Campbell Soup (CPB) August weekly call option implied volatility is at 126, September is at 48; compared to its 52-week range into 19 to 52 into announces to pursue divestitures of non-core businesses.

Viacom (VIA) August weekly call option implied volatility is at 29, September is at 22; compared to its 52-week range of 26 to 82 into reports “Top Gun” sequel pushed back from 2019 to 2020.

Straddle prices for stocks expected to report results this week
Lululemon (LULU) August weekly 139 straddle priced for move of 9% into the expected release of EPS today after the market close
Ulta Beauty (ULTA) August weekly 242.50 straddle priced for move of 8% into the expected release of EPS today after the market close

Increasing unusual option volume: SUM AIMC AFMD FTV TRI AKCA MJ IT COL WPRT
Increasing unusual call option volume: SUM AFMD FTV TRI PVH HCP BPY CTL DOMO MXWL
Increasing unusual put option volume: FTV MJ MIK AKCA COL
Popular stocks with increasing unusual option volume: CTL CRM ROKU CRON
Options with decreasing option implied volatility: HPE DKS AEO HRB DKS HRB CHS BOX ADSK WMT TWTR
Active options: AAPL AMD AMZN BAC MU PBR FB SQ BABA CTL MSFT NVDA NFLX TSLA CRM GE TWTR ROKU CRON T
Cboe Bitcoin September futures down 85 to 6925