Pre-Market IV Report August 31, 2018

Pre-Market IV Report August 31, 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: GERN AKRX ORCL HYG FOXA EWZ PBR ITUB CRON TLRY GLUU AG GGAL EA STX X CLF YPF STX X

Options expected to have increasing volume: TSLA LULU ULTA EWZ AMBA CMG EA ORCL KO

Apple (AAPL) option implied volatility goes bid as shares near record high into September 12 event

Apple (AAPL) August weekly call option implied volatility is at 22, September is at 21; compared to its 52-week range of 16 to 34 into September 12 event. Call put ratio 1.9 calls to 1 put with focus on August weekly and September weekly calls.

Electronic Arts (EA) August weekly call option implied volatility is at 42, September is at 28; compared to its 52-week range of 22 to 42 after lower booking guidance. Call put ratio 1.7 calls to 1 put.

iShares MSCI Brazil (EWZ) August weekly call option implied volatility is at 52, September is at 45; compared to its 52-week range of 21 to 43 as shares trend lower. Call put ratio 3.2 calls to 1 put.

Petrobras (PBR) August weekly call option implied volatility is at 58, September is at 52; compared to its 52-week range of 30 to 70.

Cronus Corporation (CRON) September weekly call option implied volatility is at 192, September is at 167, October is at 143; compared to its 52-week range of 71 to 143 amid large share price movement in cannibas names.

Straddle prices for stocks expected to report results the week of September 3
Lands End (LE) September 25 straddle priced for move of 15% into the expected release of EPS before the open on September 3
Conn’s (CONN) September 40 straddle priced for move of 15% into the expected release of EPS before the open on September 4
Dave & Busters (PLAY) September weekly 58 straddle priced for move of 4.2% into the expected release of EPS on September 4
Freds (FRED) September 2.5 straddle priced for move of 20% into the expected release of EPS on September 4
RH (RH) September weekly 157.50 straddle priced for move of 14% into the expected release of EPS after the close on September 4
Workday (WDAY) September weekly 152.50 straddle priced for move of 9% into the expected release of EPS after the close on September 4
Ctrip (CTRP) September weekly 39 straddle priced for move of 6% into the expected release of EPS after the close on September 5
Duluth Holding (DLTH) September 30 straddle priced for move of 14% into the expected release of EPS before the open on September 5
Guidewire Software (GWRE) September 100 straddle priced for move of 8% into the expected release of EPS after the close on September 5
HD Supply (HDS) September 45 straddle priced for move of 7% into the expected release of EPS on September 5
Barnes & Noble (BKS) September 5 straddle priced for move of 19% into the expected release of EPS before the open on September 6
Broadcom (AVGO) September weekly 217.50 straddle priced for move of 5.5% into the expected release of EPS after the close on September 6
Five Below (FIVE) September weekly 114 straddle priced for move of 7.7% into the expected release of EPS after the close on September 6
GameStop (GME) September weekly 13.50 straddle priced for move of 14% into the expected release of EPS after the close on September 6
Marvell Technology (MRVL) September weekly 21 straddle priced for move of 7% into the expected release of EPS after the close on September 6
Navistar (NAV) September weekly 43 straddle priced for move of 10% into the expected release of EPS before the open on September 6
Palo Alto Networks (PANW) September weekly 230 straddle priced for move of 7.7% into the expected release of EPS after the close on September 6
Zumiez (ZUMZ) September 30 straddle priced for move of 13% into the expected release of EPS after the close on September 6

Increasing unusual option volume: FNV EA WFT CRON EMLC EWC INSY TRP PVH PBI P AFMD
Increasing unusual call option volume: FNV INSY EA P TRP PVH SRCI CIEN ZYNE AIMC SPPI K
Increasing unusual put option volume: CRON PBI EA WFT EWC TUP EMLC GLUU
Popular stocks with increasing unusual option volume: TSLA CRM PBR P JD X
Options with decreasing option implied volatility: SIG DLTR CRM CIEN MIK CPB DG ROKU MIK DNR AEO
Cboe Bitcoin September futures up 85 to 6925