Pre-Market IV Report August 6, 2018

Pre-Market IV Report August 6, 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: AKRX GDS BPY SIG CPB HD SNAP LULU DKS DVMT BBY GERN TIF

Options expected to be active: TSM MAR CBS WTW SNAP DIS FOSL MAR KORS

Fossil Group (FOSL) August weekly call option implied volatility is at 180, August is at 120; compared to its 52-week range of 52 to 120 into the expected release of EPS after the close on August 7. Call put ratio 2.8 calls to 1 put.

Papa John’s (PZZA) August weekly call option implied volatility is at 85, August is at 5; compared to its 52-week range of 22 to 66 into the expected release of EPS after the close on August 7

Snap (SNAP) August weekly call option implied volatility is at 155, August is at 117; compared to its 52-week range of 39 to 98 into the expected release of EPS after the close on August 7. Call put ratio 1 call to 1.4 puts.

Walt Disney (DIS) August weekly call option implied volatility is at 34, August is at 28; compared to its 52-week range of 14 to 34 into the expected release of EPS after the close on August 7. Call put ratio 2 calls to 1 puts.

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 today after the close

Marriott (MAR) August weekly 128 straddle priced for move of 4.3% into the expected release of EPS today after the close

Tenet Healthcare (THC) August weekly 38.50 straddle priced for move of 12.2% into the expected release of EPS today after the close

Weight Watcher (WTW) August weekly 92 straddle priced for move of 13% into the expected release of EPS today after the close

Zillow Group (ZG) August 60 straddle priced for move of 11% into the expected release of EPS today after the close

3D Systems (DDD) August weekly 13 straddle priced for move of 13% into the expected release of EPS after the close on August 7

Continental Resources (CLR) August weekly 60 straddle priced for move of 6.5% into the expected release of EPS after the close on August 7

Fossil Group (FOSL) August 29 straddle priced for move of 16% 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 17% into the expected release of EPS after the close on August 7

Walt Disney (DIS) August weekly 114 straddle priced for move of 4% into the expected release of EPS after the close on August 7

Increasing unusual option volume: TSS CATM GPRO SWIR INSM LKQ INDA

Increasing unusual call option volume: TSS LKQ NLSN CEQP CTRL ATI NS OTEX

Increasing unusual put option volume: CATM GPRO INSM BKS DATA TSRO IGV HRL SEAS

Popular stocks with increasing unusual option volume: TSLA AMD INTC AABA SQ

Options with decreasing option implied volatility: PGNX TNDM W FTR CRTO NTRI

Cboe Bitcoin August futures down 355 to 7040