Pre-Market IV Report August 8, 2018

Pre-Market IV Report August 8, 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: ESRX CPB SNAP DIS KORS HD JCP TSLA CTL

Options expected to be active: TSLA SNAP DIS ROKU JACK CVS BHC STWD GE DDD MTCH SFLY CAR

Tesla (TSLA) August weekly call option implied volatility is at 68, August is at 52; compared to its 52-week range of 32 to 71 after Musk tweets. Call put ratio 1.6 calls to 1 put with focus on October 410 calls.

Roku (ROKU) August weekly call option implied volatility is at 201, August is at 125, September is at 74; compared to its 52-week range of 52 to 123 into the expected release of EPS today after the close. Call put ratio 2.6 call to 1 puts with focus on August 60 calls.

21st Century Fox (FOXA) August weekly call option implied volatility is at 16, August and September is at 15; compared to its 52-week range of 15 to 52 into the expected release of EPS today after the market close. Call put ratio 1 call to 9 puts.

CVS Health (CVS) August weekly call option implied volatility at 55, August is at 36, September is at 26; compared to its 52-week range of 15 to 36 into the expected release of Q3 EPS before the open on August 9. Call put ratio 3 calls to 1 put with focus on August 68 calls.

Straddle prices for stocks expected to report results this week
Canadian Goose (GOOS) August weekly 56 straddle priced for move of 15% into the expected release of EPS before the open today
Michael Kors (KORS) August weekly straddle 65.50 priced for move of 10% into reporting better than expected EPS.
Roku (ROKU) August weekly 47.50 straddle priced for move of 14% into the expected release of EPS today after the close
Jack in the Box (JACK) August 85 straddle priced for move of 7% into the expected release of EPS today after the close
ADT (ADT) August 10 straddle priced for move of 13% into the expected release of EPS before the open on August 9
Cheniere Energy (LNG) August weekly 61.50 straddle priced for move of 4% into the expected release of EPS before the open on August 9
CVS Health (CVS) August weekly 65.50 straddle priced for move of 3.8% into the expected release of EPS today before the open
Viacom (VIAB) August weekly 29 straddle priced for move of 7% into the expected release of EPS before the open on August 9

Increasing unusual option volume: MXWL MXL ONCE JNK XOG COMM ZG
Increasing unusual call option volume: XOG MXL Z ZG RESI BMS INFN KLIC CAR SEE
Increasing unusual put option volume: JNK CRR RRR XRAY WEN ZG Z
Popular stocks with increasing unusual option volume: FOXA BHC DIS SNAP TSLA
Options with decreasing option implied volatility: HCLP TWTR NKE HBI FB
Cboe Bitcoin August futures down 375 to 6475