Pre-Market IV Report August 9, 2018

Pre-Market IV Report August 9, 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 JCP CTL MNST YELP HD YELP M CBL CI CPB CTL

Options expected to be active: YELP ROKU JACK BKNG IAC JCP DNB TIVO MNST TSLA TRCO SBGI TRNC

Dun & Bradstreet (DNB) implied volatility elevated into agrees to be acquired by investor group for $145 per share cash

Dun & Bradstreet (DNB) August call option implied volatility is at 40, September is at 26; compared to its 52-week range of 15 to 42 into agrees to be acquired by investor group for $145 per share cash. Call put ratio 1.1 calls to 1 put.

Cisco (CSCO) August weekly call option implied volatility is at 16, August is at 34, 22; compared to its 52-week range of 14 to 38 into the expected release of EPS after the close on August 14.

Macy’s (M) August weekly call option implied volatility is at 37, August is at 80, 47; compared to its 52-week range of 30 to 70 into the expected release of EPS before the open on August 15.

J.C. Penny (JCP) August weekly call option implied volatility is at 78, August is at 133; compared to its 52-week range of 48 to 113 into the expected release of EPS before the open on August 16.

Market Vectors Russia ETF Trust (RSX) August weekly call option implied volatility is at 32, August and September is at 25; compared to its 52-week range of 16 to 37. Call put ratio 1 call to 3.8 puts as shares trade lower on a new round of U.S. sanctions.

Yandex (YNDX) August weekly call option implied volatility is at 48, August is at 39, September is at 41; compared to its 52-week range of 30 to 62 on a new round of U.S. sanctions.

iShares MSCI Turkey ETF (TUR) August call option implied volatility is at 46, September is a 44; compared to its 52-week range of 21 to 46 as Lira trades lower. Call put ratio 2.1 calls to 1 put.

Turkcell Iletisim Hizmetleri A.s. (TKC) August call option implied volatility is at 100, September is at 60; compared to its 52-week range of 15 to 149 as shares trade at multi-year low. Call put ratio 2 calls to 1 put.

Intel (INTC) August weekly call option implied volatility is at 21, August is at 20, September is at 21; compared to its 52-week range of 15 to 42 into Morgan Stanley warns on chip stocks.

Increasing unusual option volume: GEL CIG PDCE NGG DBD CARS EXTR HDP
Increasing unusual call option volume: CARS EXTR CIG HDP AMLP GTN TDOC MTCH
Increasing unusual put option volume: FCAU DBD ADT BLDR DM PEGI JEF WRD
Popular stocks with increasing unusual option volume: ROKU NVDA DIS
Options with decreasing option implied volatility: CMG DDD NKE TWTR FB
Cboe Bitcoin August futures down 12 to 6295