Pre-Market IV Report December 10, 2018

Pre-Market IV Report December 10, 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: AABA PDD NXPI BKLN IEF QID ADBE DVMT BX NTAP COST PZZA

Options expected to have increasing volume: AAPL CBS LITE OCLR FNSR INFN FB CIEN NFLX PANW AKRX

S&P Dep Receipts (SPY) December weekly call option implied volatility is at 25, December is at 24, January is at 21; compared to its 52-week range of 7 to 35 as index approaches technical chartists support of 260.

Facebook (FB) December weekly call option implied volatility is at 41, December is 40, January is at 35; compared to its 52-week range of 18 to 53 into announces increases stock repurchase program by $9B.

Financial Select Sector SPDR ETF (XLF) December weekly call option implied volatility is at 31, December is 30, January is at 25; compared to its 52-week range of 13 to 30. Call put ratio 1 call to 2.9 puts as shares trend lower.

Straddle prices for stocks expected to report results this week

Oracle (ORCL) December weekly 46.50 straddle priced for move of 4.5% into the expected release of EPS after the bell on December 17
Ascena Retail Group (ASNA) December 3 straddle priced for move of 20% into the expected release of EPS on December 10
American Eagle (AEO) December weekly 19 straddle priced for move of 14% into the expected release of EPS after the bell on December 11
Dave & Busters (PLAY) December weekly 53 straddle priced for move of 12% into the expected release of EPS on December 11
DSW (DSW) December 25 straddle priced for move of 13% into the expected release of EPS before the open on December 11
Francesca’s (FRAN) December weekly 2 straddle priced for move of 22% into the expected release of EPS before the open on December 11
Stitch Fix (SFIX) December weekly 26.50 straddle priced for move of 18% into the expected release of EPS on December 11
Adobe (ADBE) December weekly 237.50 straddle priced for move of 6% into the expected release of EPS after the bell on December 13
Costco (COST) December weekly 2250 straddle priced for move of 4% into the expected release of EPS on December 13
Freds (FRED) December weekly 2.50 straddle priced for move of 25% into the expected release of EPS before the open on December 13
Ciena (CIEN) December weekly 31.50 straddle priced for move of 10% into the expected release of EPS before the open on December 13

Increasing unusual option volume: PRTA VXXB SCG RAMP CCEP SUPN BC DISCA AZN ZUMZ FHN KNX UNFI
Increasing unusual call option volume: VXXB LQD SKT CCEP FHN BC RAMP DISCA BIG FBP KBE
Increasing unusual put option volume: PRTA KNX SCG AZN RAMR VXXB SUPN USAT
Popular stocks with increasing volume: CRON AAL T DISCA
Active options: AAPL BAC GE TSLA AMD AMZN FB NFLX MSFT NVDA BABA MU C SQ CRON AAL TWTR T INTC DISCA
Options with decreasing option implied volatility: AOBC LULU UCO DOCU AVGO BIF USO CRC