Pre-Market IV Report December 13, 2018

Pre-Market IV Report December 13, 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: ZAYO TLRY RAMP ERIC CIEN UNIT COST RESI ECA ADBE TLRD

Options expected to have increasing volume: ADBE CIEN COST SBUX MET TLRD GE

General Electric (GE) option implied volatility elevated into upgraded to Neutral from Underweight at JPMorgan.

General Electric (GE) December weekly call option implied volatility is at 68, October is at 59, January is at 57; compared to its 52-week range of 21 to 68 into upgraded to Neutral from Underweight at JPMorgan. Call put ratio 1.22 calls to 1 put.

Delta Air Lines (DAL) December call option implied volatility is at 42, January is at 33; compared to its 52-week range of 20 to 44 into a company hosted investor meeting today.

Micron (MU) December weekly call option implied volatility is at 56, December is at 77; compared to its 52-week range of 34 to 63 into the expected release of EPS on December 18. Call put ratio 2 calls to 1 put with focus on December 36 and January 40 calls.

Ishares Silver Trust (SLV) December weekly call option implied volatility is at 15, December is at 16, January is at 17; compared to its 52-week range of 16 to 21 as shares near low end of nine-year range.

SPDR Gold Trust (GLD) December weekly call option implied volatility is at 11, December is at 10, January is at 20; compared to its 52-week range of 9 to 14.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 21; compared to its 52-week range of 11 to 27 as soybean trend higher.

Straddle prices for stocks expected to report results this week

Adobe (ADBE) December weekly 245 straddle priced for move of 5% into the expected release of EPS today after the bell
Costco (COST) December weekly 227.50 straddle priced for move of 4% into the expected release of EPS today

Increasing unusual option volume: SC PFF UXIN TVPT LM BXMT BMRN NBIX BLL VERI
Increasing unusual call option volume: SC TVPT BMRN BLL NBIX NVAX VERI TLRD CORT
Increasing unusual put option volume: LM PFF EWT MRNS NBIX FLS CIEN RAMP ALK BMRN
Popular stocks with increasing volume: GE JPM WFC F DB
Active options: BAC AAPL FB NVDA GE AMZN TWTR AMD NFLX BABA C TSLA MSFT MU JD JPM WFC F SQ DB
Options with decreasing option implied volatility: PVTL AEO PLAY FSLR LOW PGR SFIX UAA