Pre-Market IV Report December 14, 2018

Pre-Market IV Report December 14, 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: XPO TLRY AMC XPO DVMT QD NRZ

Options expected to have increasing volume: FXI ADBE GM F COST XPO TSLA WBA

XPO Logistics (XPO) December call option implied volatility is at 123, January is at 197; compared to its 52-week range of 25 to 112 after shares sold off 27%.

China stock option implied volatility into China policy meeting

iShares FTSE Xinhua China 25 Index (FXI) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 33 into China policy meeting.

Alibaba (BABA) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 59.

China Mobile (CHL) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 25.

Baidu (BIDU) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 58.

Uxin Limited (UXIN) 30-day option implied volatility is at 196; compared to its 52-week range of 69 to 207.

Altaba (AABA) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 47.

iQIYI (IQ) 30-day option implied volatility is at 58; compared to its 52-week range of 54 to 122.

China Mobile (CHL) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 26.

JD.com (JD) 30-day option implied volatility is at 50; compared to its 52-week range of 26 to 66.

Straddle prices for stocks expected to report results next week

Carnival Corp (CCL) December 56.50 straddle priced for move of 6% into the expected release of EPS on December 17
Steelcase (SCS) December 15 straddle priced for move of 9% into the expected release of EPS after the bell on December 17
Red Hat (RHT) December 177.50 straddle priced for move of 1.5% into the expected release of EPS after the bell on December 17
Oracle (ORCL) December weekly 47 straddle priced for move of 4.5% into the expected release of EPS after the bell on December 17
Darden (DRI) December 105 straddle priced for move of 7% into the expected release of EPS on December 18
FedEx (FDX) December 187.50 straddle priced for move of 5% into the expected release of EPS after the bell on December 18
Jabil (JBL) December 22.50 straddle priced for move of 8% into the expected release of EPS after the bell on December 18
Micron (MU) December 35 straddle priced for move of 9% into the expected release of EPS after the bell on December 18
Navistar (NAV) December 25.50 straddle priced for move of 10% into the expected release of EPS before the open on December 18
Cintas (CTAS) December 170 straddle priced for move of 5% into the expected release of EPS after the bell on December 19
General Mills (GIS) December 37.50 straddle priced for move of 6% into the expected release of EPS before the open on December 19
Paychex (PAYX) December 67.50 straddle priced for move of 5% into the expected release of EPS before the open on December 19
Winnebago (WGO) December 20 straddle priced for move of 12% into the expected release of EPS before the open on December 19
Accenture (ACN) December 160 straddle priced for move of 5% into the expected release of EPS before the open on December 20
BlackBerry (BB) December 8 straddle priced for move of 10% into the expected release of EPS on December 20
ConAgra (CAG) December 30 straddle priced for move of 5% into the expected release of EPS before the open on December 20
Nike (NKE) December 73 straddle priced for move of 7% into the expected release of EPS on December 20
Increasing unusual option volume: XPO QD MRK SKY MMC ESRX QSR XRX RAMP
Increasing unusual call option volume: XPO MRK QSR QD XRX THC MMC UNFI RAMP UXIN CIEN NAV
Increasing unusual put option volume: XPO ARMK RAMP IYT OSTK PLNT BBY CIEN HUN UXIN XSP
Popular stocks with increasing volume: TWTR BBY XPO TLRY XRX
Options with decreasing option implied volatility: CIEN TLRD HIIQ XON BCS OIH BCS
Active options: GE MRK AAPL BAC TSLA FB C AMD AMZN MU NVDA MSFT BABA NFLX JD WFC RAMP XPO TLRY TWTR