Pre-Market IV Report December 20, 2018

Pre-Market IV Report December 20, 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: RCII IEF TSRO RCL FB MGM CCL NKE AGN KMX DSW BB IEF BBBY ARNC NBR LQD RF ESV FCX PFE

Options expected to have increasing volume: NFLX AMZN FB NKE WBA NWL TLRY CRON CGC MNKD TSL

Bank option implied volatility is elevated

Financial Select Sector SPDR ETF (XLF) 30 day option implied volatility is at 29; compared to its 52-week range of 13 to 30
Spdr S&p Regional Banking Etf (KRE) 30 day option implied volatility is at 35; compared to its 52-week range of 16 to 35
Citigroup (C) 30 day option implied volatility is at 41; compared to its 52-week range of 16 to 41

Large Cap Tech option implied volatility

Microsoft (MSFT) 30-day option implied volatility is at 33; compared to its 52-week range of 14 to 41
Facebook (FB) 30-day option implied volatility is at 42; compared to its 52-week range of 19 to 53
Apple (AAPL) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 42
IBM (IBM) 30-day option implied volatility is at 29; compared to its 52-week range of 13 to 34
Netflix (NFLX) 30-day option implied volatility is at 56; compared to its 52-week range of 26 to 67
Alphabet (GOOGL) 30-day option implied volatility is at 33; compared to its 52-week range of 14 to 41
Alphabet (GOOG) 30-day option implied volatility is at 33; compared to its 52-week range of 14 to 41
Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 32 to 86
Alibaba (BABA) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 58
Qualcomm (QCOM) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 53
Oracle (ORCL) 30-day option implied volatility is at 29; compared to its 52-week range of 14 to 41
Amazon (AMZN) 30-day option implied volatility is at 47; compared to its 52-week range of 18 to 52
Boeing (BA) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 43
Netflix (NFLX) 30-day option implied volatility is at 56; compared to its 52-week range of 26 to 67
Micron (MU) 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 63

Straddle prices for stocks expected to report this week

Walgreens (WBA) December 73.50 straddle priced for move of 5.5% into the expected release of EPS before the open
BlackBerry (BB) December 7.5 straddle priced for move of 10% into the expected release of EPS before the open today
Nike (NKE) December 69 straddle priced for move of 7% into the expected release of EPS after the close today
Sanderson Farms (SAFM) December 95 straddle priced for move of 7% into the expected release of EPS on December 20
CarMax (KMX) December 58 straddle priced for move of 7% into the expected release of EPS on December 21

Increasing unusual option volume: GGB RCII KOS HST EWA TGE FXH MAC UXIN
Increasing unusual call option volume: GGB RCII LQD UXIN MAC BURL JBL HP FHN IYT
Increasing unusual put option volume: GGB HST NVAX TRGP EWA XRX FXH UBS RCII
Popular stocks with increasing volume: PBR FDX CGC WBA
Options with decreasing option implied volatility: JBL PAYX GIS LLY MU WGO RCII FDX