Pre-Market IV Report December 28, 2018

Pre-Market IV Report December 28, 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: IEF LQD TLRY BKLN JNK DB WYNN CVE CZR MSFT

Options expected to have increasing volume: AMZN MU AMD IBM PG WMT AMZN APHA OPK WATT

U.S. fund investors eased into wide stock markets movement during the latest week, adding $5.2B, according to Lipper data on Thursday that reflected the first net positive flows for funds since December’s selloff began.

Bank option implied volatility on wide share price movement

BNY Mellon (BK) 30-day option implied volatility is at 47; compared to its 52-week range of 16 to 39
Comerica (CMA) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 43
BB&T (BBT) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 37
KeyCorp (KEY) 30-day option implied volatility is at 43; compared to its 52-week range of 19 to 49
Citigroup (C) 30-day option implied volatility is at 46; compared to its 52-week range of 16 to 56
JPMorgan (JPM) 30-day option implied volatility is at 36; compared to its 52-week range of 15 to 41
PNC Financial (PNC) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 43
Bank of America (BAC) 30-day option implied volatility is at 43; compared to its 52-week range of 15 to 46
Wells Fargo (WFC) 30-day option implied volatility is at 46; compared to its 52-week range of 16 to 45
Goldman Sachs (GS) 30-day option implied volatility is at 45; compared to its 52-week range of 15 to 50
Morgan Stanley (MS) 30-day option implied volatility is at 46; compared to its 52-week range of 18 to 50
Zions Bancorp (ZION) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 41
SunTrust (STI) 30-day option implied volatility is at 50; compared to its 52-week range of 17 to 44
U.S. Bancorp (USB) 30-day option implied volatility is at 33; compared to its 52-week range of 13 to 36
Fifth Third Bancorp (FITB) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 43
Huntington Bancshares (HBAN) 30-day option implied volatility is at 39; compared to its 52-week range of 17 to 43
TCF Financial Corp. (TCF) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 45
American Express (AXP) 30-day option implied volatility is at 35; compared to its 52-week range of 14 to 41
Regions Financial (RF) 30-day option implied volatility is at 47; compared to its 52-week range of 19 to 38
Citizens Financial (CFG) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 45
Ally Financial (ALLY) 30-day option implied volatility is at 46; compared to its 52-week range of 20 to 52
Northern Trust (NTRS) 30-day option implied volatility is at 37; compared to its 52-week range of 17 to 40

Increasing unusual option volume: WATT MU F
Increasing unusual call option volume: WATT BHP ADBE UNIT DNR CCJ AAOI C QSR KEY ADM IMMU APHA COG
Increasing unusual put option volume: WATT UNIT XHB KRE SWN ADSK
Popular stocks with increasing unusual: KO F T
Options with decreasing option implied volatility: FDX NVDA CAG UNG DVMT