Pre-Market IV Report December 4, 2018

Pre-Market IV Report December 4, 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: CRON TOL ESRX FIVE AKRX KR SIG ACB LULU MOMO SHPG DVMT CVE

Options expected to have increasing volume: RH CRUS TOL KR SIG CRON TLRY CGC MO AZO AVGO ULTA

Apple (AAPL) December weekly call option implied volatility is at 25, December is at 26; compared to its 52-week range of 16 to 42 into downgraded to Hold from Buy at HSBC. On November 28 option implied volatility was +25% higher than today.

Cirrus Logic (CRUS) December weekly call option implied volatility is at 31, December is at 32; compared to its 52-week range of 27 to 54 into the company lowers forecast due to recent weakness in smartphone market.

Tesla (TSLA) December weekly call option implied volatility is at 44, December is at 48; compared to its 52-week range of 32 to 87 into Larry Kudlow says Trump admin seeks to end electric car subsidies, Reuters reports.

Cronos Group (CRON) December weekly call option implied volatility is at 122, December is at 123, January is at 108; compared to its 52-week range of 70 to 166 into confirms discussions about Altria (MO) investment.

Deutsche Bank (DB) December weekly call option implied volatility is at 43, December is at 40; compared to its 52-week range of 25 to 47.

Straddle prices for stocks expected to report results this week

Straddle prices for stocks expected to report results this week

AutoZone (AZO) December weekly 820 straddle priced for move of 6% into the expected release of EPS before the open on December 4
Lands End (LE) December 20 straddle priced for move of 14% into the expected release of EPS before the open on December 6
Block H&R (HRB) December 27 straddle priced for move of 10% into the expected release of EPS on December 6
Dollar General (DG) December 112 straddle priced for move of 6% into the expected release of EPS on December 4
HD Supply (HDS) December 40 straddle priced for move of 8% into the expected release of EPS on December 4
Hewlett Packard Enterprises (HPE) December 15 straddle priced for move of 6% into the expected release of EPS on December 4
Marvell Technology (MRVL) December weekly 16.50 straddle priced for move of 8% into the expected release of EPS after the close on December 4
Conns (CONN) December 29 straddle priced for move of 14% into the expected release of EPS on December 5
Five Below (FIVE) December 110 straddle priced for move of 10% into the expected release of EPS after the close on December 5
Luluemon Athletica (LULU) December weekly 140 straddle priced for move of 10% into the expected release of EPS on December 5
National Beverage (FIZZ) December 87 straddle priced for move of 9% into the expected release of EPS on December 5
United Natural Foods (UNFI) December 20 straddle priced for move of 14% into the expected release of EPS after the close on December 5
Broadcom (AVGO) December weekly 242 straddle priced for move of 5% into the expected release of EPS after the close on December 6
Copper Companies (COO) December 280 straddle priced for move of 6% into the expected release of EPS on December 6
Duluth Holdings (DLTH) December 30 straddle priced for move of 14% into the expected release of EPS on December 6
Kroger (KR) December weekly 29.50 straddle priced for move of 7% into the expected release of EPS before the open on December 6
Michaels Stores (MIK) December 17.50 straddle priced for move of 12% into the expected release of EPS before the open on December 6
Signet Jewelers (SIG) December weekly 53 straddle priced for move of 16% into the expected release of EPS on December 6
Tailored Brands (TLRD) December weekly 24 straddle priced for move of 13% into the expected release of EPS on December 6
Toro (TTC) December 60 straddle priced for move of 8% into the expected release of EPS before the open on December 6
Ulta Beauty (ULTA) December 307.50 straddle priced for move of 7% into the expected release of EPS after the close on December 6

Increasing unusual option volume: TRCO BOOT GPOR APHA SFM APU CGC TLRY CRON
Increasing unusual call option volume: TRCO BOOT GPOR SFM FTI APHA ECHO IQV ERJ
Increasing unusual put option volume: ITCI TSRO CALM EWU CLVS CNAT MXEF HRB
Popular stocks with increasing volume: FCX F PBR JCP ANF FOSL
Options with decreasing option implied volatility: CRM TSRO GBT MU TWLO NVDA PCG AMZN
Cboe Bitcoin December futures up 130 to 3940