Pre-Market IV Report December 6, 2018

Pre-Market IV Report December 6, 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: UPS FDX CRUS KRE CS BAC XLF KRE JPM PNC MS TLT BK

Options expected to have increasing volume: JPM C BAC WFC GS DB SPY IWM RUT QQQ GE MSFT FB AMZN AAPL GOOGL GOOG

Stocks are down in the premarket on Huawei CFO arrested

S&P Dep Receipts (SPY) December weekly call option implied volatility is at 25, December and January is at 21; compared to its 52-week range of 7 to 35.

PowerShares QQQ Trust (QQQ) December weekly call option implied volatility is at 31, December is at 26, January is at 23; compared to its 52-week range of 11 to 31.

Ishares Russell 2000 Etf (IWM) December weekly call option implied volatility is at 30, December is at 25; compared to its 52-week range of 12 to 27. Call put ratio 1 calls to 1.7 puts.

Financial Select Sector SPDR ETF (XLF) December weekly call option implied volatility is at 30, December 27; compared to its 52-week range of 13 to 30 into FOMC decision.

Phone component option implied volatility into Huawei CFO arrested

Analog Devices (ADI) 30 day option implied volatility of 28 compares to its 52-week range of 18 to 42
Cypress Semiconductor (CY) 30 day option implied volatility of 41 compares to its 52-week range of 27 to 59
Flextronics (FLEX) 30 day option implied volatility of 35 compares to its 52-week range of 19 to 58
Implied volatility is the volatility expectation that is priced into individual options. All the inputs of
Nuance (NUAN) 30 day option implied volatility of 33 compares to its 52-week range of 24 to 54
Skyworks Solutions (SWKS) 30 day option implied volatility of 32 compares to its 52-week range of 22 to 47
Intel (INTC) 30 day option implied volatility of 29 compares to its 52-week range of 19 to 44
Sony (SNE) 30 day option implied volatility of 29 compares to its 52-week range of 19 to 45
NXP Semiconductors (NXPI) 30 day option implied volatility of 33 compares to its 52-week range of 15 to 74
TSMC (TSM) 30 day option implied volatility of 30 compares to its 52-week range of 18 to 38
Sensata Technologies (ST) 30 day option implied volatility of 31 compares to its 52-week range of 20 to 38
TE Connectivity (TEL) 30 day option implied volatility of 29 compares to its 52-week range of 16 to 36
Qualcomm (QCOM) 30 day option implied volatility of 30 compares to its 52-week range of 19 to 53
Cirrus Logic Inc. (CRUS) 30 day option implied volatility of 38 compares to its 52-week range of 27 to 55
Jabil Circuit Inc. (JBL) 30 day option implied volatility of 40 compares to its 52-week range of 20 to 43
Broadcom Ltd. (AVGO) 30 day option implied volatility of 39 compares to its 52-week range of 22 to 48
STMicroelectronics (STM) 30 day option implied volatility of 42 compares to its 52-week range of 30 to 53
Qorvo (QRVO) 30 day option implied volatility of 39 compares to its 52-week range of 27 to 56
ON Semiconductor (ON) 30 day option implied volatility of 46 compares to its 52-week range of 26 to 61
Synaptics (SYNA) 30 day option implied volatility of 43 compares to its 52-week range of 31 to 75
TSMC (TSM) 30 day option implied volatility of 30 compares to its 52-week range of 18 to 38
Nvidia (NVDA) 30 day option implied volatility of 51 compares to its 52-week range of 25 to 86
Energous (WATT) 30 day option implied volatility of 88 compares to its 52-week range of 57 to 161
Corning (GLW) 30 day option implied volatility of 29 compares to its 52-week range of 16 to 38
Western Digital (WDC) 30 day option implied volatility of 44 compares to its 52-week range of 25 to 66
Apple (AAPL) 30 day option implied volatility of 30 compares to its 52-week range of 16 to 42
Texas Instruments (TXN) 30 day option implied volatility of 29 compares to its 52-week range of 17 to 40
Micron (MU) 30 day option implied volatility of 57 compares to its 52-week range of 34 to 63

Increasing unusual option volume: RSG BC HCP LDOS GEL OPK
Increasing unusual call option volume: BC TRU KMB FHN MGA RF HOME INVA
Increasing unusual put option volume: GEL OPK VNQ SIG BBT TOL ESV HPE LGIH EQIX STLD
Popular stocks with increasing volume: WMT INTC JPM
Options with decreasing option implied volatility: RH DG TOL AZO DG COUP F MPC DG STX BX
Cboe Bitcoin December futures up 5 to 3795