Pre-Market IV Report December 7, 2018

Pre-Market IV Report December 7, 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: KTOS TROX BAC ARCC S CRC AVGO JPM BA XLF CVS CI BIG APHA AKRX DVMT WMB BBBY KTOS ARNC FAZ FDC DB ARNC CRON

Options expected to have increasing volume: LULU AVGO YELP ULTA COO FIZZ BA

iShares China Large-Cap (FXI) December weekly call option implied volatility is at 27, December is at 26, January is at 25; compared to its 52-week range of 16 to 33. Call put ratio 5 calls to 1 put with focus on January 44, 47 and 48 calls on trade talks, November USA employment report and OPEC.

Market Vectors Russia ETF Trust (RSX) December weekly call option implied volatility is at 24, December is at 29, January is at 25; compared to its 52-week range of 16 to 36. Call put ratio 1 call to 2 puts into OPEC decision.

Starbucks (SBUX) December weekly call option implied volatility is at 28, December is at 27; compared to its 52-week range of 15 to 31 into a company hosted investor day on December 13.

Twitter (TWTR) December weekly call option implied volatility is at 59, December is at 51; compared to its 52-week range of 33 to 92. Call put ratio 1.5 calls to 1 put with focus on December weekly calls.

Deutsche Bank (DB) November weekly call option implied volatility is at 30, December is at 41; compared to its 52-week range of 25 to 47.

Ford (F) December weekly call option implied volatility is at 35, December is at 31; compared to its 52-week range of 17 to 46.

Huawei Technologies component suppliers after China demands release of Huawei CFO Wanzhou

Lumentum’s (LITE) December weekly call option implied volatility is at 55, December is at 54; compared to its 52-week range of 38 to 80 after China demanding Canada release Huawei Technologies CFO Meng Wanzhou, who faces extradition to the U.S. on suspicion she violated U.S. trade sanctions against Iran, The Associated Press reports.

Oclaro (OCLR) 30 day option implied volatility is at 35; compared to its 52-week range of 17 to 84.

Finisar (FNSR) December weekly call option implied volatility is at 24, December is at 25; compared to its 52-week range of 22 to 81.

Infinera (INFN) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 93.

Ciena (CIEN) December weekly call option implied volatility is at 37, December is at 62; compared to its 52-week range of 23 to 56 after China demands release of Huawei CFO Wanzhou.

Straddle prices for stocks expected to report results next week

Ascena Retail Group (ASNA) December 3 straddle priced for move of 20% into the expected release of EPS on December 10
American Eagle (AEO) December weekly 20 straddle priced for move of 11% into the expected release of EPS after the bell on December 11
Dave & Busters (PLAY) December weekly 54 straddle priced for move of 11% into the expected release of EPS on December 11
DSW (DSW) December 25 straddle priced for move of 8% into the expected release of EPS before the open on December 11
Francesca’s (FRAN) December weekly 2 straddle priced for move of 21% into the expected release of EPS before the open on December 11
Stitch Fix (SFIX) December weekly 28.50 straddle priced for move of 18% into the expected release of EPS on December 11
Oracle (ORCL) December weekly 46.50 straddle priced for move of 4.5% into the expected release of EPS after the bell on December 12
Adobe (ADBE) December weekly 250 straddle priced for move of 6% into the expected release of EPS after the bell on December 13
Costco (COST) December weekly 232.50 straddle priced for move of 4% into the expected release of EPS on December 13
Freds (FRED) December weekly 2.50 straddle priced for move of 29% into the expected release of EPS before the open on December 13
Ciena (CIEN) December weekly 32.50 straddle priced for move of 10% into the expected release of EPS before the open on December 13

Increasing unusual option volume: VXXB XME NPTN TVPT TBF WAB OCLR SIG ZUMZ HOLX
Increasing unusual call option volume: NTPN VXXB TVPT HOLX VNTR FANG DISCA EVRI CME KODK
Increasing unusual put option volume: XME VXXB WETF ARCC TRU JEF QID TER WAB
Popular stocks with increasing volume: VALE X NAV BBT NAV HPE F

Active options: AAPL AMD C AMZN MSFT BABA NVDA FB VALE JD MU GE TSLA BAC NFLX SQ WFC X T JPM