Pre-Market IV Report January 2, 2018

Pre-Market IV Report January 2, 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: ARNC S SYF TLRY KHC AKS DB CZR DB X GE

Options expected to have increasing volume: AAPL NVDA NFLX ATVI NFLX F GM WYNN MGM LVS CZR USO

Index option implied volatility into 2019

S&P Dep Receipts (SPY) January weekly call option implied volatility is at 27, January is at 24, June is at 21; compared to its 52-week range of 8 to 35. Call put ratio 1 call to 1.2 puts.

PowerShares QQQ Trust (QQQ) January weekly call option implied volatility is at 31, January 32, June is at 25; compared to its 52-week range of 12 to 36. Call put ratio 1 call to 1.6 puts.

Ishares Russell 2000 Etf (IWM) January weekly call option implied volatility is at 30, January 28, June is at 22; compared to its 52-week range of 12 to 34. Call put ratio 1 call to 1.8 puts.

Apple (AAPL) December weekly call option implied volatility is at 34, January is at 35; compared to its 52-week range of 16 to 46. Call put ratio 1.6 call to 1 put.

iShares China Large-Cap (FXI) January weekly call option implied volatility is at 26, January is at 25; compared to its 52-week range of 17 to 33. Call put ratio 1 call to 1.6 puts into Chinese economic data.

Gaming resort option implied volatility bid into Chinese data

Wynn Resorts Ltd (WYNN) January weekly call option implied volatility is at 57, January is at 53; compared to its 52-week range of 26 to 72. Call put ratio 1.1 calls to 1 put.

Las Vegas Sands (LVS) January weekly call option implied volatility is at 47, January is at 53; compared to its 52-week range of 20 to 64. Call put ratio 1 call to 5 puts.

MGM Resorts (MGM) January weekly call option implied volatility is at 47, January is at 44; compared to its 52-week range of 22 to 59. Call put ratio 1.8 calls to 1 put.

United States Oil Fund (USO) January weekly call option implied volatility is at 49, January is at 50; compared to its 52-week range of 20 to 62. Call put ratio 2.6 calls to 1 put as WTI WTI crude oil trades below $45.

Option implied volatility for gaming resorts into Chine economic data

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 61; compared to its 52-week range of 26 to 72.

Las Vegas Sands (LVS) 30-day option implied volatility is at 48; compared to its 52-week range of 20 to 64.

MGM Resorts (MGM) 30-day option implied volatility is at 46; compared to its 52-week range of 22 to 59.

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 59.

Caesars Entertainment (CZR) 30-day option implied volatility is at 81; compared to its 52-week range of 30 to 83.

Auto option implied volatility into 2018 sales data

Fiat Chrysler (FCAU) 30-day option implied volatility is at 48; compared to its 52-week range 29 to 55

Ford (F) 30-day option implied volatility is at 49; compared to its 52-week range 19 to 55

General Motors (GM) 30-day option implied volatility is at 39; compared to its 52-week range 20 to 46

Increasing unusual option volume: HMY VIPS LBTYK PTLA CAH HP FLIR PSA FIS CG PLUG
Increasing unusual call option volume: HMY PSA CAH LBTYK PTLA VIPS CRBP ERIC VHC BKLN MDCO AU IBKR
Increasing unusual put option volume: VIPS HP NBL OMC ALL ADNT LBTYK PTLA LVS
Popular stocks with increasing unusual: VIPS HP DISH TSN HES
Options with decreasing option implied volatility: COST FDX NVDA UNG PTLA PRGO TWTR BCS ATHN