Pre-Market IV Report July 13, 2018

Pre-Market IV Report July 13, 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: FOSL AAOI GOOS KORS WTW TTD MNST AVGO AKRX SYMC BKNG NXPI

Options expected to have increasing volume: T JNJ MCD JPM C WFC PNC NFLX BAC SLB GOGO

AT&T (T) July volatility low into DOJ appeals Time Warner AT&T merger approval as shares near six-year low

AT&T (T) July weekly call option implied volatility is at 16, July is at 15, August is at 20; compared to its 52-week range of 14 to 31 into DOJ appeals Time Warner AT&T merger approval.

Johnson & Johnson (JNJ) July weekly call option implied volatility is at 16, July is at 20, August is at 15; compared to its 52-week range of 11 to 28 into ordered to pay $4.1B punitive damages in talc cancer case.

Gogo (GOGO) July weekly call option implied volatility is at 340, August is at 151; compared to its 52-week range of 35 to 122 into announcing strategic review.

Bank of America (BAC) July call option implied volatility is at 28, August is at 23; compared to its 52-week range of 18 to 35 into the expected release of Q2 before the market open on July 16.

Blackrock (BLK) July call option implied volatility is at 26, August is at 22; compared to its 52-week range of 16 to 34 into the expected release of Q2 before the market open on July 16.

J.B. Hunt Transportation (JBHT) July call option implied volatility is at 39, August is at 27; compared to its 52-week range of 18 to 37 into the expected release of Q2 before the market open on July 16.

Netflix, Inc. (NFLX) July call option implied volatility is at 81, August is at 50; compared to its 52-week range of 23 to 64 into the expected release of EPS results on July 16.

Straddle prices for stocks expected to report results the week of July 16

Bank of America (BAC) July 29 straddle priced for move of 2.7% into the expected release of EPS before the open on July 16
Blackrock (BLK) July 505 straddle priced for move of 3.1% into the expected release of EPS before the open on July 16
J.B. Hunt Transportation (JBHT) July 120 straddle priced for move of 4.5% into the expected release of EPS before the open on July 16
Netflix (NFLX) July 410 straddle priced for move of 9.5% into the expected release of EPS before the open on July 16
Adtran (ADTN) July 16 straddle priced for move of 7% into the expected release of EPS after the close on July 17
America Movil (AMX) July 18 straddle priced for move of 4.8% into the expected release of EPS before the open on July 17
Comerica (CMA) July 90 straddle priced for move of 4% into the expected release of EPS before the open on July 17
CSX (CSX) July 65 straddle priced for move of 4.3% into the expected release of EPS after the close on July 17
Diebold (DBD) July 12.50 straddle priced for move of 6% into the expected release of EPS before the open on July 17
Goldman Sachs (GS) July 227.50 straddle priced for move of 3.2% into the expected release of EPS before the open on July 17
Interactive Brokers (IBKR) July 60 straddle priced for move of 5.5% into the expected release of EPS before the open on July 17
Johnson & Johnson (JNJ) July 127 straddle priced for move of 2.3% into the expected release of EPS before the open on July 17
Schwab (SCHW) July 51 straddle priced for move of 4% into the expected release of EPS before the open on July 17
T-Mobile (TMUS) July 61.50 straddle priced for move of 3% into the expected release of EPS after the close on July 17
United Continental (UAL) July 71 straddle priced for move of 5.3% into the expected release of EPS after the close on July 17
Abbot Laboratories (ABT) July 63 straddle priced for move of 3.1% into the expected release of EPS before the open on July 18
Alcoa (AA) July straddle 47.50 priced for move of 6.5% into the expected release of EPS after the close on July 18
American Express (AXP) July 101 straddle priced for move of 3.5% into the expected release of EPS after the close on July 18
Canadian Pacific (CP) July 185 straddle priced for move of 3.5% into the expected release of EPS before the open on July 18
eBay (EBAY) July 37.50 straddle priced for move of 5.7% into the expected release of EPS after the close on July 18
International Business Machines (IBM) July 146 straddle priced for move of 4.4% into the expected release of EPS after the close on July 18
Morgan Stanley (MS) July 48 straddle priced for move of 3.7% into the expected release of EPS before the open on July 18
Noodles (NDLS) July 12.50 straddle priced for move of 18% into the expected release of EPS after the close on July 18
Northern Trust (NTRS) July 104 straddle priced for move of 3.7% into the expected release of EPS before the open on July 18
Textron (TXT) July 65 straddle priced for move of 5.2% into the expected release of EPS before the open on July 18
U.S. Bancorp (USB) July 51.50 straddle priced for move of 2.3% into the expected release of EPS before the open on July 18

Increasing unusual option volume: OZRK PZZA ANW LC AVGO PAGS INFY AXTI
Increasing unusual call option volume: AXTI PAGS AEO PZZA AXL CRI SAVE AVGO BKS
Increasing unusual put option volume: HLT LC CA KDP OPK FOX INFY PZZA
Popular stocks with increasing unusual option volume: NXPI AVGO IQ GILD
Options with decreasing option implied volatility: ZGNX YPF EPD FAST FOXA GM ORCL
Cboe Bitcoin July futures up 65 to 6235