Pre-Market IV Report July 17, 2018

Pre-Market IV Report July 17, 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: BNKG SKX NXPI AKRX TCVRR SAN AVGO NTAP XLK DNKN CSCO TRCO SBGI NFLX

Options expected to have increasing volume: NFLX AMZN GS MS CSX SLB UNH JNJ BIIB COF

Netflix, Inc. (NFLX) July call option implied volatility is at 103, August is at 50; compared to its 52-week range of 23 to 64 into reporting less than expected subscriber growth.
Straddle prices for stocks expected to report results this week
T-Mobile (TMUS) July 61.50 straddle priced for move of 2.3% into the expected release of EPS after the close on July 17
United Continental (UAL) July 72 straddle priced for move of 4.5% into the expected release of EPS after the close on July 17
Abbot Laboratories (ABT) July 62 straddle priced for move of 2.9% into the expected release of EPS before the open on July 18
Alcoa (AA) July straddle 47.50 priced for move of 5.6% into the expected release of EPS after the close on July 18
American Express (AXP) July 100 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 3.4% into the expected release of EPS before the open on July 18
eBay (EBAY) July 37.50 straddle priced for move of 5.4% into the expected release of EPS after the close on July 18
International Business Machines (IBM) July 146 straddle priced for move of 4.2% into the expected release of EPS after the close on July 18
Morgan Stanley (MS) July 48 straddle priced for move of 3.3% 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 105 straddle priced for move of 3.2% into the expected release of EPS before the open on July 18
Textron (TXT) July 65 straddle priced for move of 5.6% into the expected release of EPS before the open on July 18
U.S. Bancorp (USB) July 51 straddle priced for move of 2.1% into the expected release of EPS before the open on July 18
United Rentals (URI) July 150 straddle priced for move of 5.6% into the expected release of EPS after the close on July 18
Alliance Data Systems (ADS) July 220 straddle priced for move of 6.1% into the expected release of EPS before the open on July 19
Bank of New York Mellon (BK) July 54 straddle priced for move of 3.1% into the expected release of EPS before the open on July 19
Capital One Financial (COF) July 96 straddle priced for move of 3.7% into the expected release of EPS after the close on July 19
Danaher (DHR) July 97.50 straddle priced for move of 3% into the expected release of EPS before the open on July 19
Domino’s Pizza (DPZ) July 280 straddle priced for move of 6% into the expected release of EPS before the open on July 19
E*Trade (ETFC) July 60 straddle priced for move of 4% into the expected release of EPS after the close on July 19
Intuitive Surgical (ISRG) July 517.50 straddle priced for move of 5% into the expected release of EPS after the close on July 19
KeyCorp (KEY) July 20 straddle priced for move of 3% into the expected release of EPS before the open on July 19
Microsoft (MSFT) July 105 straddle priced for move of 3.3% into the expected release of EPS after the close on July 19
Nucor (NUE) July 64 straddle priced for move of 3% into the expected release of EPS before the open on July 19
Philip Morris (PM) July 82 straddle priced for move of 4.2% into the expected release of EPS before the open on July 19
PPG Industries (PPG) July 102 straddle priced for move of 3.4% into the expected release of EPS before the open on July 19
Skechers (SKX) July 31 straddle priced for move of 13% into the expected release of EPS after the close on July 19
Sonoco (SON) July 55 straddle priced for move of 5.2% into the expected release of EPS before the open on July 19
Tile Shop (TTS) July 7.5 straddle priced for move of 17% into the expected release of EPS before the open on July 19
Travelers (TRV) July 130 straddle priced for move of 2.7% into the expected release of EPS before the open on July 19
Baker Hughes (BHGE) July 32 straddle priced for move of 4.6% into the expected release of EPS before the open on July 20
Cleveland Cliffs (CLF) July 8 straddle priced for move of 13% into the expected release of EPS before the open on July 20
General Electric (GE) July 14 straddle priced for move of 4% into the expected release of EPS before the open on July 20
Honeywell (HON) July 146 straddle priced for move of 2.3% into the expected release of EPS before the open on July 20
Active options: BAC NFLX FB AMZN AAPL JPM MSFT AMD MU TSLA C IQ CLF TRCO T GE F SNAP BABA
Increasing unusual option volume: TRCO ADTN IPG FHN IMNT GGP JBHT PEGI
Increasing unusual call option volume: IPG GGP INNT JBHT QEP GIII RRD
Increasing unusual put option volume: TRCO IPG OMC CTB QDEL GLUU HBI JEF SBGI TSRO
Options with decreasing option implied volatility: ZGNX WBA NKE INFY FOX FAST C EVHC
Cboe Bitcoin July futures up 50 to 6720