Pre-Market IV Report July 18, 2018

Pre-Market IV Report July 18, 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: UAL CSX SLB GE AKRX ZGNX NFLX FOXA INFY CA FAST MSFT TRB COF
Options expected to be active: GOOG GOOGL TXN MSFT COF UAL CSX

Alphabet (GOOG) July call option implied volatility is at 22, August is at 27; compared to its 52-week range of 14 to 39 into EU is said to be preparing a $5B antitrust fine over its Android operating system.

Alphabet (GOOG) July call option implied volatility is at 23, August is at 27: compared to its 52-week range of 14 to 40.

Texas Instruments (TXN) July call option implied volatility is at 22, August is at 27; compared to its 52-week range of 15 to 33 into CEO resignation, Q2 results.

Baker Hughes (BHGE) July call option implied volatility is at 54, August is at 34; compared to its 52-week range of 25 to 48 into the expected release of EPS before the market open on July 20.

Cleveland Cliffs (CLF) July call option implied volatility is at 98, August is at 55; compared to its 52-week range of 25 to 46 into the expected release of EPS before the market open on July 20.

General Electric (GE) July call option implied volatility is at 55, August is at 31; compared to its 52-week range of 15 to 46 into the expected release of EPS before the market open on July 20.

Honeywell (HON) July call option implied volatility is at 31, August is at 17; compared to its 52-week range of 11 to 28 into the expected release of EPS before the market open on July 20.

Kansas City Southern (KSU) July call option implied volatility is at 49 August is at 27; compared to its 52-week range of 19 to 36 into the expected release of EPS before the market open on July 20.

Schlumberger (SLB) July call option implied volatility is at 41, August is at 25; compared to its 52-week range of 18 to 36 into the expected release of EPS before the market open on July 20.

Stanley Black & Decker (SWK) July call option implied volatility is at 47, August is at 26; compared to its 52-week range of 15 to 30 into the expected release of EPS before the market open on July 20.

Straddle prices for stocks expected to report results this week
United Rentals (URI) July 152.50 straddle priced for move of 5.3% into the expected release of EPS after the close on July 18
Alliance Data Systems (ADS) July 220 straddle priced for move of 6.2% 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 3.6% into the expected release of EPS after the close on July 19
Danaher (DHR) July 100 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 5.6% into the expected release of EPS before the open on July 19
E*Trade (ETFC) July 61 straddle priced for move of 3.7% into the expected release of EPS after the close on July 19
Intuitive Surgical (ISRG) July 522.50 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 106 straddle priced for move of 3.2% into the expected release of EPS after the close on July 19
Nucor (NUE) July 64.50 straddle priced for move of 2.9% into the expected release of EPS before the open on July 19
Philip Morris (PM) July 82.50 straddle priced for move of 4.6% into the expected release of EPS before the open on July 19
PPG Industries (PPG) July 105 straddle priced for move of 3.2% into the expected release of EPS before the open on July 19
Skechers (SKX) July 32 straddle priced for move of 15% 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 33 straddle priced for move of 4% into the expected release of EPS before the open on July 20
Cleveland Cliffs (CLF) July 8 straddle priced for move of 8% into the expected release of EPS before the open on July 20
General Electric (b) July 13.50 straddle priced for move of 4.2% into the expected release of EPS before the open on July 20
Honeywell (HON) July 147 straddle priced for move of 2.3% into the expected release of EPS before the open on July 20
Kansas City Southern (KSU) July 104 straddle priced for move of 3.4% into the expected release of EPS before the open on July 20
Schlumberger Ltd. (SLB) July 67 straddle priced for move of 3% into the expected release of EPS before the open on July 20
Stanley Black & Decker (SWK) July 137 straddle priced for move of 5.5% into the expected release of EPS before the open on July 20

Increasing unusual option volume: FHN CRTO GPK OMC ADTN SRE GGP
Increasing unusual call option volume: CRTO ITB GGP SRE ADTN GPK OMC RIOT
Increasing unusual put option volume: BKS RES BTU TAHO GPC HST
Popular stocks with increasing unusual option volume: GS SNAP JNJ T NXPI
Options with decreasing option implied volatility: SAN CREE PLNT TPR NVDA AVGO NTAP CSCO WMT
Cboe Bitcoin July futures up 57 to 7390