Pre-Market IV Report July 20, 2018

Pre-Market IV Report July 20, 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: BIIB NXPI SKX ARNC MDXG SKX MSFT AKRX SNAP SWKS ISRG

Options expected to be active: HON SLB MSFT GE SKX BHGE FB SWKS ISRG SWK GOOGL

Straddle prices for stocks expected to report results the week of July 23

Alphabet (GOOGL) July weekly 1200 straddle priced for move of 5% into the expected release of EPS after the close on July 23

Cal Maine Foods (CALM) July weekly 45.50 straddle priced for move of 5.9% into the expected release of EPS after the close on July 23

Haliburton (HAL) July weekly 45 straddle priced for move of 4.2% into the expected release of EPS before the open on July 23

Hasbro (HAS) July weekly 94 straddle priced for move of 6.3% into the expected release of EPS before the open on July 23

Illinois Tool Works (ITW) July 145 weekly straddle priced for move of 3.8% into the expected release of EPS before the open on July 23

Shutterfly (SFLY) August 90 straddle priced for move of 10% into the expected release of EPS after the close on July 23

Steel Dynamics (STLD) August 47 straddle priced for move of 7% into the expected release of EPS after the close on July 23

TD Ameritrade (AMTD) July weekly 57.50 straddle priced for move of 4% into the expected release of EPS after the close on July 23

Whirlpool (WHR) July weekly 152.50 straddle priced for move of 5.5% into the expected release of EPS before the open on July 23

Wynn Resorts (WYNN) July weekly 162.50 straddle priced for move of 6% into the expected release of EPS before the open on July 23

Zions Bancorporation (ZION) August straddle priced for move of 7.3% into the expected release of EPS after the close on July 23

3M (MMM) July weekly 202.50 straddle priced for move of 3.4% into the expected release of EPS before the open on July 24

Ameriprise (AMP) August 140 straddle priced for move of 6% into the expected release of EPS after the close on July 24

AT&T (T) July weekly 31 straddle priced for move of 3.1% into the expected release of EPS after the close on July 24

BankUnited (BKU) August 40 straddle priced for move of 6.2% into the expected release of EPS before the open on July 24

Biogen (BIIB) July weekly 357 straddle priced for move of 9% into the expected release of EPS before the open on July 24

Canadian National Railway (CNI) July weekly 86 straddle priced for move of 5% into the expected release of EPS before the open on July 24

Harley Davidson (HOG) July weekly 42 straddle priced for move of 6.4% into the expected release of EPS before the open on July 24

iRobot (IRBT) July weekly 78 straddle priced for move of 12% into the expected release of EPS after the close on July 24

JetBlue (JBLU) August 20 straddle priced for move of 6.7% into the expected release of EPS before the open on July 24

iShares China Large-Cap (FXI) July weekly call option implied volatility is at 21, August is at 20; compared to its 52-week range of 14 to 33 into the PBOC devalued the yuan.

Increasing unusual option volume: GGB CTB SIX MAN PDCE AVB AJRD CTAS PLNT

Increasing unusual call option volume: GGB SIX PLCE NVS DM EQR DISCA GLPI AVB OMC

Increasing unusual put option volume: CTB GGB MAN PLNT SIX SWK HIIQ MEET TRN PTC EWC

Popular stocks with increasing unusual option volume: EBAY IBM T FCX CMCSA F

Options with decreasing option implied volatility: AVGO ORCL FOXA NKE

Cboe Bitcoin July futures up 30 to 7495