Pre-Market IV Report July 30, 2018

Pre-Market IV Report July 30, 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: CBS VIAB FOLD URBN ADSK BURL LOW CAT SNAP YELP HD CHK AABA AAPL

Options expected to be active: CAT ADM PFE PG AAPL CBS VIAB AKAM

Akamai Technology (AKAM) August weekly call option implied volatility is at 71, August is at 44; compared to its 52-week range of 19 to 55 into the expected release of EPS after the market close on July 31. Call put ratio 1 call to 3.3 puts.

Anadarko Petroleum (APC) August weekly call option implied volatility is at , August is at ; compared to its 52-week range of 25 to 45 into the expected release of EPS after the market close on July 31.

Apple (AAPL) August weekly call option implied volatility is at 38, August is at 27; compared to its 52-week range of 16 to 34 into the expected release of Q3 after the market close on July 31.

Baidu (BIDU) August weekly call option implied volatility is at 61, August is at 43; compared to its 52-week range of 24 to 50 into the expected release of EPS after the market close on July 31.

Straddle prices for stocks expected to report results the week
Caterpillar (CAT) August weekly 143 straddle priced for move of 5.2% into the expected release of EPS on July 30
Illumina (ILMN) August weekly 300 straddle priced for move of 6.7% into the expected release of EPS after the close on July 30
Akamai Technology (AKAM) August weekly 79.50 straddle priced for move of 8% into the expected release of EPS after the close on July 31
American Tower (AMT) August weekly 144 straddle priced for move of 2.4% into the expected release of EPS on July 31
Anadarko Petroleum (APC) August weekly 72.50 straddle priced for move of 4% into the expected release of EPS after the close on July 31
Apple (AAPL) August weekly 190 straddle priced for move of 4% into the expected release of EPS after the close on July 31
Archer Danial (ADM) August weekly 47.50 straddle priced for move of 3% into the expected release of EPS on July 31
Baidu (BIDU) August weekly 255 straddle priced for move of 7.5 % into the expected release of EPS after the close on July 31
BP PLC (BP) August weekly 44.50 straddle priced for move of 3% into the expected release of EPS on July 31
Charter (CHTR) August weekly 287 straddle priced for move of 6.2% into the expected release of EPS on July 31
Cummins (CMI) August weekly 139 straddle priced for move of 4.7% into the expected release of EPS before the open on July 31
Ecolab (ECL) August weekly 141 straddle priced for move of 2.7% into the expected release of EPS on July 31
Groupon (GRPN) August weekly 5 straddle priced for move of 13% into the expected release of EPS before the open on July 31
Hyatt (H) August weekly 80 straddle priced for move of 6.2% into the expected release of EPS after the close on July 31
Lumber Liquidators (LL) August weekly 24 straddle priced for move of 12% into the expected release of EPS before the open on July 31
Pandora (P) August weekly 7.5 straddle priced for move of 13% into the expected release of EPS after the close on July 31
Proctor & Gamble (PG) August weekly 80.50 straddle priced for move of 3.5% into the expected release of EPS before the open on July 31
Ralph Lauren (RL) August weekly 136 straddle priced for move of 7.3% into the expected release of EPS before the open on July 31
Sony (SNE) August weekly straddle 53.50 priced for move of 6.3% into the expected release of EPS on July 31
Square (SQ) August weekly 70 straddle priced for move of 8.5 % into the expected release of EPS on July 31
U S Silica Holdings (SLCA) August 27 straddle priced for move of 11% into the expected release of EPS before the open on July 31

Increasing unusual option volume: LOGM AMID SE NLSN WFT UIS STAY APRN
Increasing unusual call option volume: NLSN MHK LOGM UIS STAY VGK APRN EXPE ZBH STT HIG
Increasing unusual put option volume: NCR WFT GDS IDT MDY IRDM WFT
Popular stocks with increasing unusual option volume: CHK SNAP WFT NXPI
Options with decreasing option implied volatility: SVU NXPI UA UAA IRBT GRUB MAT WIX AMD WHR FB BIIB
Cboe Bitcoin July futures down 42 to 8160