Pre-Market IV Report July 31, 2018

Pre-Market IV Report July 31, 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: SNAP ARNC JCP AABA TSLA AAPL SIG FOLD ANF SHAK MRVL DVAX LULU DVMT PANW DKS APRN JCP

Options expected (AAPL) be active: PFE PG AAPL BP CS CBS AKAM P CMG TSLA CHK S

Apple (b) weekly option implied volatility increases into Q3

Apple (AAPL) August weekly call option implied volatility is at 51, August is at 39; compared to its 52-week range of 16 to 34 into the expected release of Q3 after the market close on July 31. Call put ratio 1 call to 1.12 puts

Akamai Technology (AKAM) August weekly call option implied volatility is at 97, August is at 53; 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 2.1 puts.

Anadarko Petroleum (APC) August weekly call option implied volatility is at 47, August is at 33; compared to its 52-week range of 25 to 45 into the expected release of EPS after the market close on July 31.

Pandora (P) August weekly call option implied volatility is at 170, August is at 90; compared to its 52-week range of 43 to 112 into the expected release of Q3 after the market close on July 31.

Square (SQ) August weekly call option implied volatility is at 107, August is at 63; compared to its 52-week range of 32 to 75 into the expected release of EPS today after the market close.

Chipotle (CMG) August weekly call option implied volatility is at 27, August is at 26; compared to its 52-week range of 24 to 48 into reports has shut down a restaurant in Powell, Ohio, on Monday following reports of customers getting sick after eating there, the company told Business Insider.

Straddle prices for stocks expected to report results this week

Akamai Technology (AKAM) August weekly 75 straddle priced for move of 10% into the expected release of EPS after the close on July 31

Anadarko Petroleum (APC) August weekly 74 straddle priced for move of 3.7% into the expected release of EPS after the close on July 31

Apple (AAPL) August weekly 190 straddle priced for move of 4.2% into the expected release of EPS after the close on July 31

Baidu (BIDU) August weekly 250 straddle priced for move of 7.3% into the expected release of EPS after the close on July 31

Square (SQ) August weekly straddle priced for move of % into the expected release of EPS on July 31

U S Silica Holdings (SLCA) August weekly straddle priced for move of % into the expected release of EPS before the open on July 31

Chesapeake (CHK) August weekly 5 straddle priced for move of 9.4% into the expected release of EPS before the open on August 1

FireEye (FEYE) August weekly 15.50 straddle priced for move of 11% into the expected release of EPS after the close on August 1

Fitbit (FIT) August weekly 6 straddle priced for move of 14% into the expected release of EPS after the close on August 1

Garmin (GRMN) August weekly 62 straddle priced for move of 4.9% into the expected release of EPS before the open on August 1

Hanesbrands (HBI) August weekly 22 straddle priced for move of 9% into the expected release of EPS before the open on August 1

Herbalife (HLF) August weekly 52 straddle priced for move of 7% into the expected release of EPS after the close on August 1

Humana (HUM) August weekly 312.50 straddle priced for move of 4% into the expected release of EPS on August 1

Molson Coors Brewing (TAP) August weekly 67 straddle priced for move of 7.1% into the expected release of EPS before the open on August 1

Sprint (S) August weekly 5.5 straddle priced for move of 4.2% into the expected release of EPS on August 1

Stratasys (SSYS) August weekly 19 straddle priced for move of 10% into the expected release of EPS before the open on August 1

Tesla (TSLA) August weekly 290 straddle priced for move of 9% into the expected release of EPS after the close on August 1

TripAdvisor (TRIP) August weekly 58 straddle priced for move of 11% into the expected release of EPS after the close on August 1

United States Steel (X) August weekly 37 straddle priced for move of 8% into the expected release of EPS after the close on August 1

Zynga (ZNGA) August weekly 4 straddle priced for move of 10% into the expected release of EPS after the close on August 1

Increasing unusual option volume: ADNT TXRH PEGI FIS BEN LL OMF RMD UNFI BLDR IDTI MLM

Increasing unusual call option volume: CS FIS BEN UNFI BLDR IDTI FBHS NTRI

Increasing unusual put option volume: ADNT PEGI LL SVU MLM VMC KWEB RNG

Popular stocks with increasing unusual option volume: SNAP AABA CAT VOD NTRI

Options with decreasing option implied volatility: SVU NXPI UA UAA IRBT MAT TPX GRUB BIIB SAN

Cboe Bitcoin July futures down 10 to 8090