Pre-Market IV Report November 1, 2018

Pre-Market IV Report November 1, 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: TSRO GOGO DKS DLTR TIF CZR ABBV MDR AAPL SYMC CF TEVA MDR AAPL SBUX XOM NXPI

Options expected to have increasing volume: XOM CBS AIG SBUX AAPL NXPI APA ABBV AIG FIT SPOT CI DISH

Apple (AAPL) November weekly call option implied volatility is at 84, November is at 44; compared to its 52-week range of 16 to 41. AAPL is expected to report EPS today after the closing bell. Call put ratio 1.3 calls to 1 put with focus on November weekly 220 and 222.50 calls.

Starbucks (SBUX) November weekly call option implied volatility is at 79, November is at 36; compared to its 52-week range of 14 to 31 into expected release of EPS today after the closing bell. Call put ratio 1.55 calls to 1 put.

Straddle prices for stocks expected to report results this week

Apple (AAPL) November weekly 217.50 straddle priced for move of 6% into the expected release of EPS today after the market close.
YRC Worldwide (YRCW) November 8 straddle priced for move of 14% into expected release of EPS today after the market close.
CBS (CBS) November weekly 57.50 straddle priced for move of 5% into the expected release of EPS today after the market close.
Starbucks (SBUX) November weekly 58.50 straddle priced for move of 4.5% into the expected release of EPS after the market close on November 1.
EOG Resources (EOG) November weekly 105 straddle priced for move of 4.5% into the expected release of EPS on November 2
Duke Energy (DUK) November weekly 82.50 straddle priced for move of 4.2% into the expected release of EPS before the open on November 2
Chevron (CVX) November weekly 112 straddle priced for move of 3.1% into the expected release of EPS before the open on November 2
Exxon Mobile (XOM) November weekly 80 straddle priced for move of 3.4% into the expected release of EPS before the open on November 2
Seagate (STX) November weekly 40 straddle priced for move of 9% into the expected release of EPS before the open on November 2
Revlon (REV) November 20 straddle priced for move of 16% into the expected release of EPS before the open on November 2
Increasing unusual option volume: NWSA DJX WCN MDR AJRD LPLA WWW IMMR HIMX BYD
Increasing unusual call option volume: DJX DXC AJRD MDR BLDR LPLA COL ALB FND
Increasing unusual put option volume: NWSA WCN HIMX MDR WU GSK
Popular stocks with increasing unusual: TEVA F NWSA CHK KO
Options with decreasing option implied volatility: ESPR FOLD TWTR EXAS ARRY
Cboe Bitcoin November futures flat 6295