Pre-Market IV Report November 15, 2018

Pre-Market IV Report November 15, 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: UNG PNC PCG CTSH BUD ADBE NVDA FDX EWW JCP COP ORCL VIAB WMT

Options expected to have increasing volume: CSCO WMT CPB

Apple (AAPL) November call option implied volatility is at 42, November is at 33, January is at 31; compared to its 52-week range of 16 to 42.

The oil ‘Majors’ option implied volatility bid as WTI Oil trades below $60

Petroleo Brasileiro S.A.- Petrobras (PBR) 30-day implied volatility is at 38, compared to its 52-week range of 30 to 57
Exxon Mobil (XOM) 30-day implied volatility is at 23, compared to its 52-week range of 10 to 30
BP (BP) 30-day implied volatility is at 30, compared to its 52-week range of 12 to 37
Chevron (CVX) 30-day implied volatility is at 27, compared to its 52-week range of 13 to 32

Straddle prices for stocks expected to report results this week

NVIDIA (NVDA) November 197.50 straddle priced for move of 10% into the expected release of EPS today after the bell
Nordstrom (JWN) November 61 straddle priced for move of 10% into the expected release of EPS today after the bell
Applied Material (AMAT) November 33.50 straddle priced for move of 7% into the expected release of EPS today after the bell
Walmart (WMT) November 101 straddle priced for move of 4.5% into the expected release of EPS today before the open
Williams-Sonoma (WSM) November 62.5 straddle priced for move of 8% into the expected release of EPS today after the bell
Viacom (VIAB) November 32 straddle priced for move of 7% into the expected release of EPS before the open on November 16
Rockwell Collins (COL) November 130 straddle priced for move of 4% into the expected release of EPS before the open on November 16

Increasing unusual option volume: BKND LM ON AFSI TOO KBR UNG KMI
Increasing unusual call option volume: ON AFSI ENR NIHD BAK SFUN NXST DUK SWCH ARMK
Increasing unusual put option volume: LM TOO AR UNG AFSI KODK CP
Popular stocks with increasing volume: DISCA AMRN ECA
Options with decreasing option implied volatility: GOOS M TLRY LIN USO BHGE
Cboe Bitcoin December futures down 5 to 5425