Pre-Market IV Report November 16, 2018

Pre-Market IV Report November 16, 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: VIPS UNH CF JPM VIAB JWN AMAT BAC DIS ARNC ZTO XBI UPS NVDA NTES

Options expected to have increasing volume: NVDA JWN WSM SONO SCVL AMAT SW PCG EIX

Straddle prices for stocks expected to report results next week

Agilent Technologies (A) December 65 straddle priced for move of 8% into the expected release of EPS after the bell on November 19
Hewlett Packard (HPE) December weekly 15.50 straddle priced for move of 4% into the expected release of EPS after the bell on November 19
Intuit (INTU) December 210 straddle priced for move of 7% into the expected release of EPS after the bell on November 19
Jack in the Box (JACK) December 80 straddle priced for move of 8% into the expected release of EPS after the bell on November 19
L3 Technologies (LLL) December 190 straddle priced for move of 9% into the expected release of EPS on November 19
L Brands (LB) November weekly 35 straddle priced for move of 12% into the expected release of EPS on November 19
Pure Storage (PSTG) December 20 straddle priced for move of 15% into the expected release of EPS after the bell on November 19
Nuance Communications (NUAN) December 17 straddle priced for move of 12% into the expected release of EPS after the bell on November 19
Urban Outfitters (URBN) November weekly 38 straddle priced for move of 9% into the expected release of EPS after the bell on November 19
Analog Devices (ADI) December 90 straddle priced for move of 7% into the expected release of EPS on November 20
Autodesk (ADKS) November weekly 134 straddle priced for move of 8% into the expected release of EPS after the bell on November 20
Barnes & Noble (BKS) December 7 straddle priced for move of 15% into the expected release of EPS before the bell on November 20

Best Buy (BBY) November weekly 67.50 straddle priced for move of 10% into the expected release of EPS before the bell on November 20
Campbell Soup (CPB) November weekly 39 straddle priced for move of 7% into the expected release of EPS before the bell on November 20
Foot Locker (FL) December 50 straddle priced for move of 14% into the expected release of EPS after the bell on November 20
Gap (GPS) November weekly 26 straddle priced for move of 8% into the expected release of EPS on November 20
Hormel (HRL) November weekly 45.50 straddle priced for move of 5% into the expected release of EPS before the bell on November 20
Kohls (KSS) November weekly 73 straddle priced for move of 8% into the expected release of EPS before the bell on November 20
Lowes (LOW) November weekly 93.50 straddle priced for move of 7% into the expected release of EPS before the bell on November 20
Medtronic (MDT) November weekly 93 straddle priced for move of 4% into the expected release of EPS before the bell on November 20
Ross Stores (ROST) December 95 straddle priced for move of 10% into the expected release of EPS before the bell on November 20
Target (TGT) November weekly 81 straddle priced for move of 7% into the expected release of EPS before the bell on November 20
TJX (TJX) December straddle priced for move of 7% into the expected release of EPS before the bell on November 20
Deere (DE) November weekly 146 straddle priced for move of 6% into the expected release of EPS before the bell on November 21

Increasing unusual option volume: BKLN DVMT AVB LPI ANGI ARMK AGIO QURE EIX
Increasing unusual call option volume: LPI ANGI AKCA DVMT AVB EDC ARMK VIPS
Increasing unusual put option volume: BKLN AUY DVMT SRE PTCT TRGP EIX DOV CPE BJ
Popular stocks with increasing volume: M F UPS HUM JCP DDS KODK : BKLN AUY DVMT
Options with decreasing option implied volatility: USO WB MJ PDD CGC BG K PACB EWZ UCO TLRY
Active options: AAPL GE BABA AMZN FB MU AMD F M MSFT T BAC CSCO NVDA WMT NFLX AMAT C SQ TSLA
Cboe Bitcoin December futures up 50 to 5415