Pre-Market IV Report November 20, 2018

Pre-Market IV Report November 20, 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: CRM TWLO CIEN MDT SQ DATA ADBE SHOP HRL BB

Options expected to have increasing volume: DB KSS HRL TJX CPB ADI MDT ADSK TGT LOW KSS BBY DE URBN LB INTU UNG MSFT AAPL V

Facebook (FB) November weekly call option implied volatility is at 45, December is at 39; compared to its 52-week range of 16 to 53 as shares trend lower.

Apple (AAPL) November weekly and December call option implied volatility is at 34, December and January is at 32; compared to its 52-week range of 16 to 42 as shares pullback.

Deutsche Bank (DB) November weekly call option implied volatility is at 28, December is at 34, January is at 33; compared to its 52-week range of 25 to 46 as shares trade lower in Europe.

United States Natural Gas (UNG) option implied volatility elevated on wide natural gas price movement

United States Natural Gas (UNG) November weekly call option implied volatility is at 106, December 198; compared to its 52-week range of 21 to 106.

Proshares Ultrashort Dj-ubs Natural Gas (KOLD) December call option implied volatility is at 163, January is at 135; compared to its 52-week range of 36 to 163. Call put ratio 3.5 calls to 1 put with focus on December 12 and 13 calls.

Proshares Ultra Dj-ubs Natural Gas (BOIL) December call option implied volatility is at 158, January is at 150; compared to tis 52-week range of 39 to 188.

Cheniere Energy (LNG) November weekly call option implied volatility is at 31, December is at 35; compared to its 52-week range of 23 to 46.

Chesapeake Energy (CHK) November weekly call option implied volatility is at 57, December is at 58; compared to its 52-week range of 43 to 95.

Cabot Oil & Gas (COG) November weekly call option implied volatility is at 37, December is at 35; compared to its 52-week range of 24 to 48.

EQT Corp. (EQT) November weekly call option implied volatility is at 37, December is at 36; compared to its 52-week range of 25 to 54. Call put ratio 3.5 calls to 1 put.

Continental Resources (CLR) November weekly call option implied volatility is at 45, December is at 49; compared to its 52-week range of 29 to 57.

ExxonMobil (XOM) November weekly call option implied volatility is at 20, December is at 22; compared to its 52-week range of 10 to 30.

Energy Select Sector SPDR ETF (XLE) November weekly call option implied volatility is at 24, December is at 26; compared to its 52-week range of 12 to 30. Call put ratio 2.8 calls to 1 put.

TESARO (TSRO) November call option implied volatility is at 71, December is at 113; compared to its 52-week range of 50 to 156. Call put ratio 4 calls to 1 put on wide price movement.

Straddle prices for stocks expected to report results this week
Analog Devices (ADI) December 90 straddle priced for move of 5% into the expected release of EPS on November 20
Autodesk (ADKS) November weekly 126 straddle priced for move of 9% into the expected release of EPS after the bell on November 20
Kohls (KSS) November weekly 71 straddle priced for move of 9% into the expected release of EPS before the bell on November 20
Ross Stores (ROST) December 90 straddle priced for move of 9.5% into the expected release of EPS before the bell on November 20
Deere (DE) November weekly 142 straddle priced for move of 6% into the expected release of EPS before the bell on November 21
Gamestop (GME) November weekly 13 straddle priced for move of 5% into the expected release of EPS before the bell on November 23
Rockwell Collins (COL) December 130 straddle priced for move of 7% into the expected release of EPS before the open on November 23

Increasing unusual option volume: SCI CFX BANC KBR GLPI HIIQ MBT RGNX KOLD PUMP RPM
Increasing unusual call option volume: HST SCI GLPI KOLD KODK ROST ACHN IRTC HIIQ
Increasing unusual put option volume: FOX KBR HIIQ PGR PE ICE MAT DBD JBLU
Popular stocks with increasing volume: NIO DIS JD
Options with decreasing option implied volatility: JD FOXA PCG IMMU EIX AMRN
Active options: AAPL FB GE NVDA JD BAC AMD TSLA AMZN NFLX MSFT BABA MU SQ DIS PYPL T NIO BA BHC
Cboe Bitcoin December futures down 437 to 4365