Pre-Market IV Report November 21, 2018

Pre-Market IV Report November 21, 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: XLE NBR ADBE ADSK ORCL AFSI BKLN HYG EMB SHPG

Options expected to have increasing volume: USO UCO UNG XLE WBA HUM IQ FL BJ GPS DE GME COL

SPDR S&P Retail ETF (XRT) December option implied volatility bid into Black Friday

SPDR S&P Retail ETF (XRT) November weekly call option implied volatility is at 22, December 27; compared to its 52-week range of 17 to 34. Call put ratio 1 call to 1.4 puts.

Boeing (BA) November weekly call option implied volatility is at 39, December is at 37; compared to its 52-week range of 16 to 43. Call put ratio 1 to 1 after wide intra-day price movement.

Apple (AAPL) November weekly call option implied volatility is at 21, December 20; compared to its 52-week range of 16 to 41. Call put ratio 1.3 calls to 1 put as shares trend lower.

Facebook (FB) November weekly call option implied volatility is at 36, December 41; compared to its 52-week range of 16 to 53. Call put ratio 1 call to 1.3 puts as shares trend lower.

S&P Dep Receipts (SPY) November weekly call option implied volatility is at 21, December 20; compared to its 52-week range of 7 to 34. Call put ratio 1 call to 1.6 puts.

PowerShares QQQ Trust (QQQ) November weekly call option implied volatility is at 29, December 28; compared to its 52-week range of 11 to 31. Call put ratio 1 call to 1.5 puts.

Ishares Russell 2000 Etf (IWM) November weekly call option implied volatility is at 25, December 24; compared to its 52-week range of 11 to 28. Call put ratio 1 call to 1.7 puts.

Gamestop (GME) November weekly call option implied volatility is at 58, December 60; compared to its 52-week range of 31 to 86 into the expected release of EPS before the market open on November 23. Call put ratio 1.1 calls to 1 put.

Rockwell Collins (COL) December call option implied volatility is at 28, January 25; compared to its 52-week range of 7 to 37 into the expected release of EPS before the market open on November 23. Call put ratio 2.6 calls to 1 put.

Increasing unusual option volume: BTU LDOS TRGP KEYS ACHB MDGL JEC
Increasing unusual call option volume: BTU MDGL DVA ACHN FGEN KEYS
Increasing unusual put option volume: BTU JEC TRGP IYT BJ CYBR
Popular stocks with increasing unusual: RIG IBM T
Options with decreasing option implied volatility: PG TWLO PCG YELP
Cboe Bitcoin November futures up 1855 to 4550