Pre-Market IV Report November 23, 2018

Pre-Market IV Report November 23, 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: BKLN HYG SHPG UNG EWW NKE MU TSRO HIIQ BB BCS ZAYO KMX ACN

Options expected to have increasing volume: AAPL AMZN FB BA GME

Apple and Amazon November weekly call option priced lower at close

Apple (AAPL) November weekly call option implied volatility is at 20, December 34; compared to its 52-week range of 16 to 41. Call put ratio 1.2 calls to 1 put.

Amazon (AMZN) November weekly call option implied volatility is at 27, December 42; compared to its 52-week range of 18 to 51.

Straddle prices for stocks expected to report results next week

Buckle (BKE) December 20 straddle priced for move of 12% into the expected release of EPS after the market close on November 26
At Home Group (HOME) December 26 straddle priced for move of 13% into the expected release of EPS on November 27
Cracker Barrel Old Country Store (CBRL) December 171.25 straddle priced for move of 7% into the expected release of EPS before the open on November 26
Hibbett Sports (HIBB) December 17.50 straddle priced for move of 17% into the expected release of EPS before the open on November 27
Salesforce (CRM) November weekly 124 straddle priced for move of 7% into the expected release of EPS after the market close on November 27
Box (BOX) December 17 straddle priced for move of 17% into the expected release of EPS after the market close on November 28
Burlington (BURL) November weekly 149 straddle priced for move of 7% into the expected release of EPS before the open on November 28
Chicos (CHS) December 7 straddle priced for move of 15% into the expected release of EPS before the open on November 28
Dicks Sporting Goods (DKS) November weekly 35 straddle priced for move of 12% into the expected release of EPS before the open on November 28
Tiffany (TIF) November weekly 102 straddle priced for move of 7% into the expected release of EPS before the open on November 28
Abercrombie & Fitch (ANF) November weekly 16 straddle priced for move of 12% into the expected release of EPS before the open on November 29
HP (HPQ) November weekly 22.50 straddle priced for move of 6% into the expected release of EPS after the market close on November 29
Palo Alto Network (PANW) November weekly 167.50 straddle priced for move of 9% into the expected release of EPS after the market close on November 29

Increasing unusual option volume: WING VLY ZAYO VNO SCS BECN BJRI
Increasing unusual call option volume: WING ZAYO LQD HIG QD BECN EQM
Increasing unusual put option volume: BJ BB BILI BECN ZAYO ABX AUY
Popular stocks with increasing volume: ABX AMRN TGT
Options with decreasing option implied volatility: PG TWLO ZAYO PCG YELP
Cboe Bitcoin December futures down 90 to 4285