Pre-Market IV Report November 29, 2018

Pre-Market IV Report November 29, 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: JNPR DG NOK RHT SPLK MO AMBA PANW PM UNG

Options expected to have increasing volume: AAPL FB ANF HPQ VMW T WDAY DLTR PANW DB MO BOX LZB QCOM TRCO DGX

Deutsche Bank (DB) option implied volatility flat into reports police searched offices in money laundering probe

Deutsche Bank (DB) November weekly call option implied volatility is at 33, December is at 34; compared to its 52-week range of 25 to 47 into reports police officers, prosecutors and tax inspectors searched six Deutsche Bank offices in and around Frankfurt Germany.

AT&T (T) November weekly call option implied volatility is at 36, December is at 23; compared to its 52-week range of 14 to 31 into today’s a company hosted analyst day.

Metal & mining option implied volatility

SPDR S&P Metals & Mining (XME) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 37
Freeport-McMoRan Copper & Gold (FCX) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 54
Southern Copper (SCCO) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 44
BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 40
Rio Tinto Plc (RIO) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 38
Vale (VALE) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 54
U.S. Steel (X) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 64
Arcelor Mittal (MT) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 52
AK Steel Holding (AKS) 30-day option implied volatility is at 67; compared to its 52-week range of 40 to 82

Straddle prices for stocks expected to report results this week

Express (EXPR) December 7 straddle priced for move of 15% into the expected release of EPS today
GameStop (GME) November weekly 15 straddle priced for move of 12% into the expected release of EPS today
HP (HPQ) November weekly 23 straddle priced for move of 6% into the expected release of EPS today after the market close
Palo Alto Network (PANW) November weekly 175 straddle priced for move of 7% into the expected release of EPS today after the market close
VMare (VMW) November weekly 160 straddle priced for move of 6% into the expected release of EPS today after the market close
Workday (WDAY) November weekly 145 straddle priced for move of 6% into the expected release of EPS after the market close
PVH Corp. (PVH) December 110 straddle priced for move of 8% into the expected release of EPS on November 30

Increasing unusual option volume: AMWC KEYS CPRX FTR XON HGV JNPR
Increasing unusual call option volume: AMWC KEYS CPRX XON BHF FTR HGV RLGY SHPG CHS JNPR
Increasing unusual put option volume: CNQ FTR AET VGK HUN EXPD TIF WRD EXPR BOIL THS
Popular stocks with increasing volume: FCX X CRM KO DLTR PZZA BURL ANF YELP HTZ
Options with decreasing option implied volatility: DKS TIF CRM BURL WB NTNX
Cboe Bitcoin December futures up 15 to 4225