Pre-Market IV Report November 5, 2018

Pre-Market IV Report November 5, 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: MRNS XOG ETM ATHN AABA SEAS SYY DXC OXY OHI APC

Options expected to have increasing volume: MAR CVS SYY PCG SEAS BRK.B AMZN TBT TLT CZR

Ishares Iboxx $ High Yield Corporate Bond Etf (HYG) November weekly call option implied volatility is at 7, November is at 8; compared to its 52-week range of 5 to 13 as interest rates trend higher.

United States Natural Gas (UNG) November weekly call option implied volatility is at 38, November is at 38, December is at 45; compared to its 52-week range of 21 to 69 as natural gas rally’s 5%.

Straddle prices for stocks expected to report results this week

CVS Health (CVS) November weekly 73 straddle priced for move of 5.9% into the expected release of EPS before the open on November 6.
Devon Energy (DVN) November weekly 32 straddle priced for move of 7.5% into the expected release of EPS after the bell on November 6.
News Corp (NWS) November 12.50 straddle priced for move of 11% into the expected release of EPS after the bell on November 7.
Qualcomm (QCOM) November weekly 63.50 straddle priced for move of 6.5% into the expected release of EPS after the bell on November 7.

Wynn Resorts (WYNN) November weekly 112 straddle priced for move of 9% into the expected release of EPS after the bell on November 7.
Wright Medical Group (WMGI) November 27.50 straddle priced for move of 11% into the expected release of EPS after the bell on November 7.

Aero-space & aviation stock option implied volatility into midterm elections

Boeing (BA) 30 day option implied volatility is at 29; compared to its 52-week range of 16 to 43 into midterm elections
Embraer (ERJ) 30 day option implied volatility is at 40; compared to its 52-week range of 27 to 72 into midterm elections
General Dynamics (GD) 30 day option implied volatility is at 24; compared to its 52-week range of 14 to 29 into midterm elections
General Electric (GE) 30 day option implied volatility is at 53; compared to its 52-week range of 20 to 59 into midterm elections
Honeywell (HON) option30 day option implied volatility is at 12; compared to its 52-week range of 12 to 28 into midterm elections
Huntington Ingalls (HII) 30 day option implied volatility is at 44; compared to its 52-week range of 18 to 48 into midterm elections
Harris (HRS) 30 day option implied volatility is at 29; compared to its 52-week range of 15 to 37 into midterm elections
L-3 Communications (LLL) 30 day option implied volatility is at 40; compared to its 52-week range of 16 to 40 into midterm elections
Lockheed Martin (LMT) 30 day option implied volatility is at 26; compared to its 52-week range of 12 to 34 into midterm elections
Northrop Grumman (NOC) 30 day option implied volatility is at 28; compared to its 52-week range of 14 to 36 into midterm elections
Raytheon (RTN) 30 day option implied volatility is at 26; compared to its 52-week range of 13 to 31 into midterm elections
Rockwell Collins (COL) 30 day option implied volatility is at 32; compared to its 52-week range of 8 to 38 into midterm elections
Spirit AeroSystems (SPR) 30 day option implied volatility is at 29; compared to its 52-week range of 19 to 50 into midterm elections
Ingersoll-Rand (IR) 30 day option implied volatility is at 25; compared to its 52-week range of 17 to 36 into midterm elections
Textron (TXT) 30 day option implied volatility is at 31; compared to its 52-week range of 18 to 37 into midterm elections
United Technologies (UTX) 30 day option implied volatility is at 26; compared to its 52-week range of 13 to 31 into midterm elections

Increasing unusual option volume: PACB THS DHT AXL DCP SYF WAB NUS
Increasing unusual call option volume: PACB DHT SYG ACRX STAA AVEO VRSN
Increasing unusual put option volume: THS AXL EWH ITT DOV
Popular stocks with increasing unusual: SNAP NWL SBUX
Options with decreasing option implied volatility: ESPR NWL
Cboe Bitcoin November futures up 47 to 6395