Pre-Market IV Report November 6, 2018

Pre-Market IV Report November 6, 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: S HCLP RL PACB AMLP ATVI TSRO KDP P UNH ATHN

Options expected to have increasing volume: MAR CVS UAA UA CAR BKNG P DIS MLNX

Health Care Select Sect Fd (XLV) and Financial Select Sector SPDR ETF (XLF) option implied volatility increases into midterm elections and FOMC meeting

Health Care Select Sect Fd (XLV) November weekly call option implied volatility is at 28, November is at 23, December is at 19; compared to its 52-week range of 10 to 27. Call put ratio 1 call to 4.3 puts.

Financial Select Sector SPDR ETF (XLF) November weekly call option implied volatility is at 32, November is at 28, December is at 22; compared to its 52-week range of 13 to 30. Call put ratio 1.1 calls to 1 put.

Aero-space & aviation stock option volume and implied volatility increases into midterm elections and FOMC meeting

Boeing (BA) 30 day option implied volatility is at 30; compared to its 52-week range of 16 to 43.

General Dynamics (GD) 30 day option implied volatility is at 24; compared to its 52-week range of 14 to 29 into midterm elections. Call put ratio 3.4 calls to 1 put.

General Electric (GE) 30 day option implied volatility is at 53; compared to its 52-week range of 20 to 59.

Honeywell (HON) option 30 day option implied volatility is at 12; compared to its 52-week range of 12 to 28. Call put ratio 2.4 calls to 1 put.

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. Call put ratio 4 calls to 1 put.

L-3 Communications (LLL) 30 day option implied volatility is at 38; compared to its 52-week range of 16 to 40.

Lockheed Martin (LMT) 30 day option implied volatility is at 26; compared to its 52-week range of 12 to 34.

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.

Rockwell Collins (COL) 30 day option implied volatility is at 33; compared to its 52-week range of 8 to 38. Call put ratio 1 call to 6.3 puts.

Spirit AeroSystems (SPR) 30 day option implied volatility is at 30; compared to its 52-week range of 19 to 50.

Ingersoll-Rand (IR) 30 day option implied volatility is at 25; compared to its 52-week range of 17 to 36. Call put ratio 1 call to 3.7 puts.

Textron (TXT) 30 day option implied volatility is at 31; compared to its 52-week range of 18 to 37. Call put ratio 8.4 calls to 1 put.

United Technologies (UTX) 30 day option implied volatility is at 26; compared to its 52-week range of 13 to 31 into midterm elections. Call put ratio 1 call to 7.4 puts.

Under Armour Inc (UAA) November weekly call option implied volatility is at 64, November is at 54, December is at 48; compared to its 52-week range of 35 to 87 into ends prior practice of reimbursing for strip clubs, WSJ says. Call put ratio 1.6 calls to 1 put.

Straddle prices for stocks expected to report results this week

Qualcomm (QCOM) November weekly 63.50 straddle priced for move of 6.2% into the expected release of EPS after the bell on November 7.

Wynn Resorts (WYNN) November weekly 109 straddle priced for move of 9% into the expected release of EPS after the bell on November 7.

Activision Blizzard (ATVI) November 64.50 straddle priced for move of 7.6% into the expected release of EPS on November 8

Walt Disney (DIS) November 115 straddle priced for move of 4.4% into the expected release of EPS on November 8

Increasing unusual option volume: PEGI TRU FLO URA HK MAC AXL
Increasing unusual call option volume: URA AXL HK MAC CCJ PACB
Increasing unusual put option volume: PEGI WAB THS RNG SYY
Popular stocks with increasing unusual: IBM X MAR
Options with decreasing option implied volatility: SEAS SYY RACE PCG GLNG XOM WTW
Cboe Bitcoin November futures up 35 to 6430