Pre-Market IV Report November 7, 2018

Pre-Market IV Report November 7, 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: SIRI DISH FOSL ALB DF HCLP PACB AMLP ATVI TSRO KDP HIIQ P RL UNH MUR

Options expected to have increasing volume: DIS ATVI TWLO GRPN DISH ITG DATA ETSY DISH INFN MTCH RRGB PZZA

Option implied volatility into Thursday’s FOMC decision

S&P Dep Receipts (SPY) November weekly call option implied volatility is at 26, November is at 20; compared to its 52-week range of 8 to 35. Call put ratio 1 call to 1.6 puts.

PowerShares QQQ Trust (QQQ) November weekly call option implied volatility is at 34, November is at 28; compared to its 52-week range of 11 to 31. Call put ratio 1 calls to 1 put.

Financial Select Sector SPDR ETF (XLF) November weekly call option implied volatility is at 32, November is at 28; compared to its 52-week range of 13 to 30. Call put ratio 1 call to 1.9 puts.

Proshares Ultra Short 20 Year Treasury ETF (TBT) November weekly call option implied volatility is at 39, November is at 27; compared to its 52-week range of 16 to 30. Call put ratio 1 call to 6.6 put.

iShares 20+ Year Treasury Bond Fund (TLT) November weekly call option implied volatility is at 18, November is at 14; compared to its 52-week range of 8 to 16. Call put ratio 1.5 calls to 1 put.

Ishares Iboxx $ High Yield Corporate Bond Etf (HYG) November weekly call option implied volatility is at 7, November is at 7, December is at 5; compared to its 52-week range of 5 to 13. Call put ratio 1 call to 9.4 puts.

Continental Resources (CLR) November weekly call option implied volatility is at 59, November is at 50, December is at 47; compared to its 52-week range of 29 to 57 as WTI trends lower.

Fossil (FOSL) November weekly call option implied volatility is at 290, November is at 177, December is at 103; compared to its 52-week range of 51 to 119 into expected release of EPS today after the bell. Call put ratio 1.2 calls to 1 put.

Straddle prices for stocks expected to report results this week

Wynn Resorts (WYNN) November weekly 110 straddle priced for move of 8% into the expected release of EPS today after the bell.
Qualcomm (QCOM) November weekly 63.50 straddle priced for move of 6.5% into the expected release of EPS today after the bell.
Activision Blizzard (ATVI) November 64.50 straddle priced for move of 6.5% into the expected release of EPS on November 8
Walt Disney (DIS) November 117 straddle priced for move of 3.5% into the expected release of EPS on November 8
Sirius XM Holdings (SIRI) November weekly 6 straddle priced for move of 11% into the expected release of EPS before the open on November 8

Increasing unusual option volume: LPI AMRX WWW WES CLNY QURE WEN DCP ACHC BHGE
Increasing unusual call option volume: QURE AU KNX NS MAR AVEO CDEV RL NAT
Increasing unusual put option volume: WEN DATA BHGE ASNA ACHC FLO THS AME
Popular stocks with increasing unusual: SQ MU GM BHGE
Options with decreasing option implied volatility: SEAS SYY RACE GLNG XOG SYY PCG
Cboe Bitcoin November futures up 92 to 6510