Pre-Market IV Report October 11, 2018

Pre-Market IV Report October 11, 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: SNAP MYL SHLD CMG COL XLI

EBAY EA AAPL VIX UVXY VXX ROKU FOSL TRIP LABU PGNX CSX MA CAT MSFT CAT TPR GOOG NVDA MMM SPY V AVGO SQ ….

Options expected to have increasing volume: SQ GOOGL GOOG NFLX FB GE NVDA AAPL AMZN

Large Cap option implied volatility increases to upper end of range

Microsoft (MSFT) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 37
Facebook (FB) 30-day option implied volatility is at 47; compared to its 52-week range of 16 to 47
Apple (AAPL) 30-day option implied volatility is at 41; compared to its 52-week range of 15 to 41
IBM (IBM) 30-day option implied volatility is at 32; compared to its 52-week range of 12 to 32
Netflix (NFLX) 30-day option implied volatility is at 67; compared to its 52-week range of 23 to 66
Alphabet (GOOGL) 30-day option implied volatility is at 39; compared to its 52-week range of 14 to 40
Alphabet (GOOG) 30-day option implied volatility is at 40; compared to its 52-week range of 14 to 39
Tesla (TSLA) 30-day option implied volatility is at 51; compared to its 52-week range of 24 to 51
Alibaba (BABA) 30-day option implied volatility is at 51; compared to its 52-week range of 25 to 51
Qualcomm (QCOM) 30-day option implied volatility is at 37; compared to its 52-week range of 53
Oracle (ORCL) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 35
Amazon (AMZN) 30-day option implied volatility is at 50; compared to its 52-week range of 17 to 52
Boeing (BA) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 53
Netflix (NFLX) 30-day option implied volatility is at 66; compared to its 52-week range of 22 to 66
Micron (MU) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 63
Amazon (AMZN) 30-day option implied volatility is at 50; compared to its 52-week range of 17 to 52
Boeing (BA) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 53
Micron (MU) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 63

Straddle prices for stocks expected to report results this week

JPMorgan Chase (JPM) October weekly 111 straddle priced for move of 3% into the expected release of Q3 EPS before the market open on October 12
PNC Financial (PNC) October weekly 136 straddle priced for move of 2.7% into the expected release of Q3 EPS before the market open on October 12
Wells Fargo (WFC) October weekly 52.50 straddle priced for move of 3.4% into the expected release of Q3 EPS before the market open on October 12
Citigroup (C) October 70 straddle priced for move of 3.4% into the expected release of Q3 EPS before the market open on October 12

Square (SQ) October weekly call option implied volatility is at 97, October is at 72, November is at 67; compared to its 52-week range of36 to 74 into the company announced CFO Sarah Friar is stepping down to become CEO of Nextdoor.

Active options: AAPL BABA AMD FB GE AMZN MSFT NFLX MU PBR INTC NVDA TSLA SNAP SQ TWTR JD AAL T
Increasing unusual option volume: JNK KEX GDS CCK ACRX IMPV FAST EWH EMN
Increasing unusual call option volume: GDS CCK ACRX ESPR EWT VIRT EMN CE LKQ FAST CTB PYX JCI
Increasing unusual put option volume: JNK EWH FAST CA DLPH IWF VUZI ITB
Popular stocks with increasing unusual: PBR SNAP AAL T
Options with decreasing option implied volatility: SFIX BBBY TLRY NBEV AMRN ESRX FAST IDT
Options with increasing option implied volatility: SNAP MYL SHLD CMG COL XLI EBAY EA AAPL VIX UVXY VXX ROKU FOSL TRIP LABU PGNX CSX MA CAT MSFT CAT TPR GOOG NVDA MMM SPY V AVGO….
Cboe Bitcoin October futures down 360 to 6180