Pre-Market IV Report October 17, 2018

Pre-Market IV Report October 17, 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: TWLO AKRX CRON MDXG ENDP IGT JNK X ISRG CREE

Options expected to have increasing volume: NVDA UAL LRCX AMAT MU AMD CSX CREE ROKU IBM AXP

Proshares Ultra Short 20 Year Treasury ETF (TBT) October call option implied volatility is at 21, November is at 20; compared to its 52-week range of 17 to 30 into FOMC Minutes to be released at 14:00.

iShares 20+ Year Treasury Bond Fund (TLT) October and November call option implied volatility is at 10; compared to its 52-week range of 8 to 16.

Straddle prices for stocks expected to report results this week

Alliance Data (ADS) October 210 straddle priced for move of 5.5% into the expected release of EPS on before the open on October 18
American Express (AXP) October 105 straddle priced for move of 3.4% into the expected release of EPS on October 18
Bank of OZK (OZK) October 36 straddle priced for move of 6% into the expected release of EPS on October 18
BB&T (BBT) October 47 straddle priced for move of 2.2% into the expected release of EPS on October 18
Blackstone (BX) October 36 straddle priced for move of 3% into the expected release of EPS on October 18
Canadian Pacific Railway (CP) October 210 straddle priced for move of 3.4% into the expected release of EPS on October 18
Danaher (DHR) October 105 straddle priced for move of 3.1% into the expected release of EPS on October 18
E*TRADE (ETFC) October 50.50 straddle priced for move of 6.5% into the expected release of EPS on October 18
Intuitive Surgical (ISRG) October 542.50 straddle priced for move of 5% into the expected release of EPS on after the close on October 18
KeyCorp (KEY) October 18.50 straddle priced for move of 2.2% into the expected release of EPS before the open on October 18
Nucor (NUE) October 59 straddle priced for move of 4% into the expected release of EPS before the open on October 18
PayPal (PYPL) October 80 straddle priced for move of 5.2% into the expected release of EPS before the open on October 18
Skechers (SKX) October 26.50 straddle priced for move of 14% into the expected release of EPS after the close on October 18
Snap-On (SNA) October 170 straddle priced for move of 6.5% into the expected release of EPS before the open on October 18
Textron (TXT) October 65 straddle priced for move of 4.6% into the expected release of EPS before the open on October 18
Tile Shop (TTS) October 5 straddle priced for move of 18% into the expected release of EPS before the open on October 18
Honeywell (HON) October 160 straddle priced for move of 2.9% into the expected release of EPS before the open on October 19
Kansas City Southern (KSU) October 105 straddle priced for move of 3.8% into the expected release of EPS before the open on October 19
Proctor and Gamble (PG) October 81 straddle priced for move of 2.8% into the expected release of EPS before the open on October 19
State Street (STT) October 82.50 straddle priced for move of 3.7% into the expected release of EPS before the open on October 19
Synchrony (SYF) October 30 straddle priced for move of 5.5% into the expected release of EPS before the open on October 19
Schlumberger (SLB) October 31.50 straddle priced for move of 3.4% into the expected release of EPS before the open on October 19

Increasing unusual option volume: IRWD GOGL EWH SNDR RYAM EMB MTB HBAN CATM SSNC
Increasing unusual call option volume: GOOGL CATM EWH ELLI SSNC AXDX AGEN DXC GTT
Increasing unusual put option volume: EWH HBAN EMB ALY NEWR NAV VUZI NTRI ST TRN
Popular stocks with increasing unusual: CGC EA IBM
Options with decreasing option implied volatility: OMC DPZ UNH GWW WMT PGR ADBE GS JNJ ADBE
Cboe Bitcoin October futures at 6435