Pre-Market IV Report October 19, 2018

Pre-Market IV Report October 19, 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: AMRN HCLP NWL YNDX AIMC IDTI PYPL SYMC ARRY V HON SLB HAL PYPL SKX

Options expected to have increasing volume: AIG PYPL SKX PG HON SLB VFC STT STI SYF ISRG

Straddle prices for stocks expected to report next week

Haliburton (HAL) October weekly 38 straddle priced for move of 5% into the expected release of EPS on before the open on October 22
Hasbro (HAS) October weekly 99 straddle priced for move of 7.5% into the expected release of EPS on before the open on October 22
Kimberly-Clark (KMB) October weekly 110 straddle priced for move of 4% into the expected release of EPS on before the open on October 22
TCF Financial (TCF) November 22.50 straddle priced for move of 7.8% into the expected release of EPS on before the open on October 22
TD Ameritrade (AMTD) October weekly 50 straddle priced for move of 5% into the expected release of EPS after the close on October 22
Zions Bancorporation (ZION) November 47 straddle priced for move of 6% into the expected release of EPS after the close on October 22
3M (MMM) October weekly 200 straddle priced for move of 4.3% into the expected release of EPS on before the open on October 23
Ameriprise Financial (AMP) November 135 straddle priced for move of 7% into the expected release of EPS after the close on October 23
Biogen (BIIB) October weekly straddle priced for move of 7% into the expected release of EPS on before the open on October 23
CA (CA) November 44 straddle priced for move of 3% into the expected release of EPS after the close on October 23
Capital One (COF) October 90 weekly straddle priced for move of 5.5% into the expected release of EPS on October 23
Caterpillar (CAT) October weekly 135 straddle priced for move of 6% into the expected release of EPS on before the open on October 23
Chubb (CB) November 125 straddle priced for move of 5% into the expected release of EPS after the close on October 23
Corning (GLW) October weekly 31 straddle priced for move of 6% into the expected release of EPS on before the open on October 23
Harley Davidson (HOG) October weekly 40.50 straddle priced for move of 6% into the expected release of EPS on before the open on October 23
Illumina (ILMN) October weekly 322.50 straddle priced for move of 7% into the expected release of EPS after the close on October 23
iRobt (IRBT) October weekly 91 straddle priced for move of 17% into the expected release of EPS after the close on October 23
JetBlue (JBLU) November 17 straddle priced for move of 9% into the expected release of EPS on before the open on October 23
Juniper (JNPR) October weekly 28.50 straddle priced for move of 7% into the expected release of EPS after the close on October 23
Keurig Dr Pepper (KDP) November 24 straddle priced for move of 8% into the expected release of EPS on October 23
Las Vegas Sands (LVS) October weekly 56 straddle priced for move of 5.5% into the expected release of EPS after the close on October 23
Lockheed Martin (LMT) October weekly 327 straddle priced for move of 4% into the expected release of EPS on before the open on October 23
McDonalds (MCD) October weekly 167.50 straddle priced for move of 4.2% into the expected release of EPS on before the open on October 23
Noodles (NDLS) November straddle priced for move of 15% into the expected release of EPS after the close on October 23
NutriSystem (NTRI) November 30 straddle priced for move of 10% into the expected release of EPS after the close on October 23
Texas Instruments (TXN) October weekly 100 straddle priced for move of 5.3% into the expected release of EPS after the close on October 23
U S Silica (SLCA) November 16 straddle priced for move of 9% into the expected release of EPS on before the open on October 23
United Technologies (UTX) October weekly 129 straddle priced for move of 4% into the expected release of EPS on before the open on October 23
USANA Health Sciences (USNA) November straddle priced for move of 13% into the expected release of EPS after the close on October 23
Varian (VAR) November 105 straddle priced for move of 7.5% into the expected release of EPS after the close on October 23
Verizon (VZ) October weekly 55 straddle priced for move of 3.4% into the expected release of EPS on before the open on October 23

Increasing unusual option volume: ECYT GNTX OZK EMES INVA NGL ERIC FSM LLNW
Increasing unusual call option volume: ECYT SRCI NGL ERIC FSM LLNW ARRY DNR ITB KEY
Increasing unusual put option volume: EMES OCN MEET PTE PE CRI SNA YNDX URI EBIX SIL
Popular stocks with increasing unusual: CAT PG SQ
Options with decreasing option implied volatility: NIO UVXY SCO GWW NFLX CREE WGO WFC PM CZR KMI BK AA
Active options: GE AAPL BAC NFLX FB BABA MU AMD AMZN MSFT WFC NVDA PYPL SNAP PBR TSLA TWTR SQ CAT PG
Cboe Bitcoin October futures down 10 to 6400