Pre-Market IV Report October 2, 2018

Pre-Market IV Report October 2, 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: NBEV OMER I GPRO LL WTW SHPG STX ATHN TRN CIEN AMRN SFIX AVEO FOXA PBR EWZ BBD

Options expected to have increasing volume: GOOGL GOOG FB SFIX PZZA PEP

*Option implied volatility at low end of historic range as share prices at high end of historic range as interest rates trend higher, with full employment into corporate results-2019 guidance after Trumps tax cuts and regulatory reform.

iShares MSCI Brazil (EWZ) October weekly call option implied volatility is at 39, October is at 44, November is at 54; compared to its 52-week range of 24 to 58 into Brazil general elections to be held on October 7. Call put ratio 1.2 calls to 1 put.

Petrobras (PBR) October weekly call option implied volatility is at 51, October is at 64; compared to its 52-week range of 30 to 75 into Brazil general elections on October 7 and WTI crude oil trading above $75. Call put ratio 1.6 calls to 1 put.

Banco Bradesco (BBD) October weekly call option implied volatility is at 51, November is at 67; compared to its 52-week range of 29 to 67. Call put ratio 1 calls to 1 put.

Itau Unibanco (ITUB) October call option implied volatility is at 51, November 61; compared to its 52-week range of 27 to 60. Call put ratio 2 calls to 1 put.

Gerdau SA (GGB) October call option implied volatility is at 49, November is 54; compared to its 52-week range of 32 to 58. Call put ratio 12 calls to 1 put.

Vale (VALE) October weekly call option implied volatility is at 37, October is at 39, November is at 40; compared to its 52-week range of 30 to 46. Call put ratio 1 call to 1.2 puts.

Embraer (ERJ) October call option implied volatility is at 36, November is at 40; compared to its 52-week range of 27 to 72. Call put ratio 4.7 calls to 1 put.

Lamb Weston (LW) October call option implied volatility is at 28, November is at 24; compared to its 52-week range of 16 to 31 into the expected release of Q1 results today.

Paychex (PAYX) October weekly call option implied volatility is at 24, November is at 21; compared to its 52-week range of 15 to 32 into the expected release of Q1 results today.

Lennar (LEN) October weekly call option implied volatility is at 42, November is at 34; compared to its 52-week range of 20 to 45 into the expected release of EPS results before the open on October 3.

Increasing unusual option volume: TRI SESN CRMD EWI INSM NBEV NOG TXT FTV
Increasing unusual call option volume: NOG SESN CRMD SHPG TRI NBEV DXJ O INSM
Increasing unusual put option volume: TRI TXT S INSM VIAB AVEO INFN OMER
Popular stocks with increasing unusual: TLRY SNAP SQ
Options with decreasing option implied volatility: TGTX TSLA WYNN AKRX LVS
Cboe Bitcoin October futures up 15 to 6560