Pre-Market IV Report October 22, 2018

Pre-Market IV Report October 22, 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: ARRY YNDX NWL BPL HAS HAL MCD

Options expected to have increasing volume: HAL KMB CB MCD TXN CZR HAL CBS UA UAA NOC GD UTX BA

Option implied volatility for companies with financial ties to “Davos in the Desert” in Saudi Arabia

JPMorgan (JPM) 30-day option implied volatility is at 22; compared to its 52-week range 15 to 35
BlackRock (BLK) 30-day option implied volatility is at 28; compared to its 52-week range 16 to 34
Blackstone Group (BX) 30-day option implied volatility is at 28; compared to its 52-week range 15 to 40

Option Implied Volatility for Entertainment Companies with Saudi Arabia Ties

AMC (AMC) 30-day option implied volatility is at 49; compared to its 52-week range 38 to 91
IMAX (IMAX) 30-day option implied volatility is at 43; compared to its 52-week range 29 to 49

Option implied volatility for Entertainment companies with Saudi Arabia ties
Six Flags (SIX) 30-day option implied volatility is at 43; compared to its 52-week range 19 to 43
WWE (WWE) 30-day option implied volatility is at 53; compared to its 52-week range 23 to 57

Straddle prices for stocks expected to report results this week
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 4.2% 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 320 straddle priced for move of 7.5% into the expected release of EPS on before the open on October 23
CA (CA) November 44 straddle priced for move of 2% into the expected release of EPS after the close on October 23
Capital One (COF) October 91.50 weekly straddle priced for move of 5.5% into the expected release of EPS on October 23
Caterpillar (CAT) October weekly 131 straddle priced for move of 6% into the expected release of EPS on before the open on October 23
Chubb (CB) November 130 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 39.50 straddle priced for move of 6% into the expected release of EPS on before the open on October 23
Illumina (ILMN) October weekly 312.50 straddle priced for move of 7% into the expected release of EPS after the close on October 23
iRobt (IRBT) October weekly 90 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
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% 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 98.50 straddle priced for move of 5.5% 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 105 straddle priced for move of 13% into the expected release of EPS after the close on October 23
Varian (VAR) November 104 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 3.3% into the expected release of EPS on before the open on October 23
Las Vegas Sands (LVS) October weekly 55.50 straddle priced for move of 5.5% into the expected release of EPS after the close on October 24

Increasing unusual option volume: AGI ENT ECHO OZK MTDR PTI
Increasing unusual call option volume: AGI ENT QEP TER PTI NFX HAS
Increasing unusual put option volume: OZK ACRX PTI DXC XOG EWH ALKS
Popular stocks with increasing unusual: PG PYPL GE
Options with decreasing option implied volatility: ECYT MRNS COTY SKX SCO ERIC SKX
Cboe Bitcoin October futures up 12 to 6395