Pre-Market IV Report October 23, 2018

Pre-Market IV Report October 23, 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: GD MSFT AMZN GOOG GOOGL ARRY NWL YNDX ATUS MCD

Options expected to have increasing volume: ARNC VZ BIIB GLW MCD TXN BX BLK S TMUS NVDA

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 20, November is at 18; compared to its 52-week range of 8 to 35.

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 32, November is at 25; compared to its 52-week range of 11 to 31.

Arconic (ARNC) November call option implied volatility is at 70, December is at 55; compared to its 52-week range of 25 to 68 into Arconic board evaluating $11B Apollo Global offer, Reuters reports.

Sprint Corp. (S) October weekly call option implied volatility is at 29, November is at 32; compared to its 52-week range of 24 to 70 into the expected report of EPS on October 31.

T-Mobile (TMUS) October weekly call option implied volatility is at 36, November is at 30; compared to its 52-week range of 18 to 37 into the expected report of EPS on October 30.

Straddle prices for stocks expected to report results this week

Advanced Micro Devices (AMD) October weekly 250 straddle priced for move of 14% into the expected release of EPS after the close on October 24
AFLAC (AFL) October weekly 44.50 straddle priced for move of 3.7% into the expected release of EPS after the close on October 24
Baidu (BIDU) October weekly straddle priced for move of 3.9% into the expected release of EPS after the close on October 24
BankUnited (BKU) November straddle priced for move of 9% into the expected release of EPS on before the open on October 24
Boeing (BA) October weekly 355 straddle priced for move of 4.4% into the expected release of EPS on before the open on October 24
Boston Scientific (BSX) October weekly straddle priced for move of 5% into the expected release of EPS on before the open on October 24
Build-A-Bear (BBW) November 7.5 straddle priced for move of 14% into the expected release of EPS on before the open on October 24
Callaway Golf (ELY) November 23 straddle priced for move of 9% into the expected release of EPS on before the open on October 24
Deutsche Bank (DB) October weekly 11 straddle priced for move of 6% into the expected release of EPS on before the open on October 24
Equifax (EFX) October weekly 123 straddle priced for move of 3.4% into the expected release of EPS after the close on October 24
Ethan Allen (ETH) October weekly 20 straddle priced for move of 4% into the expected release of EPS after the close on October 26
Ford (F) October weekly 8.50 straddle priced for move of 6% into the expected release of EPS on before the open on October 24
Freeport –McMoRan (FCX) October weekly 12 straddle priced for move of 6.5% into the expected release of EPS on before the open on October 24
General Dynamics (GD) October weekly 190 straddle priced for move of 3.4% into the expected release of EPS on before the open on October 24
Goldcorp (GG) October weekly 10.50 straddle priced for move of 5.5% into the expected release of EPS on October 24
Hilton (HLT) October weekly 70 straddle priced for move of 7% into the expected release of EPS on before the open on October 24
Illinois Tool Works (ITW) October weekly 127 straddle priced for move of 4.5% into the expected release of EPS on before the open on October 24
Knight Swift (KNX) November 30 straddle priced for move of 12% into the expected release of EPS after the close on October 24
L3 Technologies (LLL) November 220 straddle priced for move of 6% into the expected release of EPS on before the open on October 24
Las Vegas Sands (LVS) October weekly 50 straddle priced for move of 5% into the expected release of EPS after the close on October 24
Nasdaq (NDAQ) November 81 straddle priced for move of 6% into the expected release of EPS on before the open on October 24
Microsoft (MSFT) October weekly 110 straddle priced for move of 4.5% into the expected release of EPS after the close on October 24
Norfolk Southern (NSC) October weekly 165 straddle priced for move of 4 % into the expected release of EPS on before the open on October 24
Northrup Grumman (NOC) October weekly 307 straddle priced for move of 4% into the expected release of EPS on before the open on October 24
O’Really (ORLY) October weekly 344 straddle priced for move of 5% into the expected release of EPS on October 24
Visa (V) October weekly 140 straddle priced for move of 3.4% into the expected release of EPS after the close on October 24
Wynn Resorts (WYNN) October weekly 109 straddle priced for move of 6% into the expected release of EPS after the close on October 24
Xilinx (XLNX) October weekly 75 straddle priced for move of 7% into the expected release of EPS on before the open on October 24
AK Steel (AKS) October weekly 4.50 straddle priced for move of 10% into the expected release of EPS after the close on October 25
Alphabet (GOOG) October weekly 1100 straddle priced for move of 5.4% into the expected release of EPS after the close on October 25
Amazon (AMZN) October weekly 1790 straddle priced for move of 6.8% into the expected release of EPS after the close on October 25

Increasing unusual option volume: ADAP MLNX GLPI TVPT ENLK NYT EWH HOG HBAN CRR
Increasing unusual call option volume: ENLK HRL ERF AFL HOG NYT ADAP TVPT GLPI
Increasing unusual put option volume: PETX AMLP CRR HBAN EWH FTI HOG MRTX ATI RF
Popular stocks with increasing unusual: INTC CGC SNAP T
Options with decreasing option implied volatility: ECYT SKX CRBP CLVS PDD TEAM ERIC
Cboe Bitcoin October futures down 10 to 6385