Pre-Market IV Report October 24, 2018

Pre-Market IV Report October 24, 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: AFSI X SNAP DB TWTR VLO WYNN HCLP TWLO MPC T UPS MSFT GOOG AMD BA

Options expected to have increasing volume: T BA MSFT AMZN GOOG GOOGL TWTR COF IRBT TXN NDLS

Straddle Prices for Stocks Expected to Report Results This Week

Wynn Resorts (WYNN) October weekly 109 straddle priced for move of 7% into the expected release of EPS after the close on October 24
Xilinx (XLNX) October weekly 75 straddle priced for move of 8% 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 (GOOGL) October weekly 1115 straddle priced for move of 5.5% into the expected release of EPS after the close on October 26
Alphabet (GOOG) October weekly 1100 straddle priced for move of 5.4% into the expected release of EPS after the close on October 25
Altria (MO) October weekly 62 straddle priced for move of 3.4% into the expected release of EPS on before the open on October 25
Amazon (AMZN) October weekly 1767 straddle priced for move of 6.8% into the expected release of EPS after the close on October 25
Bristol Meyers (BMY) October weekly 50.50 straddle priced for move of 4% into the expected release of EPS on before the open on October 25
Boyd Gaming (BYD) November 29 straddle priced for move of 12% into the expected release of EPS after the close on October 25
Boston Beer (SAM) November 280 straddle priced for move of 12% into the expected release of EPS after the close on October 25
Chipotle (CMG) October weekly 435 straddle priced for move of 9% into the expected release of EPS after the close on October 25
CME Group (CME) October weekly 180 straddle priced for move of 3.4% into the expected release of EPS on before the open on October 25
Comcast (CMCSA) October weekly 35.50 straddle priced for move of 4% into the expected release of EPS on before the open on October 25
Columbia Sports Wear (COLM) October weekly 85 straddle priced for move of 8.5% into the expected release of EPS on October 25
Conophillips (COP) October weekly 69 straddle priced for move of 3.5% into the expected release of EPS on before the open on October 25
Deckers (DECK) November 110 straddle priced for move of 11% into the expected release of EPS after the close on October 25
Cypress Semiconductor (CY) October 13 straddle priced for move of 10% into the expected release of EPS after the close on October 25
Dunkin Brands (DNKN) November 72.50 straddle priced for move of 6% into the expected release of EPS on before the open on October 25
First Solar (FSLR) October weekly 44 straddle priced for move of 8% into the expected release of EPS after the close on October 25
Gilead (GILD) October weekly 71.50 straddle priced for move of 5% into the expected release of EPS after the close on October 26
GrubHub (GRUB) October weekly 115 straddle priced for move of 11% into the expected release of EPS on before the open on October 25
Hartford (HIG) October weekly 46 straddle priced for move of 4% into the expected release of EPS after the close on October 25
Hershey (HSY) October weekly 107 straddle priced for move of 3.2% into the expected release of EPS on before the open on October 25
Intel (INTC) October weekly 45 straddle priced for move of 4% into the expected release of EPS after the close on October 25
International Paper (IP) October weekly 41 straddle priced for move of 4% into the expected release of EPS on October 25
KKR (KKR) October weekly 23 straddle priced for move of 5% into the expected release of EPS on before the open on October 25
Mattel (MAT) October weekly 14 straddle priced for move of 12% into the expected release of EPS on October 25
McKesson (MCK) October weekly 127 straddle priced for move of 5.5 % into the expected release of EPS on before the open on October 25
Merck (MRK) October weekly 72 straddle priced for move of 3% into the expected release of EPS on before the open on October 25
Nielsen (NLSN) November 26 straddle priced for move of 11% into the expected release of EPS on before the open on October 25
Spirit Airlines (SAVE) November 50 straddle priced for move of 10% into the expected release of EPS on before the open on October 25
Southwest (LUV) October weekly 57.50 straddle priced for move of 6.5% into the expected release of EPS on before the open on October 25
Snap (SNAP) October weekly 7 straddle priced for move of 16% into the expected release of EPS on October 25
Twitter (TWTR) October weekly 28.50 straddle priced for move of 13% into the expected release of EPS after the close on October 25
World Wrestling (WWE) November 85 straddle priced for move of 11% into the expected release of EPS on before the open on October 25

Increasing unusual option volume: VNQ TEX MXEF ITT ITB IQV FANG CMTL KS SPN CDNS
Increasing unusual call option volume: FANG ITB CS WP CDNS ARNC APTV CHAU RY NOV CVE
Increasing unusual put option volume: VNQ TEX PBF HLT TSS KS TER SIL CHKP CLMT
Popular stocks with increasing unusual: BABA CAT F VZ MCD FCX
Options with decreasing option implied volatility: PG NBEV AMRN PTI ECYT
Cboe Bitcoin October futures up 35 to 6425