Pre-Market IV Report October 25, 2018

Pre-Market IV Report October 25, 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: SNAP X TGT NWL TWTR AMZN GOOGL GOOG AMD MU MSFT NVDA NFLX YNDX KSS MA XLB FDX CRM…….

Options expected to have increasing volume: XLNX CTRX INTC BUD TSLA LVS NVDA F INTC AMD MSFT F BABA TWTR SNAP GOOGL GOOG AAL AMZN C…

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 37, November is at 28; compared to its 52-week range of 8 to 35. Call put ratio 1 call to 2.1 puts.

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 54, November is at 39; compared to its 52-week range of 11 to 31. Call put ratio 1 calls to 1.7 puts.

Ishares Russell 2000 Etf (IWM) October weekly call option implied volatility is at 42, November is at 28; compared to its 52-week range of 12 to 25. Call put ratio 1 calls to 3 puts.

Apple (AAPL) October weekly call option implied volatility is at 55, November is at 43; compared to its 52-week range of 16 to 41. AAPL is expected to report EPS on October 31. Call put ratio 1.5 calls to 1 put.

Amazon (AMZN) October weekly call option implied volatility is at 125, November is at 56; compared to its 52-week range of 18 to 52 into the expected release of EPS today after the market close. Call put ratio 1.3 calls to 1 put.

VIX Futures Premium: -19.70%

Straddle prices for stocks expected to report results this week
Alphabet (GOOGL) October weekly 1055 straddle priced for move of 6% into the expected release of EPS today
Alphabet (GOOG) October weekly 1050 straddle priced for move of 6% into the expected release of EPS today
Amazon (AMZN) October weekly 1665 straddle priced for move of 7.8% into the expected release of EPS today
Boston Beer (SAM) November 280 straddle priced for move of 12% into the expected release of EPS today
Chipotle (CMG) October weekly 415 straddle priced for move of 9% today
Gilead (GILD) October weekly 68 straddle priced for move of 6% into the expected release of EPS today
GrubHub (GRUB) October weekly 110 straddle priced for move of 12% into the expected release of EPS today
Intel (INTC) October weekly 42.5 straddle priced for move of 6.5% into the expected release of EPS today
Mattel (MAT) October weekly 13.50 straddle priced for move of 12% into the expected release of EPS today
McKesson (MCK) October weekly 122 straddle priced for move of 6% into the expected release of EPS today
Snap (SNAP) October weekly 6.5 straddle priced for move of 18% into the expected release of EPS today
Charter (CHTR) October weekly 305 straddle priced for move of 7% into the expected release of EPS before the open on October 26
Colgate (CL) October weekly 65 straddle priced for move of 4% into the expected release of EPS before the open on October 26
Goodyear Tire (GT) October weekly 20 straddle priced for move of 8% into the expected release of EPS before the open on October 26
Phillip 66 (PSX) October weekly 95 straddle priced for move of 4% into the expected release of EPS before the open on October 26
Tenneco (TEN) November 33 straddle priced for move of 12% into the expected release of EPS before the open on October 26

Increasing unusual option volume: EWG LC NDLS ERI DXC NYT VSH
Increasing unusual call option volume: JNK ERI NYT PTI VRSN SSW AB
Increasing unusual put option volume: EWG LC DXC VSH EPC NYT MLNX
Popular stocks with increasing unusual: PBR CAT F M T EWG HAS MRNS ERIC CLVS
Options with decreasing option implied volatility: NBEV NIO AMRN ECYT
Cboe Bitcoin October futures down 20 to 6390