Pre-Market IV Report October 26, 2018

Pre-Market IV Report October 26, 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: GLUU EXAS ERIC TAP SNAP GE FEYE XOG ATHN NVDA FOXA BBY

Options expected to have increasing volume: AMZN CMG SNAP EXPE GILD AKS GOOG GOOGL

European, emerging and U.S. stocks continue to trend lower

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 32, November is at 19; compared to its 52-week range of 8 to 35. Call put ratio 1 call to 1.7 puts with focus on November 255 puts.

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 42, November is at 29; compared to its 52-week range of 11 to 31. Call put ratio 1 calls to 1.3 puts with focus on November 161 puts.

Ishares Russell 2000 Etf (IWM) October weekly call option implied volatility is at 35, November is at 26; compared to its 52-week range of 12 to 25. Call put ratio 1 calls to 1.8 puts with focus on January 140 puts.

Apple (AAPL) October weekly call option implied volatility is at 41, November is at 39; compared to its 52-week range of 16 to 41. AAPL is expected to report EPS on October 31. Call put ratio 1.3 calls to 1 put with focus on January 215 calls and puts.

Straddle prices for stocks expected to report results next week

8X8 Inc (EGHT) November 17.50 straddle priced for move of 12% into the expected release of EPS after the market close on October 29
Continental Resource (CLR) November weekly 54 straddle priced for move of 9% into the expected release of EPS after the market close on October 29
L3 Technology (LLL) November 200 straddle priced for move of 8% into the expected release of EPS before the open on October 29
Mondelez (MDLZ) November weekly 41 straddle priced for move of 5% into the expected release of EPS on October 29
ON Semiconductor (ON) November weekly 15 straddle priced for move of 12% into the expected release of EPS on October 29
Rambus (RMBS) November 9 straddle priced for move of 11% into the expected release of EPS after the market close on October 29
Yandex (YNDX) November weekly 27 straddle priced for move of 13% into the expected release of EPS on October 29
3D Systems (DDD) November weekly 17 straddle priced for move of 17% into the expected release of EPS on October 30
Aetna (AET) November weekly 195 straddle priced for move of 4% into the expected release of EPS on October 30
Allergan (AGN) November weekly 180 straddle priced for move of 5% into the expected release of EPS on October 30
American Tower (AMT) November weekly 152.50 straddle priced for move of 4% into the expected release of EPS on October 30
Amgen (AMGN) November weekly 187.50 straddle priced for move of 7% into the expected release of EPS after the market close on October 30
AutoNation (AN) November weekly 42 straddle priced for move of 10% into the expected release of EPS before the open on October 30
Baidu (BIDU) November weekly 190 straddle priced for move of 8% into the expected release of EPS after the market close on October 30
Caesars (CZR) November weekly 9 straddle priced for move of 12% into the expected release of EPS after the market close on October 30
Cheesecake Factory (CAKE) November 50 straddle priced for move of 10% into the expected release of EPS after the market close on October 30
Clovis Oncology (CLVS) November 19 straddle priced for move of 20% into the expected release of EPS after the market close on October 30
Coca-Cola (KO) November weekly 46.50 straddle priced for move of 3.3% into the expected release of EPS before the open on October 30
Container Store (TCS) November 10 straddle priced for move of 19% into the expected release of EPS after the market close on October 30
Cummins (CMI) November weekly 128 straddle priced for move of 6% into the expected release of EPS before the open on October 30
Facebook (FB) November weekly 150 straddle priced for move of 8% into the expected release of EPS after the market close on October 30
Fiat Chrysler (FCAU) November 16 straddle priced for move of 9% into the expected release of EPS on October 30
FireEye (FIRE) November weekly 17.50 straddle priced for move of 13% into the expected release of EPS after the market close on October 30
General Electric (GE) November weekly 12 straddle priced for move of 11% into the expected release of EPS before the open on October 30
Herbalife (HLF) November weekly 54 straddle priced for move of 9% into the expected release of EPS after the market close on October 30
HCA Health (HCA) November weekly 127 straddle priced for move of 6% into the expected release of EPS after the market close on October 30
Hyatt (H) November 65 straddle priced for move of 8% into the expected release of EPS after the market close on October 30
MGM Resorts (MGM) November weekly 25.50 straddle priced for move of 10% into the expected release of EPS after the market close on October 30
SunPower (SPWR) November weekly 6.5 straddle priced for move of 13% into the expected release of EPS on October 30
Tapestry (TAP) November weekly 57.50 straddle priced for move of 8% into the expected release of EPS before the open on October 30
Under Armour (UA) November weekly 17 straddle priced for move of 12% into the expected release of EPS on October 30
WellCare Health (WCG) November 300 straddle priced for move of 4% into the expected release of EPS before the open on October 30
Yelp (YELP) November weekly 42 straddle priced for move of 15% into the expected release of EPS after the market close on October 30
Yum China Holdings (YUMC) November 32 straddle priced for move of 14% into the expected release of EPS after the market close on October 30
American International (AIG) November weekly 42 straddle priced for move of 4% into the expected release of EPS after the market close on October 31
Apache (APA) November 38.50 straddle priced for move of 7% into the expected release of EPS after the market close on October 31
Apollo (APO) November 30 straddle priced for move of 7% into the expected release of EPS before the open on October 31
Baxter (BAX) November weekly 67.50 straddle priced for move of 5% into the expected release of EPS before the open on October 31
Blue Apron (APRN) November weekly straddle priced for move of 25% into the expected release of EPS before the open on October 31
CDW (CDW) November 81 straddle priced for move of 7% into the expected release of EPS before the open on October 31
Chesapeake (CHK) November weekly 4 straddle priced for move of 10% into the expected release of EPS before the open on October 31
Clorox (CLX) November weekly 150 straddle priced for move of 5% into the expected release of EPS before the open on October 31
Garmin (GRMN) November weekly 62.50 straddle priced for move of 6% into the expected release of EPS before the open on October 31
General Motors (GM) November weekly 32 straddle priced for move of 7% into the expected release of EPS on October 31
Hess (HES) November weekly 59 straddle priced for move of 7% into the expected release of EPS on October 31
Intercontinental Exchange (ICE) November 75 straddle priced for move of 7% into the expected release of EPS before the open on October 31
Melco Resorts (MLCO) November 17 straddle priced for move of 9% into the expected release of EPS before the open on October 31
Spirit Aerospace (SPR) November 82.50 straddle priced for move of 10% into the expected release of EPS on October 31
Sprint (S) November weekly 6 straddle priced for move of 11% into the expected release of EPS on October 31
Suncor (SU) November weekly 33.50 straddle priced for move of 5.5% into the expected release of EPS on October 31
The Carlyle Group (CG) November 20 straddle priced for move of 7% into the expected release of EPS before the open on October 31
Williams (WMB) November weekly 6 straddle priced for move of 6% into the expected release of EPS after the market close on October 31
Yum Brands (YUM) November weekly 87 straddle priced for move of 7% into the expected release of EPS before the open on October 31
Zynga (ZNGA) November weekly 4 straddle priced for move of 9% into the expected release of EPS after the market close on October 31
Apple (AAPL) November weekly 220 straddle priced for move of 5.5% into the expected release of EPS after the market close on November 1

Increasing unusual option volume: BHGE AME BC ITT MRNG AGIO SNBR
Increasing unusual call option volume: MRNS EWI NVS TRN EQT
Increasing unusual put option volume: BHGE ITT SNBR SRCI FXY
Popular stocks with increasing unusual: BABA GE AAL
Options with decreasing option implied volatility: TWTR NOK MSFT BUD AMD F TSLA
Active options: AMD MSFT TSLA AAPL FB BAC TWTR INTC NVDA GE AMZN MU NFLX F T BABA BHGE PBR AAL
Cboe Bitcoin October futures up 30 to 6420