Pre-Market IV Report October 29, 2018

Pre-Market IV Report October 29, 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: GE FB UA UAA HIIQ LABU ATUS YRCW NWL SPXU NWL JNK AKAM FOXA X M AMGN EBAY APC DE

Options expected to have increasing volume: RHT IBM CRM ORCL BA AKAM MDLZ AAPL AMGN EBAY EA FB GE UA

Red Hat (RHT) November weekly call option implied volatility is at 43, November is at 39; compared to its 52-week range of 19 to 45 into IBM (IBM) acquiring for $190 per share in cash.

IBM (IBM) November weekly call option implied volatility is at 31, November is at 27; compared to its 52-week range of 12 to 34 into acquiring Red Hat (RHT) for $190 per share in cash, representing a total enterprise value of approximately $34B.

Kroger (KR) November weekly call option implied volatility is at 50, November is at 43; compared to its 52-week range of 22 to 47 into hosting an investor conference today.

T-Mobile (TMUS) November weekly call option implied volatility is at 66, November is at 39; compared to its 52-week range of 18 to 37 into the expected report of EPS on October 30.

Sprint Corp. (S) November weekly call option implied volatility is at 68, November is at 53; compared to its 52-week range of 24 to 70 into the expected report of EPS on October 31.

Apple (AAPL) November weekly call option implied volatility is at 53, November is at 43; compared to its 52-week range of 16 to 41. AAPL is expected to report EPS on November 1. Call put ratio 1.2 calls to 1 put. Apple is expected to unveil a iPad Pro overhaul at special event on October 30, Bloomberg reports.

Ishares Msci Germany Etf (EWG) November weekly call option implied volatility is at 27, November is at 26; compared to its 52-week range of 10 to 26 into German Chancellor Angela Merkel to step down as CDU party leader, Bloomberg says

Straddle prices for stocks expected to report results this week

3D Systems (DDD) November weekly 16.50 straddle priced for move of 22% 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 before the open on October 30
Allergan (AGN) November weekly 177.50 straddle priced for move of 4% into the expected release of EPS on before the open on October 30
American Tower (AMT) November weekly 150 straddle priced for move of 3.6% into the expected release of EPS on October 30
Amgen (AMGN) November weekly 185 straddle priced for move of 6% into the expected release of EPS after the market close on October 30
AutoNation (AN) November straddle priced for move of 9% into the expected release of EPS on before the open on October 30
Baidu (BIDU) November weekly 187.50 straddle priced for move of 9% 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 9% into the expected release of EPS after the market close on October 30
Clovis Oncology (CLVS) November 18 straddle priced for move of 22% into the expected release of EPS after the market close on October 30
Coca-Cola (KO) November weekly 46 straddle priced for move of 4% into the expected release of EPS on before the open on October 30
Container Store (TCS) November 10 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 straddle priced for move of 4% into the expected release of EPS on before the open on October 30
Cummins (CMI) November weekly 129 straddle priced for move of 6% into the expected release of EPS on before the open on October 30
Facebook (FB) November weekly 145 straddle priced for move of 10% into the expected release of EPS after the market close on October 30
Fiat Chrysler (FCAU) November 16 straddle priced for move of 12% into the expected release of EPS on October 30
FireEye (FEYE) November weekly 17 straddle priced for move of 14% into the expected release of EPS after the market close on October 30
General Electric (GE) November weekly 11.50 straddle priced for move of 12% into the expected release of EPS on before the open on October 30
Herbalife (HLF) November weekly 53.50 straddle priced for move of 10% into the expected release of EPS after the market close on October 30
HCA Health (HCA) November weekly 128 straddle priced for move of 8.5% into the expected release of EPS after the market close on October 30
Hyatt (H) November 65 straddle priced for move of 7% into the expected release of EPS after the market close on October 30
MGM Resorts (MGM) November weekly 25 straddle priced for move of 10% into the expected release of EPS after the market close on October 30
SunPower (SPWR) November weekly 6 straddle priced for move of 20% into the expected release of EPS on October 30
Tapestry (TPR) November weekly 41 straddle priced for move of 10% into the expected release of EPS on before the open on October 30
Under Armour (UA) November weekly 16.50 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 6% into the expected release of EPS on before the open on October 30
Yelp (YELP) November weekly 42 straddle priced for move of 11% into the expected release of EPS after the market close on October 30
Yum China Holdings (YUMC) November 32.50 straddle priced for move of 12% into the expected release of EPS after the market close on October 30

On investors minds: China trade relations, Chinese stocks, U.S. mid-term elections, EPS, outlooks, U.S. interest rates, Euro markets, Middle-East oil, G-20, FOMC meeting.

Increasing unusual option volume: DHT SGEN GREK CIG FDC
Increasing unusual call option volume: JNK GREK SRE QSR SAN CIG
Increasing unusual put option volume: NBL FDC KNDI OCN LC BLMN
Popular stocks with increasing unusual: AKS GE T
Options with decreasing option implied volatility: PTI SNAP IRBT TSLA HAS TWTR PG GG NBEV AMRN
Cboe Bitcoin November futures down 10 to 6390