Pre-Market IV Report October 30, 2018

Pre-Market IV Report October 30, 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: AABA OSTK KORS S TPR UAA REV EWW UCO UAA EWW BA EA LMT AMZN EWW

Options expected to have increasing volume: AKAM AIG GM SBUX AAPL GE AET KO CLR UAA UA FB

General Motors (GM) November weekly call option implied volatility is at 83, November is at 51; compared to its 52-week range of 20 to 44 into expected release of quarterly EPS before the open on October 31.

Facebook (FB) November weekly call option implied volatility is at 110, November is at 62; compared to its 52-week range of 16 to 41 into expected release of EPS today after the closing bell.

Straddle prices for stocks expected to report results this week

American International (AIG) November weekly 40 straddle priced for move of 6.5% into the expected release of EPS after the market close on October 31
Apache (APA) November weekly 36 straddle priced for move of 6.5% into the expected release of EPS after the market close on October 31
Apollo (APO) November weekly 29.50 straddle priced for move of 6% into the expected release of EPS before the open on October 31
Baxter (BAX) November weekly 67 straddle priced for move of 3% into the expected release of EPS before the open on October 31
Blue Apron (APRN) November weekly 1.5 straddle priced for move of 25% into the expected release of EPS before the open on October 31
CDW (CDW) November weekly straddle priced for move of 8% 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 5.5% into the expected release of EPS before the open on October 31
Garmin (GRMN) November weekly 62 straddle priced for move of 5.5% into the expected release of EPS before the open on October 31
General Motors (GM) November weekly 33 straddle priced for move of 7% into the expected release of EPS on October 31
Hess (HES) November weekly 56 straddle priced for move of 6% into the expected release of EPS on October 31
Intercontinental Exchange (ICE) November 72.50 straddle priced for move of 7% into the expected release of EPS before the open on October 31
Melco Resorts (MLCO) November 16 straddle priced for move of 12% into the expected release of EPS before the open on October 31
Spirit Aerospace (SPR) November 80 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 10% into the expected release of EPS on October 31
Suncor (SU) November weekly straddle priced for move of 5.5% into the expected release of EPS on October 31
The Carlyle Group (CG) November straddle priced for move of 8% into the expected release of EPS before the open on October 31
Williams (WMB) November weekly straddle 24 priced for move of 7% into the expected release of EPS after the market close on October 31
Yum Brands (YUM) November weekly 85 straddle priced for move of 5.5% into the expected release of EPS before the open on October 31
Zynga (ZNGA) November weekly 4 straddle priced for move of 13% into the expected release of EPS after the market close on October 31

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

Increasing unusual option volume: REV KEY UAA KLAC DISH HSY F FGEN BGS GNW FDC APTI GPN RHT NAT OHI DXC SPH AET IBM
Increasing unusual call option volume: NAT GPN FGEN RHT OHI FDC CPE RY
Increasing unusual put option volume: BGS GNW FDC ECL CONN MSI DXC
Popular stocks with increasing unusual: IBM F FDC
Options with decreasing option implied volatility: GME RHT ESPR YNDX PBR EWZ HSBC
Cboe Bitcoin October futures up 5 to 6250