Pre-Market IV Report October 31, 2018

Pre-Market IV Report October 31, 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: FIT NLSN SYMC X NWL NLSN EBAY EA WFT WYNN CRM GME EXAS COL GOGO EBAY CC CBS GM EBAY

Options expected to have increasing volume: FB AIG GM SBUX AAPL ARNC YUMC EA CLVS NTRI DDD SFLY

Apple (AAPL) November weekly call option implied volatility is at 79, November is at 47; compared to its 52-week range of 16 to 41. AAPL is expected to report EPS on after the closing bell on November 1.

Arconic (ARNC) November call option implied volatility is at 50, December is at 49; compared to its 52-week range of 24 to 67 into Apollo in advanced discussions to buy, Reuters reports.

Newell Brands (NWL) November call option implied volatility is at 105, December is at 80; compared to its 52-week range of 26 to 88 into expected release of quarterly EPS after the market close on November 2. Call put ratio 1.1 calls to 1 put.

Straddle prices for stocks expected to report results this week

American International (AIG) November weekly 41 straddle priced for move of 7% into the expected release of EPS today after the market close
Apache (APA) November weekly 37.50 straddle priced for move of 6% into the expected release of EPS today after the market close
Zynga (ZNGA) November weekly 4 straddle priced for move of 13% into the expected release of EPS today after the market
Fitbit (FIT) November weekly 4.5 straddle priced for move of 13% into the expected release of EPS today after the market close.
Apple (AAPL) November weekly 212.50 straddle priced for move of 6% into the expected release of EPS after the market close on November 1.
CBS (CBS) November weekly 56.50 straddle priced for move of 5% into the expected release of EPS on November 1
EOG Resources (EOG) November weekly 105 straddle priced for move of 4.5% into the expected release of EPS on November 1
Starbucks (SBUX) November weekly 58.50 straddle priced for move of 4.5% into the expected release of EPS after the market close on November 1.
Duke Energy (DUK) November weekly 82.50 straddle priced for move of 4.5% into the expected release of EPS before the open on November 2
Chevron (CVX) November weekly 111 straddle priced for move of 3.5% into the expected release of EPS before the open on November 2
Exxon Mobile (XOM) November weekly 79 straddle priced for move of 3.5% into the expected release of EPS before the open on November 2
Seagate (STX) November weekly 39 straddle priced for move of 9% into the expected release of EPS before the open on November 2
Revlon (REV) November 22.50 straddle priced for move of 16% into the expected release of EPS before the open on November 2

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: QEP ASH ESIO AMWC CDW KEY EBIX S KKR BAX
Increasing unusual call option volume: ASH AMWC KEY QEP KKR ESIO AKAM WETF TRP
Increasing unusual put option volume: QEP S PAH BZH EBIX NLSN BAX PSA
Popular stocks with increasing unusual: SNAP WFT IBM GM CHK
Options with decreasing option implied volatility: GG UAA PG AMRN RHT MDLZ BP MA GE PFE
Cboe Bitcoin November futures down 5 to 6240