Pre-Market IV Report September 11, 2018

Pre-Market IV Report September 11, 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: AMD AAPL BABA TSLA MU PBR CHK FB BAC AMZN GE JD SNAP MSFT NFLX QCOM NVDA INTC TWTR KR

Options expected to have increasing volume: SONO PSX TSLA CASY SD

Phone component option implied volatility into Apple Product event on September 12

Apple (AAPL) September weekly call option implied volatility is at 34, September is at 29; compared to its 52-week range of 16 to 34 into September 12 event. Call put ratio 1.19 calls to 1 put with focus on September weekly options.

Texas Instruments (TXN) September weekly call option implied volatility is at 23, September is at 24; compared to its 52-week range of 15 to 40 into Apple (AAPL) event on September 12.

Micron (MU) September weekly call option implied volatility is at 47, September is at 69; compared to its 52-week range of 34 to 63.

Corning (GLW) September weekly call option implied volatility is at 21, September is at 20; compared to its 52-week range of 16 to 34.

Broadcom Ltd. (AVGO) September weekly call option implied volatility is at 30, September is at 27; compared to its 52-week range of 22 to 42.

Intel (INTC) September weekly call option implied volatility is at 26, September is at 23; compared to its 52-week range of 15 to 43.

Qualcomm (QCOM) September weekly call option implied volatility is at 27, September is at 25; compared to its 52-week range of 19 to 53.

Cirrus Logic Inc. (CRUS) September weekly call option implied volatility is at 41, September is at 35; compared to its 52-week range of 27 to 55.

Sandridge Energy (SD) September call option implied volatility is at 44, October is at 40; compared to its 52-week range of 33 to 57 into rejecting takeover bids, saying they undervalue company, Reuters reports.

Straddle prices for stocks expected to report results this week
Adobe (ADBE) September weekly 265 straddle priced for move of 5.5% into the expected release of EPS after the market close on September 13

Kroger (KR) September weekly 32 straddle priced for move of 6.4% into the expected release of EPS before the market open on September 13

Increasing unusual option volume: AR FRED ATUS SABR GNRC FLO FRO FRAN CCK
Increasing unusual call option volume: AR ATUS FRED CCK ECYT INFO INFN OC VIAB
Increasing unusual put option volume: SE ALL TRV MDCO ATUG PGR AIMC
Popular stocks with increasing unusual option volume: CBS VIAB AMGN QCOM KR CHK
Options with decreasing option implied volatility: GE SPY FOLD TSLA VXX UVXY CRON MU V PBR TNA T BKS XLF
Cboe Bitcoin October futures 126.27