Pre-Market IV Report September 12, 2018

Pre-Market IV Report September 12, 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: CC EXEL AVGO WDC SWKS WBA KR ADBE STX BHF GERN GNRC SLV

Options expected to have increasing volume: MU AAPL GILD MU ADBE KR NLSN

Apple (AAPL) September weekly call option implied volatility is at 36, September is at 29, October is at 24; compared to its 52-week range of 16 to 34 into today’s new product event.

Micron (MU) September weekly call option implied volatility is at 49, September is at 70, October is at 53; compared to its 52-week range of 34 to 63 into downgraded to Neutral from Buy at Goldman Sachs. Micron is expected to release EPS on September 20.

Home Depot (HD) September weekly call option implied volatility is at 22, September is at 19, October is at 18; compared to its 52-week range of 13 to 41 into evacuations were ordered along the U.S. Atlantic Coast as Hurricane Florence, now a Category 4 storm, heads towards the region.

Lowe’s (LOW) September weekly call option implied volatility is at 22, September is at 21, October is at 20; compared to its 52-week range of 16 to 42 into evacuations were ordered along the U.S. Atlantic Coast as Hurricane Florence, now a Category 4 storm, heads towards the region.

Generac Holdings (GNRC) September call option implied volatility is at 45, October is at 34; compared to its 52-week range of 22 to 49 into evacuations were ordered along the U.S. Atlantic Coast as Hurricane Florence, now a Category 4 storm, heads towards the region.

Nielsen Holdings (NLSN) September and October call option implied volatility is at 34; compared to its 52-week range of 21 to 45 into the TV ratings provider expands review to include company sale, Reuters reports.

AT&T (T) September and October call option implied volatility is at 15, January is at 17; compared to its 52-week range of 14 to 31 into the company expected to provide long-term guidance at a November 29th event.

Geron Corp (GERN) September call option implied volatility is at 375, October is at 304; compared to its 52-week range of 62 to 305 into Johnson & Johnson’s (JNJ) subsidiary Janssen making a continuation decision under its 2014 collaboration agreement with Geron. Call put ratio 1 call to 2.4 puts into Johnson & Johnson’s (JNJ) subsidiary Janssen making continuation decision

Increasing unusual option volume: ACWI INDA NDWS FRAN XL IDTI
Increasing unusual call option volume: IDTI ROYT NCR SWIR UNIT FOMX XEC
Increasing unusual put option volume: FNV INDA XL SAN CC
Popular stocks with increasing unusual option volume: C SQ SNAP
Options with decreasing option implied volatility: IDTI SONO NXPI MRVL SONO BMY AMZN LEN ATUS MCD QCOM BABA
Active options: AAPL AMD MU BABA FB AMZN BAC MSFT SNAP TSLA INTC FTV NFLX PBR NVDA C TLRY JD SQ
Cboe Bitcoin October futures 126.37