Pre-Market IV Report September 13, 2018

Pre-Market IV Report September 13, 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: NLY SKX PM MO BHC SNAP MMM WFC GERN AMRN THC SKX KR TGTX BIIB PVTL MDCO ALL TRV

Options expected to have increasing volume: QCOM KR ADBE GERN JNJ CZR TLRD PVTL SNAP MU BHC

Qualcomm (QCOM) September weekly and September call option implied volatility is at 24, October is at 25; compared to its 52-week range of 19 to 53 into initiates $16B accelerated share repurchase program. Call put ratio 2.4 calls to 1 put into initiates $16B accelerated share repurchase program

Apple (AAPL) September weekly call option implied volatility is at 31, September is at 26, October is at 22; compared to its 52-week range of 16 to 34 after unveiling iPhone and watch strategy for the next year.

Caesars Entertainment (CZR) September weekly call option implied volatility is at 55, September is at 40, October is at 39; compared to its 52-week range of 28 to 55 into HG Vora takes 4.9% stake in Caesars to urge strategic review, Reuters says.

Stock option implied volatility for companies with exposure to Hurricane Florence

Bojangles’ (BOJA) September call option implied volatility is at 47, October is at 37; compared to its 52-week range of 25 to 66. Call put ratio 1 call to 2.2 puts.

Dollar General (DG) September call option implied volatility is at 22, October is at 21; compared to its 52-week range of 19 to 40. Call put ratio 4.3 calls to 1 put.

Dollar Tree (DLTR) September call option implied volatility is at 24, October is at 23; compared to its 52-week range of 21 to 50.

Duke Energy (DUK) September call option implied volatility is at 18, October is at 15; compared to its 52-week range of 1 to 24. Call put ratio 1 call to 5.8 puts.

SCANA Corp. (SCG) September call option implied volatility is at 37, October is at 36; compared to its 52-week range of 20 to 83.

Louisiana-Pacific Corp. (LPX) September call option implied volatility is at 28, October is at 26; compared to its 52-week range of 22 to 42. Call put ratio 3.4 calls to 1 put with focus on September 31 and 32 calls.

Home Depot (HD) September weekly call option implied volatility is at 20, September is at 18, October is at 18; compared to its 52-week range of 13 to 41.

Lowe’s (LOW) September weekly call option implied volatility is at 25, September is at 21, October is at 20; compared to its 52-week range of 16 to 42.

Generac Holdings (GNRC) September call option implied volatility is at 44, October is at 33; compared to its 52-week range of 22 to 49.

Insurer company stocks option implied volatility into Hurricane Florence

Allstate (ALL) 30-day implied volatility is at 21, compared to its 52-week range of 14 to 30
Progressive (PGR) 30-day implied volatility is at 25, compared to its 52-week range of 16 to 34
Chubb (CB) 30-day implied volatility is at 18, compared to its 52-week range of 14 to 28
AIG (AIG) 30-day implied volatility is at 20, compared to its 52-week range of 15 to 58
Berkshire Hathaway (BRK’B) 30-day implied volatility is at 15, compared to its 52-week range of 11 to 29
Prudential PLC (PUK) 30-day implied volatility is at 25, compared to its 52-week range of 17 to 31

Increasing unusual option volume: ARCC CDEV SE USAT DISCA EC FCEL ABEV VC VTL SEAS
Increasing unusual call option volume: ARCC SE USAT ABEV FCEL CRZO LPI SEAS
Increasing unusual put option volume: SE PVTL FNV EC PAYX KEM ATHN YPF DUK
Popular stocks with increasing unusual option volume: MU SNAP WFC TLRY
Options with decreasing option implied volatility: INFN COOL ATUS CCI F GE PBR CBS FNV AKRX
Active options: AMD AAPL MU BAC FB BABA INTC SNAP TSLA NFLX AMZN TWTR T NVDA MO TLRY MSFT JD GE WFC
Cboe Bitcoin October futures 126.58