Pre-Market IV Report September 14, 2018

Pre-Market IV Report September 14, 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
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Options with increasing option implied volatility: PDD IDTI HEAR DHR TLRY AMRN AKRX EWZ ETE DNR AMD STI

Options expected to have increasing volume: ADBE ORCL PLAY SHLD

Straddle prices for stocks expected to report results the week of September 17

FedEx (FDX) September 252.50 straddle priced for move of 3.5% into the expected release of Q1 EPS after the market close on September 17
Oracle (ORCL) September 49 straddle priced for move of 5% into the expected release of Q1 EPS after the market close on September 17
Apogee Enterprises (APOG) September 50 straddle priced for move of 9% into the expected release of EPS on September 18
AutoZone (AZO) September 765 straddle priced for move of 5.5% into the expected release of EPS on September 18
Cracker Barrel (CBRL) September 155 straddle priced for move of 4.5% into the expected release of Q4 EPS on September 18
General Mills (GIS) September 47.50 straddle priced for move of 5% into the expected release of EPS on September 18
Red Hat (RHT) September 147 straddle priced for move of 8% into the expected release of Q2 EPS on September 19
Darden (DRI) September 120 straddle priced for move of 6% into the expected release of Q1 EPS on before the market open on September 20
Micron (MU) September 43.50 straddle priced for move of 8.5% into the expected release of Q4 EPS after the market close on September 20
Steelcase (SCS) September 15 straddle priced for move of 8% into the expected release of EPS after the market close on September 20
United Natural (UNFI) September 30 straddle priced for move of 9 % into the expected release of EPS on September 20

Insurance Companies Option implied volatility is low into Hurricane Florence

Chubb (CB) 30-day call option implied volatility of 16 compares to its 52-week range of 14 to 28
AIG (AIG) 30-day call option implied volatility of 18 compares to its 52-week range of 15 to 58
Allstate (ALL) 30-day call option implied volatility of 18 compares to its 52-week range of 14 to 30
Everest Re (EV) 30-day call option implied volatility of 25 compares to its 52-week range of 18 to 35
Travelers (TRV) 30-day call option implied volatility of 20 compares to its 52-week range of 14 to 27
Hartford Financial (HIG) 30-day call option implied volatility of 16 compares to its 52-week range of 15 to 50

Increasing unusual option volume: GNC PVTL EQT PRTY IFF
Increasing unusual call option volume: EQT ADNT RDC PVTL MRK MPLX CDEV
Increasing unusual put option volume: GNC INFY PVTL AGG ITB
Popular stocks with increasing unusual option volume: QCOM GE SNAP CRUS
Active options: AMD AAPL MU BAC BABA FB MRK INTC AMZN WFC QCOM JD NFLX TLRY MSFT TSLA GE NVDA T SNAP
Cboe Bitcoin October futures 126.73