Pre-Market IV Report September 21, 2018

Pre-Market IV Report September 21, 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: AMRN GERN FOXA AXTA EBAY NBEV TLRY GERN CGC PM TGTX CRON XLNX NBEV PM YRCW

Options expected to have increasing volume: MU SCS ACAD TXN UNFI MCD PIR WMT

S&P Dep Receipts (SPY) and PowerShares QQQ Trust (QQQ) option implied volatility low into quadruple expiration & FOMC meeting as stocks at record highs

S&P Dep Receipts (SPY) September weekly call option implied volatility is at 8, October is at 8; compared to its 52-week range of 7 to 34.

PowerShares QQQ Trust (QQQ) September call option implied volatility is at 14, October is at 14; compared to its 52-week range of 11 to 30.

Pier 1 (PIR) September call option implied volatility is at 220, October is at 157; compared to its 52-week range of 44 to 98 into discontinues FY19 guidance. October 2 straddle priced for move of 50%.

Blackstone (BX) September call option implied volatility is at 42, October is at 25; compared to its 52-week range of 15 to 34 into a company hosted investor day today.

Facebook, Twitter, Alphabet option implied volatility flat, to leave technology sector of S&P 500 today, WSJ says

Facebook (FB) September call option implied volatility is at 26, October is at 24; compared to its 52-week range of 15 to 44.

Twitter (TWTR) September call option implied volatility is at 42, October is at 41; compared to its 52-week range of 33 to 84.

Alphabet (GOOGL) September call option implied volatility is at 19, October is at 19; compared to its 52-week range of 14 to 40.

Straddle prices for stocks expected to report results the week of September 24

Cintas (CTAS) October 210 straddle priced for move of 6% into the expected release of Q2 EPS on September 25
Jabil (JBL) September weekly 30 straddle priced for move of 6% into the expected release of Q1 EPS on September 25
KB Home (KBH) October 25 straddle priced for move of 10% into the expected release of EPS after the market close on September 25
Nike (NKE) September weekly 85.50 straddle priced for move of 6.5% into the expected release of EPS after the market close on September 25
Rite Aid (RAD) September 1.5 straddle priced for move of 45% into the expected release of EPS close on September 25
Bed Bath & Beyond (BBBY) September weekly 89 straddle priced for move of 11% into the expected release of Q2 EPS after the market close on September 26
CarMax (KMX) September weekly 78.50 straddle priced for move of 7% into the expected release of Q2 EPS before the market open on September 26
Accenture (ACN) September weekly 175 straddle priced for move of 4% into the expected release of Q4 EPS before the market open on September 27
Carnival (CCL) September weekly 67 straddle priced for move of 6.7% into the expected release of EPS before the market open on September 27
McCormick (MKC) October 130 straddle priced for move of 4% into the expected release of EPS before the market open on September 27
Progress Software (PRGS) October40 straddle priced for move of 11% into the expected release of Q3 EPS after the market close on September 27
BlackBerry (BB) September weekly 10.50 straddle priced for move of 7% into the expected release of EPS before the market open on September 28
H.B. Fuller (FUL) October 60 straddle priced for move of 8% into the expected release of Q3 EPS before the open on September 28
Vail Resorts (MTN) October straddle priced for move of 6% into the expected release of EPS before the market open on September 28

Increasing unusual option volume: NBEV RARE ACXM MTG SBH AXTA
Increasing unusual call option volume: ACXM MTG NBEV OCN LEG
Increasing unusual put option volume: AXTA LQD OLN WY QDEL
Popular stocks with increasing unusual: GE CAT XOM KO
Options with decreasing option implied volatility: WMT VKTX KR M DLTR PLAY RHT DRI THO
Cboe Bitcoin October futures up 295 to 6700