Pre-Market IV Report September 6, 2018

Pre-Market IV Report September 6, 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: TLRY GERN AKRX AMRN VKTX GGAL JD P EXTR JD AXP GME PDCO V NFLX

Options expected to have increasing volume: AVGO PANW NAV AXP NFLX

Cannibas names; option volume and option implied volatility elevated on sharp price movement

Canopy Growth (CGC) September weekly call option implied volatility is at 128, September is at 110, October is at 98; compared to its 52-week range of 57 to 103 amid large share price movement in cannibas names. Call put ratio 2.8 calls to 1 put.

Cronus Corporation (CRON) September weekly call option implied volatility is at 215, September is at 190, October is at 145; compared to its 52-week range of 71 to 154. Call put ratio 2.5 calls to 1 put.

Tilray, Inc. (TLRY) September weekly call option implied volatility is at 285, September is at 200, October is at 158; compared to its 52-week range of 68 to 139. Call put ratio 1.68 calls to 1 put.

Broadcom (AVGO) September weekly call option implied volatility is at 91, September is at 40, October is at 31; compared to its 52-week range of 21 to 41 into the expected release of EPS results after the market close on September 6. Call put ratio 2.7 calls to 1 put.

Five Below (FIVE) September weekly call option implied volatility is at 148, September is at 62, October is at 45; compared to its 52-week range of 27 to 61 into the expected release of Q2 results on after the market close on September 6. Call put ratio 1.6 calls to 1 put.

GameStop (GME) September weekly call option implied volatility is at 185, September is at 92, October is at 62; compared to its 52-week range of 28 to 54 into the expected release of Q2 results on after the market close on September 6. Call put ratio 1 call to 1 put.

Marvell Technology (MRVL) September weekly call option implied volatility is at 107, September is at 50; compared to its 52-week range of 24 to 53 into the expected release of Q2 results on after the market close on September 6.

Palo Alto Networks (PANW) September weekly call option implied volatility is at 120, September is at 49, October is at 38; compared to its 52-week range of 22 to 53 into the expected release of Q4 results on after the market close on September 6.

Zumiez (ZUMZ) September call option implied volatility is at 81, October is at 56; compared to its 52-week range of 42 to 84 into the expected release of Q2 results on after the market close on September 6. Call put ratio 1 call to 3.4 puts.

Increasing unusual option volume: UPL TLYS MNKD IR IDTI FTV AIMC CNP
Increasing unusual call option volume: IR NRG UPL IDTI MNKD TLRY FTV PRG
Increasing unusual put option volume: HDS HUBG MNKD EMES AIMC FTV
Popular stocks with increasing unusual option volume: CGC CRON TLRY AMAT PBR
Options with decreasing option implied volatility: ZUO SGMO CHS EXPR RH WDAY SGMO JBL COUP
Active options: AMD AAPL JD FB BABA BAC MU AMZN NFLX TSLA MSFT TWTR NVDA GE SQ CRON PBR TLRY SNAP AMAT
Cboe Bitcoin September futures down 525 to 6395