Pre-Market IV Report September 7, 2018

Pre-Market IV Report September 7, 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: ARWR MU KLAC IGT VRTX WYNN LRCX MLCO FOX PANW AVGO AMRN AKRX GERN

Options expected to have increasing volume: AVGO PANW WDC MU KLAC AMAT INTC TXN MRVL AMD CPB DB TSLA

Options expected to have increasing volume: AVGO PANW NAV AXP

Option implied volatility is increasing.

Technology Select Sector Spdr Fund (XLK) September weekly call option implied volatility is at 21, September is at 17, October is at 16; compared to its 52-week range of 11 to 37.

KLA-Tencor (KLAC) September call option implied volatility is at 34, October is at 31; compared to its 52-week range of 24 to 44.

Micron (MU) September weekly call option implied volatility is at 65, September is at 66, October is at 54; compared to its 52-week range of 37 to 100.

AMD (AMD) September weekly call option implied volatility is at 66, September is at 67, October is at 54; compared to its 52-week range of 34 to 63.

Broadcom (AVGO) September weekly call option implied volatility is at 115, September is at 40, October is at 32; compared to its 52-week range of 21 to 41.

Intel (INTC) September weekly call option implied volatility is at 28, September is at 24, October is at 24; compared to its 52-week range of 15 to 43.

Applied Materials (AMAT) September weekly call option implied volatility is at 40, September is at 31, October is at 31; compared to its 52-week range of 25 to 57.

Marvell Technology (MRVL) September weekly call option implied volatility is at 197, September is at 58; compared to its 52-week range of 24 to 53.

NVIDIA (NVDA) September weekly call option implied volatility is at 36, September is at 32, October is at 31; compared to its 52-week range of 25 to 60.

Western Digital (WDC) September weekly call option implied volatility is at 41, September is at 36, October is at 33; compared to its 52-week range of 25 to 46.

Lam Research (LRCX) September weekly call option implied volatility is at 47, September is at 33, October is at 35; compared to its 52-week range of 26 to 53.

Wynn Resorts Ltd (WYNN) September weekly call option implied volatility is at 61, September is at 39, October is at 37; compared to its 52-week range of 22 to 49 as shares trend lower.

MGM Resorts (MGM) September weekly call option implied volatility is at 33, September is at 30, October is at 31; compared to its 52-week range of 21 to 50 as shares trend lower.

Las Vegas Sands (LVS) September weekly call option implied volatility is at 34, September is at 25, October is at 27; compared to its 52-week range of 19 to 37 as shares trend lower.

Caesars Entertainment (CZR) September weekly call option implied volatility is at 88, September is at 45, October is at 43; compared to its 52-week range of 28 to 54 as shares trend lower.

Melco Resorts & Entertainment (MLCO) September call option implied volatility is at 44, October is at 43; compared to its 52-week range of 29 to 47 as shares trend lower.

Tesla (TSLA) September weekly call option implied volatility is at 55, September is at 54, October is at 58; compared to its 52-week range of 32 to 71 into Elon Musk interview with Joe Rogan.

Campbell Soup (CPB) September weekly call option implied volatility is at 32, September is at 28, October is at 31; compared to its 52-week range of 19 to 52 into activist investor Third Point moves to replace Campbell Soup board, WSJ says.

Straddle prices for stocks expected to report results the week of September 10

Francescas (FRAN) September 6 straddle priced for move of 18% into the expected release of EPS on September 11

Oracle (ORCL) September weekly 48 straddle priced for move of 6% into the expected release of EPS after the market close on September 12

Pivotal (PVTL) September 27 straddle priced for move of 15% into the expected release of EPS after the market close on September 12

Adobe (ADBE) September weekly 260 straddle priced for move of 5% into the expected release of EPS after the market close on September 13

Kroger (KR) September weekly 32 straddle priced for move of 6% into the expected release of EPS before the market open on September 13

Dave & Busters (PLAY) September weekly 58 straddle priced for move of 10% into the expected release of EPS on September 14

Increasing unusual option volume: RJF TLYS ODFL CLDR GIII SWN WIN MRVL FRAN KLXI BPT
Increasing unusual call option volume: CLDR GIII MRVL PPL AIMC VRNT HUN FTV
Increasing unusual put option volume: WIN SWN MRVL CC PVG IDTI ENDP SSO INFN CLDR
Popular stocks with increasing unusual option volume: WYNN AMAT SNAP JD
Options with decreasing option implied volatility: CLDR SPPI ZS CTRP OLLI MDB DOCU CTRP
Cboe Bitcoin September futures up 17 to 6425