Pre-Market IV Report August 28, 2017

Pre Market Iv Report

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 implied volatility: LULU GNW BBY CIEN TWX KR

Options expected to have increasing volume: CVX COP XOM RDS.A TOT BP EXPE

Best Buy (BBY) calls active on elevated volatility into Q2 and outlook

Best Buy (BBY) September weekly call option implied volatility is at 84, September is at 54; compared to its 52-week range of 23 to 50 into the expected release of Q2 on August. Call put ratio 4.5 calls to 1 put. 90 day call put ratio 1 call to 1.24 puts.

Expedia (EXPE) September weekly call option implied volatility is at 19, September is at 21; compared to its 52-week range of 18 to 45 into CEO to be offered Uber CEO job, Recode reports.

Insurance stock option implied volatility flat into Harvey made landfall as a Category 4 storm

AmTrust Financial (AFSI) September call option implied volatility is at 42, October is at 40; compared to its 52-week range of 23 to 50.

AIG (AIG) September weekly call option implied volatility is at 14, September and October is at 13; compared to its 52-week range of 12 to 26 into Harvey made landfall as a Category 4 storm.

Allstate (ALL) September call option implied volatility is at 15, October is at 14; compared to its 52-week range of 12 to 24. Allstate (ALL) call put ratio is 1 call to 7 puts.

Hartford Financial (HIG) September weekly call option implied volatility is at 13, September is at 17; compared to its 52-week range of 13 to 18.

MetLife (MET) September weekly call option implied volatility is at 17, September and October is at 16; compared to its 52-week range of 18 to 31.

National General (NGHC) September and October call option implied volatility is at 28; compared to its 52-week range of 19 to 49 into Harvey made landfall as a Category 4 storm.

Progressive Corp. (PGR) September call option implied volatility is at 17, October is at 16; compared to its 52-week range of 14 to 22. Call put ratio is 1 call to 4 puts.

Travelers (TRV) September and October call option implied volatility is at 15; compared to its 52-week range of 11 t0 22. Call put ratio is 1 call to 9 puts.

Oil refinery volatility stayed flat into Harvey made landfall as a Category 4 storm

Valero Energy (VLO) September weekly call option implied volatility is at 27, September is at 28; compared to its 52-week range of 19 to 34.

Marathon Petroleum (MPC) September weekly and September call option implied volatility is at 24; compared to its 52-week range of 21 to 41.

Phillips 66 (PSX) September weekly and September call option implied volatility is at 18; compared to its 52-week range of 15 to 29.

Andeavor (ANDV) September weekly and September call option implied volatility is at 20; compared to its 52-week range of 20 to 39.

HollyFrontier (HFC) September weekly call option implied volatility is at 32, September is at 30; compared to its 52-week range of 29 to 53.

Increasing unusual call option volume: UGA IPG BHP GES NSM

Increasing unusual put option volume: LC TAHO BIG MLM HLT

Options with decreasing implied volatility: GES EXPR STX SBUX TEVA FL SIG