Pre-Market IV Report August 29, 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: PANW BBY CBI LULU GNW NKE NEM GLD IMMU KR BBRY RHT CPN

Options expected to have increasing volume: SPY QQQ RUT VXX VIX FINL NKE SKX UAA

Option implied volatility for stocks affected by North Korea’s missile launch over Japan

Ishares Msci Japan Etf (EWJ) September weekly call option implied volatility is at 10, September is 8, October is at 10; compared to its 52-week range of 8 to 19. 90 day call put ratio 1 call to 2.72 puts.

Ishares Msci South Korea Capped Etf (EWY) 30 day call option implied volatility is at 13; compared to its 52-week range of 14 to 27 as shares pull back 1.7%.

Ishares Msci Germany Etf (EWG) 30 day call option implied volatility is at 14; compared to its 52-week range of 11 to 27. Call put ratio low as German markets pull back 1.7%.

iShares France (EWQ) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 36. French markets down 1.45%.

MSCI Italy Index (EWI) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 43. Italian shares are down 1.4%.

iShares FTSE Xinhua China 25 Index (FXI) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 26.

SPDR Gold Trust (GLD) September weekly call option implied volatility is at 16, September and October is at 13; compared to its 52-week range of 10 to 19. Call put ratio 2.1 calls to 1 put as gold near 10-month high. 90 day call put ratio 1.6 calls to 1 put.

iPath S&P 500 VIX ST Futures ETN (VXX) September weekly call option implied volatility is at 60, September is at 65, October is at 77; compared to its 52-week range of 45 to 101.

Proshares Ultra Vix Short-term Futures Etf (UVXY) September weekly call option implied volatility is at 114, September is at 125, October is at 153; compared to its 52-week range of 93 to 201.

Option implied volatility for stocks expected to help in the rebuilding of Houston from flood damage

USG Corp. (USG) September and October call option implied volatility is at 29; compared to its 52-week range of 24 to 43.

SPX Flow (FLOW) 30 day call option implied volatility is at 33; compared to its 52-week range of 31 to 62.

Gardner Denver, Inc. (GDI) 30 day call option implied volatility is at 38; compared to its 52-week range of 34 to 42.

Continental Building Products (CBPX) 30-day call option implied volatility is at 29; compared to its 52-week range of 22 to 46.

Lumber Liquidators (LL) September weekly call option implied volatility is at 43, September and October is at 41; compared to its 52-week range of 34 to 67.

Finish Line (FINL) call put ratio 1 call to 5 puts on flat IV into warns of weak Q2 results

Finish Line (FINL) September call option implied volatility is at 40, October is at 50; compared to its 52-week range of 33 to 66 into warns of weak Q2 results.

lululemon athletica (LULU) September weekly call option implied volatility is at 117, September is at 65; compared to its 52-week range of 25 to 56.

Nike (NKE) September weekly call option implied volatility is at 19, September is at 17; compared to its 52-week range of 16 to 30.

Under Armour Inc (UAA) September weekly call option implied volatility is at 34, September and October is at 35; compared to its 52-week range of 29 to 60.

Foot Locker (FL) September and October call option implied volatility is at 34; compared to its 52-week range of 19 to 57.

Skechers USA (SKX) September weekly call option implied volatility is at 33, September and October is at 31; compared to its 52-week range of 30 to 67.

Options with increasing unusual call volume: WMB PAA USG SFM EL LQ BLDR LSTR

Options with increasing unusual put volume: HIG KWEB KITE PSTG EMB HPQ ABX

Options with decreasing implied volatility: KITE GES SHLD SIG ANF