Pre-Market IV Report August 30, 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 LULU GNW CZR ORCL NKE KR CBI BBRY SFM ACN

Options expected to have increasing volume: BAC CIEN HRB DG

Goldman Sachs (GS) volatility low as shares trade near 2017 levels into industry conference meeting

Goldman Sachs (GS) September weekly and September call option implied volatility is at 19, October is at 21; compared to its 52-week range of 17 to 30 into the expectations leadership will explain its bond trading strategy at an industry conference meeting on September 12th and the release of Q3 results on October 17.

lululemon athletica (LULU) September weekly call option implied volatility is at 137, September is at 66; compared to its 52-week range of 25 to 56 into the expected release of Q2 earnings on August 31.

Palo Alto Networks (PANW) September weekly call option implied volatility is at 125, September is at 77; compared to its 52-week range of 26 to 52 into the expected release of Q4 on August 31.

Ciena (CIEN) September weekly call option implied volatility is at 114, September is at 66; compared to its 52-week range of 56 to 210 into the expected release of Q3 on August 31.

Campbell Soup (CPB) September call option implied volatility is at 31, October is at 23; compared to its 52-week range of 17 to 29 into the expected release of Q4 on August 31. Call put ratio 5.8 calls to 1 put.

Lands’ End (LE) September call option implied volatility is at 65, October is at 49; compared to its 52-week range of 30 to 67 into the expected release of Q2 on August 31. Call put ratio 6.7 calls to 1 put.

Titan (TITN) September call option implied volatility is at 54, October is at 40; compared to its 52-week range of 35 to 67 into the expected release of Q2 on August 31.

Dollar General (DG) September weekly call option implied volatility is at 78, September is at 40; compared to its 52-week range of 20 to 41 into the expected release of Q2 on August 31 as shares trade in a tight 10-month price range

Ambarella (AMB) September weekly call option implied volatility is at 100, September is at 54; compared to its 52-week range of 32 to 58 into the expected release of Q2 on August 31. Call put ratio 2.86 calls to 1 put.

Increasing unusual call option volume: CHL PSEC SPB SFM UFS PBF

Increasing unusual put option volume: KWEB KITE PSTG EMB HIG

Options with decreasing implied volatility: SBUX BBY PAGP TEVA MO KITE