Pre-Market IV Report August 31, 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: CIEN LULU NKE KR PANW RAD CZR SFM BBRY ACN

Options expected to have increasing volume: FIVE WDAY BOX COST CIEN LULU LE DG PANW

Petroleum refiners and marketers option implied volatility after massive Houston flooding

Phillips 66 (PSX) current 30-day call option implied volatility is at 17, compared to its 52-week range of 15 to 29.

Valero Energy (VLO) current 30-day call option implied volatility is at 21, compared to its 52-week range of 19 to 33.

Marathon Oil (MRO) current 30-day call option implied volatility is at 34, compared to its 52-week range of 33 to 61.

HollyFrontier (HFC) current 30-day call option implied volatility is at 32, compared to its 52-week range of 28 to 54.

Chevron (CVX) current 30-day call option implied volatility is at 15, compared to its 52-week range of 14 to 25.

Delek US Holdings (DK) current 30-day call option implied volatility is at 40, compared to its 52-week range of 33 to 64.

Marathon Petroleum (MPC) current 30-day call option implied volatility is at 36, compared to its 52-week range of 21 to 41.

Andeavor (ANDV) current 30-day call option implied volatility is at 22, compared to its 52-week range of 20 to 39.

Exxon Mobil (XOM) current 30-day call option implied volatility is at 13, compared to its 52-week range of 12 to 22.

Increasing unusual call option volume: CVRR LE MTCH OTIC USG

Increasing unusual put option volume: FRAN OIL BOX CIEN FIVE

Options with decreasing implied volatility: KITE GES ANF SHLD SIG SBUX TEVA PAGP KITE MO