Pre-Market IV Report February 13, 2018 | Investitute

Pre-Market IV Report February 13, 2018

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 option implied volatility: ROKU CHK NWL LC UAA UA APRN CSCO FOX TSRO PF ASHR

Options expected to have increasing volume: UA UAA PEP KHC CSCO ABC WBA GNC

AmerisourceBergen (ABC) February volatility elevated into WSJ report Walgreens made takeover approach

AmerisourceBergen (ABC) February call option implied volatility is at 38, March is at 30; compared to its 52-week range of 18 to 38 into Walgreens (WBA) made takeover approach, WSJ reports.

Lending Club (LC) February call option implied volatility is at 90, March is at 74; compared to its 52-week range of 36 to 86 into the expected release of Q4 results today

Kraft Heinz (KHC) February call option implied volatility is at 40, March is at 31; compared to its 52-week range of 15 to 30 into the expected release of Q4 results today.

Baidu (BIDU) February call option implied volatility is at 80, March is at 46; compared to its 52-week range of 18 to 48 into the expected release of Q4 results today.

Fossil (FOSL) February call option implied volatility is at 228, March is at 109; compared to its 52-week range of 42 to 120 into the expected release of Q4 results today.

Agilent (A) February call option implied volatility is at 48, March is at 31; compared to its 52-week range of into the expected release of Q1 results on February 14.

Applied Materials (AMAT) February call option implied volatility is at 76, March is at 54; compared to its 52-week range of19 to 51 into the expected release of Q1 results on February 14. Call put ration 4 to 1.

Barrick Gold (ABX) February call option implied volatility is at 57, March is at 38; compared to its 52-week range of 22 to 42 into the expected release of Q4 results on February 14.

Bunge (BG) February call option implied volatility is at 84, March is at 48, compared to its 52-week range of into the expected release of Q4 results on February 14. Call put ratio 14 calls to 1 put.

CenturyLink (CTL) February call option implied volatility is at 87, March is at 51; compared to its 52-week range of 19 to 56 into the expected release of Q4 results on February 14.

Cisco (CSCO) February call option implied volatility is at 66, March is at 31; compared to its 52-week range of 12 to 38 into the expected release of Q2 results on February 14.

GNC Holdings (GNC) February call option implied volatility is at 191, March is at 115; compared to its 52-week range of 57 to 156 into the expected release of Q4 results and announced financing.

Goldcorp (GG) February call option implied volatility is at 65, March is at 40; compared to its 52-week range of 23 to 40 into the expected release of Q4 results on February 14.

Groupon (GRPN) February call option implied volatility is at 199, March is at 85; compared to its 52-week range of 34 to 108 into the expected release of Q4 results on February 14.

Hilton (HLT) February call option implied volatility is at 55, March is at 30; compared to its 52-week range of 17 to 44 into the expected release of Q4 results on February 14.

Hyatt (H) February call option implied volatility is at 55, March is at 29; compared to its 52-week range of 17 to 31 into the expected release of Q4 results on February 14.

Increasing unusual option volume: NWL AEO RGS GPN HOS LEA AME DIN ARCC RMP THS SSTK NGL

Increasing unusual call option volume: LQD RMP NGL COTY

Increasing unusual put option volume: ARCC ABEO FLR SEE PCRX KNDI INVH VMC

Popular active stocks: AMD AMZN FB

Options with decreasing option implied volatility: SNAP YELP TRVG ETE ASH TWTR TEVA HBI SKX IRBT EBAY