Pre-Market IV Report January 12, 2018 | Investitute

Pre-Market IV Report January 12, 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 implied volatility: KODK PBI IRBT ARRY YELP HIMX SNAP FSLR KMI CMCM CVX HAS XLE USO Z XBI BA CAT WEN UNG UVXY BMY PBI

Options expected to have increasing volume: WFC JPM BLK C BAC FB PBI IBM AMD INTC FCAU GM INFY GS F AMD FB

Advanced Micro Devices (AMD) weekly IV low into CTO Papermaster gives update on processor security issues

Advanced Micro Devices (AMD) January weekly call option implied volatility is at 33, January is at 40, February is at 55; compared to its 52-week range of 39 to 87 into CTO Mark Papermaster gives update on processor security issues.

Facebook (FB) January weekly call option implied volatility is at 17, January is at 16, February is at 25; compared to its 52-week range of 14 to 32 into CEO Mark Zuckerberg announced on his Facebook page that he is directing his product teams to shift the way they build Facebook from delivering relevant content to delivering “meaningful social interactions.”

Pitney Bowes (PBI) January call option implied volatility is at 70, February is at 63; compared to its 52-week range of 19 to 58 after was said to get interest from Carlyle Group (CG) and Blackstone (BX), according to Bloomberg. Call put ratio 8.2 calls to 1 put.

Option implied volatility into North American International Auto Show

General Motors Co. (GM) 30-day implied volatility is at 28, compared to its 52-week range of 17 to 30
Toyota Motor Corp. (TM) 30-day implied volatility is at 16, compared to its 52-week range of 12 to 22
Tesla (TSLA) 30-day implied volatility is at 34, compared to its 52-week range of 31 53
Ford (F) 30-day implied volatility is at 23, compared to its 52-week range of 15 to 28
Honda Motor Co (HMC) 30-day implied volatility is at 20, compared to its 52-week range of 13 to 27
Fiat Chrysler (FCAU) 30-day implied volatility is at 44, compared to its 52-week range of 27 53
Ferrari (RACE) 30-day implied volatility is at 30, compared to its 52-week range of 20 to 33
Tata Motors (TTM) 30-day implied volatility is at 34, compared to its 52-week range of 21 to 39

Straddle prices for stocks expected to report results the week January 16

Adtran (ADTN) January 20 straddle priced for movement of 6.5%
Bank of Ozarks (OZRK) January 55 straddle priced for movement of 6.5%
Citigroup (C) January 75.50 straddle priced for movement of 3.4%

Increasing unusual option volume: MGI SSNC KODK GGB APRN DLR

Increasing unusual call option volume: SSNC INFY KODK GGB AGIO XRX

Increasing unusual put option volume: KODK DLR APRN MGI ARCC NVAX TBT INFO

Options with decreasing implied volatility: MNK HALO SVU SAGE SIG EXAS KBH EBAY KODK DAL