Pre-Market IV Report November 14, 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: ROKU MAT DE HD VXX CSCO TJX MAT SHLD S

Options expected to have increasing volume: ROKU MAT SSYS ED TJX RH BWLD AAP CSCO TGT HD LOW

Roku (ROKU) volatility range is wide on sharp rally

Roku (NASDAQ: ROKU) November call option implied volatility is at 145, December is at 114; compared to its four week range of 76 to 117.

General Electric (GE) volatility decreases after investors meeting

General Electric (GE) November call option implied volatility is at 39, December is at 27; compared to its 52-week range of 12 to 35 after investors meeting.

Buffalo Wild Wings (BWLD) November call option implied volatility is at 37, December is at 32; compared to its 52-week range of 22 to 55 into the Wall Street Journal reported that Roark Capital offered over $150 per share to acquire the company.

Straddle prices for companies reporting financial results this week

Lowe’s Cos. (NYSE: LOW) November 77.50 straddle priced for movement of 3.8%
Advance Auto Parts (AAP) November 80 straddle priced for movement of 12%
Stratasys (SSYS) November 20 straddle priced for movement of 14%
Cheniere Energy (LNG) November 49.50 straddle priced for movement of 3.9%
Home Depot (HD) November 162.50 straddle priced for movement of 3.4%
Dicks Sporting Good (DKS) November 27 straddle priced for movement of 11%
TJX (TJX) November 70 straddle priced for movement of 6.5%
Beazer Homes (BZH) November 21 straddle priced for movement of 9%
Target (TGT) November 60.50 straddle priced for movement of 6.3%
Cisco (CSCO) November 34 straddle priced for movement of 4.2%
NetApp (NTAP) November 46 straddle priced for movement of 6.9%
Best Buy (BBY) November 57 straddle priced for movement of 9.2%
L Brands (LB) November 50 straddle priced for movement of 6%
RH (RH) November 87.50 straddle priced for movement of 11%
Viacom (VIAB) November 25 straddle priced for movement of 9.3%
Wal-Mart (WMT) November 91 straddle priced for movement of 3.6%
JM Smucker (SJM) November 105 straddle priced for movement of 4.9%

Increasing unusual option volume: MRO SEAS EWH SEAS CALA XON AFL OMC

Increasing unusual call option volume: ED SSYS TJX OMC EXC AFL XON WTW

Increasing unusual put option volume: KBR ASML SEAS SSYS ROKU CBS APC TJX

Options with decreasing implied volatility: UAA EXPE MNK CELG PCLN