Pre-Market IV Report September 1, 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: LULU KR PANW NKE ORCL RAD HPE MNKD JUNO FINL SFM BBRY NKE CAN GILD NLY AGNC MBLY HDS RH NQ IOVA

Options expected to have increasing volume: PANW LULU ROK AMBA

Straddle prices for companies reporting financial results the week of September 4

Duluth Holdings (DLTH) September 20 straddle priced for movement of 14%
At Home Group (ATHM) September 65 straddle priced for movement of 6.1%
Hewlett Packard Enterprises (HPE) September weekly 18 straddle priced for movement of 7.7%
Dave & Busters (PLAY) September 60straddle priced for movement of 9.4%
Freds (FRED) September 5 straddle priced for movement of 19%
HD Supply (HDS) September 35 straddle priced for movement of 9.5%
Francescas (FRAN) September 7 straddle priced for movement of 13%
Caseys General Stores (CASY) September 105 straddle priced for movement of 5.6%
Sea Change (SEAS) September 13straddle priced for movement of 6.1%
Barnes & Noble (BKS) September 7.50 straddle priced for movement of 12.50%
Hovnanian (HOV) September 2 straddle priced for movement of 12%
Verifone Systems (PAY) September 20 straddle priced for movement of 8.5%
Davids Tea (DTEA) September 5 straddle priced for movement of 15%
Tailored Brands (TLRD) September 12 straddle priced for movement of 18%
Concurrent Computer (CCUR) September 7.50 straddle priced for movement of 16%
Kroger (KR) September weekly 22 straddle priced for movement of 6.8%

Increasing unusual call option volume: UGA MSI STNG BTU

Increasing unusual put option volume: OTIC PBF OIL HFC TEX FOX

Options with decreasing implied volatility: TEVA SBUX MO PAGP KITE