Pre-Market IV Report September 12, 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: RAD NAK ORCL CAT XLK EFX RRC NKE SNAP HIMX AXON ZGNX PTCT ALNY WATT

Options expected to have increasing volume: AAPL SWKS QCOM GLW GS WATT

Apple (AAPL) call put ratio 1.97 calls to 1 put into iPhone event today, 90 day call put ratio 1.88 calls to 1 put into iPhone event

Apple (AAPL) September call option implied volatility is at 32, October is at 23; compared to its 52-week range of 13 to 28 into an Apple scheduled product event today.

Western Digital (NASDAQ: WDC) September call option implied volatility is at 37, October is at 34; compares to its 52-week range of 26 to 49.

Analog Devices (ADI) September and October call option implied volatility is at 21; compared to its 52-week range of 18 to 36.

Skyworks Solutions (SWKS) September call option implied volatility is at 24, October is at 23; compared to its 52-week range of 22 to 52 into Apple (AAPL) unveils the iPhone 8 today.

Intel (INTC) September call option implied volatility is at 18, October is at 16; compared to its 52-week range of 14 to 28.

Corning (GLW) September and October call option implied volatility is at 17; compares to its 52-week range of 16 to 28.

TSMC (TSM) September option implied volatility is at 17, October is at 18; compared to its 52-week range of 16 to 30.

Micron (MU) September call option implied volatility is at 31, October is at 42; compared to its 52-week range of 31 to 71.

Cirrus Logic Inc. (CRUS) September call option implied volatility is at 32, October is at 30; compared to its 52-week range of 27 to 63.

Goldman Sachs (GS) volatility low as shares near levels from 10 years ago into expectations leadership will explain its bond trading strategy

Goldman Sachs (GS) September call option implied volatility is at 23, October is at 22; compared to its 52-week range of 17 to 30 into the expectations leadership will explain its bond trading strategy at an industry conference meeting today and the release of Q3 results on October 17.

Caterpillar (CAT) September option implied volatility elevated at 28 into investor meeting

Caterpillar (CAT) September call option implied volatility is at 28, October is at 18; compared to its 52-week range of 17 to 30 into a company hosted investor meeting today.

Oracle (ORCL) September call option implied volatility is at 59, October is at 23; compared to its 52-week range of 12 to 27 into the expected release of Q1 results on September 14.

Options with decreasing implied volatility: PCLN BBY RH TEVA INSM TLRD CAB RH

Increasing unusual call option volume: UVE ARRY VXZ XL

Increasing unusual put option volume: UVE TRVG DXJ