Pre-Market IV Report September 13, 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: STZ TWTR ORCL PG NKE CTL CMCSA RRC MCD XLU HIIMX AXON EFX ALNY CPN TAD

Options expected to have increasing volume: JWN TEX BA EFX BA FB CLR DIS CBRL ORCL MU EFX

Apple (AAPL) volatility comes in after product launch event

Apple (AAPL) September call option implied volatility is at 24, compared to a level of 37 prior to product lunch event, October is at 22; compared to its 52-week range of 13 to 28. Call put ratio 1.69 calls to 1 put.

Nordstrom (JWN) volatility flat into Nordstrom family near deal with Leonard Green to go private report

Nordstrom (JWN) September call option implied volatility is at 33, October is at 30; compared to its 52-week range of 28 to 56 into CNBC reporting that the Nordstrom family is close to a deal to choose Leonard Green to help fund a buyout of the department store chain. Call put ratio 1.62 calls to 1 put.

Oracle (ORCL) September volatility increases to 65 into Q1 and conference call

Oracle (ORCL) September call option implied volatility is at 65, October is at 29; compared to its 52-week range of 12 to 27 into the expected release of Q1 results on September 14. Call put ratio 2.18 calls to 1.

Increasing unusual put option volume: SPB FDC BCRX RES

List of liquid options with wide price movement: NFLX AMZN MU

Options with decreasing implied volatility: PCLN BBBY RH TEVA TURD CAB SAGE RH ARRY

 

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