Pre-Market IV Report September 7, 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: NKE RH KR YNDX COST RAD MNKD ORCL ALL VZ T

Options expected to have increasing volume: GPRO RCL RH BMY CAB MNST MA LOW HD

GoPro (GPRO) September weekly call option implied volatility is at 53, September is at 45, October is at 44; compared to its 52-week range of 42 to 100 into sees Q3 revenue at high end of $290M-$310M, consensus $304M.

Tailored Brands (TLRD) September call option implied volatility is at 162, October is at 92; compared to its 52-week range of 44 to 129 into the expected release of Q2 results.

Concurrent Computer (CCUR) September call option implied volatility is at 112, October is at 52; compared to its 52-week range of 31 to 87 into the expected release of Q4 results.

Kroger (KR) September weekly call option implied volatility is at 118, September is at 63, October is at 38; compared to its 52-week range of 20 to 42 into the expected release of Q2 results and commentary on Amazon (AMZN) competition on September 8.

Monster Beverage (MNST) September weekly call option implied volatility is at 21, September is at 20, October is at 21; compared to its 52-week range of 18 to 37. Call put ratio was 2.98 calls to one put as shares near record high.

Hasbro (HAS) and Mattel (MAT) volatility up on sell off on reports Toys R Us hired a firm to help restructure its roughly $400M in debt due 2018

Hasbro (HAS) September weekly all option implied volatility is a 29. September is at 22; compared to its 52-week range of 17 to 34.

Mattel (MAT) September weekly call option implied volatility is at 47, September is at 32, October is at 35; compared to its 52-week range of 22 to 42.

Kohl’s Corp. (KSS) 30 day call option implied volatility is at 33; compared to its 52-week range of 28 to 52.

Options with decreasing implied volatility: SBUX PAGP MO COL KITE COL

Increasing unusual call option volume: GM GGB BHP CLX USG CONN NAV

Increasing unusual put option volume: NGD VNQ ASNA TRVG WETF HAS MAT