Pre-Market IV Report September 6, 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: AXON EROS YNDX HPE CA RAD ORCL MNKD NKE KR

Options expected to have increasing volume: DLTH PLAY NAV HDS HPE MGM MNST HD LOW

Lowe’s Cos. (LOW) and Home Depot (HD) September calls active into Hurricane Irma

Lowe’s Cos. (LOW) call put ratio 4 calls to 1 put. September weekly call option implied volatility is at 25, September is at 22, October is at 21; compared to its 52-week range of 16 to 32.

Home Depot (HD) call put ratio 3 calls to 1 put. September weekly is at 19, September and October is at 16; compared its 52-week range of 12 to 26.

SPDR Gold Trust (GLD) call put ratio 2.3 calls to 1 put on low IV as gold near 12-month high

SPDR Gold Trust (GLD) September weekly call option implied volatility is at 15, September and October is at 13; compared to its 52-week range of 10 to 19 as gold trades near one year high.

Barrick Gold (ABX) 30 day call option implied volatility is at 30; compared to its 52-week range of 28 to 58.

Newmont Mining (NEM) 30 day call option implied volatility is at 26; compared to its 52-week range of 24 to 50.

Randgold (GOLD) 30 day call option implied volatility is at 25; compared to its 52-week range of 24 to 45. Call put ratio 3.3 calls to 1 put.

AngloGold (AU) 30 day call option implied volatility is at 40; compared to its 52-week range of 36 to 64. Call put ratio 1 call to 3.6 puts.

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

Increasing unusual call option volume: AGI DBVT ISNM GNRC MNST

Increasing unusual put option volume: VSTO KKR CB APD INSM PGR