Pre-Market IV Report September 8, 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: DIS CMSCA VIAB XL RE PGR AGO ALL AZN TRV T ABBV TWX Z RAD ORCL CAT KR NKE FNSR TRIP

Options expected to have increasing volume: KR EFX MYL LOW HD DAL AAL LUV UAL

Saturday is the 69th anniversary of the founding Democratic People’s Republic of Korea. South Korean government officials had reported signs of another missile test in the works, possible a long-range launch set for this weekend reports the Washington Post.

SPDR Gold Trust (GLD) call put ratio 1.4 calls to 1 put into gold at 12-month high

SPDR Gold Trust (GLD) September weekly call option implied volatility is at 14, September and October is at 12; compared to its 52-week range of 10 to 19 as gold trades at one year high.

Equifax (EFX) September and October call option implied volatility of 14 compares to its 52-week range of 14 to 25 into announcing a cybersecurity incident that potentially affects 143M U.S. consumers.

XL Group (XL) September call option implied volatility is at 74, October is at 43; compared to its 52-week range of 14 to 54 into Hurricane Irma. Call put ratio 1 call to 4.1 puts.

Everest Re (RE) September call option implied volatility is at 75, October is at 50; compared to its 52-week range of 13 to 62 into Hurricane Irma.

Allstate (NYSE: ALL) September call option implied volatility is at 24, October is at 20; compared to its 52-week range of 12 to 24 into Hurricane Irma.

Lowe’s Cos. (LOW) September weekly call option implied volatility is at 26, September is at 24, October is at 22; compared to its 52-week range of 16 to 32. Call put ratio 6.9 calls to 1 put.

Home Depot (HD) call put ratio 3 calls to 1 put into Hurricane Irma. September weekly is at 22, September is at 20, October is at 17; compared its 52-week range of 12 to 26.

Generac Holdings (GNRC) call put ratio 2.7 calls to 1 put into Hurricane Irma. September weekly is at 44, October is at 37; compared its 52-week range of 22 to 48.

JetBlue Airways (JBLU) September call option implied volatility at 34, October is at 33; compared to its 52-week range of 24 to 40 as shares near 10-month low into Hurricane Irma. Call put ratio 5.5 calls to 1 put.

TripAdvisor (TRIP) September weekly call option implied volatility is at 59, September is at 44, October is at 41; compared to its 52-week range 29 to 64 on speculation of activist building a stake. Call put ratio 5.1 calls to 1 put.

Options with decreasing implied volatility: INSM CAB NTNX FRAN LULU BOX

Increasing unusual call option volume: CAB NLNK VSAR ALNY ZTS HOG BMS TRV TRIP

Increasing unusual put option volume: GNW ACWI ASNA HDS