Investitute : Pre-Market IV Report October 27, 2017

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/UCW/ 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: DDD AABA OSTK SHOP CHK GOOG AMZN INTC TWTR MAT

Options expected to have increasing volume: AET CVS CI ANTM HUM UNH WBA RAD ABC MCK CAH MSFT GOOG GOOGL AMZN XOM CVX EXPE BIDU

Aetna (AET) option implied volatility is expected to be active after The Wall Street Journal said CVS Health (CVS) is in talks about a potential acquisition of Aetna. Aetna option implied volatility range over the last 52-week was 15 to 43.

CVS Health (CVS) October weekly call option implied volatility is at 130, November is at 39; compared to its 52-week range of 14 to 29.

Express Scripts (ESRX) October weekly call option implied volatility is at 100, November is at 52; compared to its 52-week range of 19 to 56 after The Wall Street Journal said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET) and Amazon (AMZN) received wholesale pharmacy licenses in 12 states.

Walgreens Boots Alliance (WBA) October weekly call option implied volatility is at 82, November is at 30; compared to its 52-week range of 15 to 31 after The WSJ said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET) and Amazon (AMZN) received wholesale pharmacy licenses in 12 states.

CVS Health (CVS) October weekly call option implied volatility is at 147, November is at 37; compared to its 52-week range of 14 to 30 after The WSJ said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET) and Amazon (AMZN) received wholesale pharmacy licenses in 12 states.

McKesson (MCK) October weekly call option implied volatility is at 78, November is at 30; compared to its 52-week range of 18 to 36 after The WSJ said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET) and Amazon (AMZN) received wholesale pharmacy licenses in 12 states.

Cardinal Health (CAH) October weekly call option implied volatility is at 100, November is at 35; compared to its 52-week range of 16 to 35 after The WSJ said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET) and Amazon (AMZN) received wholesale pharmacy licenses in 12 states.

AmerisourceBergen (ABC) October weekly call option implied volatility is at 66, November is at 39; compared to its 52-week range of 18 to 39 after The WSJ said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET) and Amazon (AMZN) received wholesale pharmacy licenses in 12 states.

UnitedHealth Group (UNH) October weekly call option implied volatility is at 33, November is at 16; compared to its 52-week range of 13 to 24 after The WSJ said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET).

Cigna Corp. (CI) October weekly call option implied volatility is at 31, November is at 26; compared to its 52-week range of 14 to 43 after The WSJ said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET).

Humana (HUM) October weekly call option implied volatility is at 25, November is at 20; compared to its 52-week range of 16 to 56 after The WSJ said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET).

Anthem (ANTM) October weekly call option implied volatility is at 42, November is at 21; compared to its 52-week range of 16 to 31 after The WSJ said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET).

Increasing unusual call option volume: EVHC BC MTG EDU PBI NUAN MAT SYMC SFLY

Increasing unusual put option volume: MON DYN ETSY TRVG BMRN MULE GNC BYD

Options with decreasing implied volatility: DBVT SKX IRBT PETS AKAM PTCT GRUB SHLD

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