IV Report March 30, 2019

IV Report March 30, 2019

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.

Straddle prices for stocks expected to report results next week

Cal-Maine Foods (CALM) April weekly straddle 45 priced for move of 6% into the expected release of EPS before the bell on April 1

GameStop (GME) April weekly 10 straddle 10 priced for move of 10% into the expected release of EPS after the bell on April 2

Walgreens Boots (WBA) April weekly 63 straddle 5% priced for move of % into the expected release of EPS before the bell on April 2

Signet Jewelers (SIG) April weekly 27.50 straddle priced for move of 17% into the expected release of EPS before the bell on April 3

Constellation Brands (STZ) April weekly 175 straddle priced for move of 7% into the expected release of EPS before the bell on April 3

Duluth Holdings (DLTH) April 22.50 straddle priced for move of 18% into the expected release of EPS after the bell on April 3

International Speedway (ISCA) April straddle 45 priced for move of 10 % into the expected release of EPS before the bell on April 3

A straddle entails buying a call and put of the same strike that allows the holder to profit based on how much the price of the underlying security moves, regardless of the direction of price movement.