Pre-Market IV Report August 22, 2019

Pre-Market IV Report August 22, 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 over looked information.

Options with increasing option implied volatility: LULU LB SWN MNK CRM JWN OSTK SLV PANW GPS LB TLRD DKS CRM ZAGG CUK BJ S BLMN FSK CUK OSTK

Options expected to have increasing volume: LB JWN GPS PSTG

SPDR S&P Retail ETF (XRT) put option implied volatility priced more expensive than calls into retailer results

SPDR S&P Retail ETF (XRT) September call option implied volatility is at 11, puts 23, October is at 15, puts 24; compared to its 52-week range of 17 to 38 into retailer results.

Shopify (SHOP) August weekly call option implied volatility is at 46, September is at 41; compared to its 52-week range of 36 to 73 as shares trade near record high.

Overstock.com (OSTK) August weekly call option implied volatility is at 91, September is at 90; compared to its 52-week range of 66 to 137 on wide price movement. Call put ratio 3 calls to 1 put with focus on 22.50 and 30 calls.

Straddle prices for stocks expected to report quarterly results this week

Dicks Sporting Goods (DKS) August weekly 33 straddle priced for a move of 10% into the expected release of quarterly results today before the bell

Gap (GPS) August weekly 17 straddle priced for a move of 12.5% into the expected release of quarterly results today

Hormel Foods (HRL) August weekly 41 straddle priced for a move of 5% into the expected release of quarterly results today

HP (HPQ) August weekly 19 straddle priced for a move of 6.5% into the expected release of quarterly results today after the bell

Intuit (INTU) August weekly 275 straddle priced for a move of 6% into the expected release of quarterly results today after the bell

Ross Stores (ROST) September 105 straddle priced for a move of 7.5% into the expected release of quarterly results today after the bell

Salesforce (CRM) August weekly 147 straddle priced for a move of 5.5% into the expected release of quarterly results today after the bell

VMWare (VMW) August weekly 148 straddle priced for a move of 6% into the expected release of quarterly results today after the bell

Buckle (BKE) September 17.50 straddle priced for a move of 11.5% into the expected release of quarterly results before the bell on August 23

Footlocker (FL) August weekly 40 straddle priced for a move of 12% into the expected release of quarterly results before the bell on August 23

Williams-Sonoma (WSM) September 65 straddle priced for a move of 10.5% into the expected release of quarterly results before the bell on August 23

Options with decreasing option implied volatility: TGT YPF PVTL VRAY AVYA HOME SE KSS CSIQ
Increasing unusual option volume: ADT BJ CARB NBLX BLMN WMGI IMMR PBI HRL DKS JMIA TLRD
Increasing unusual call option volume: BJ BLMN TGE WMGI OSTK DKS PDD MXEF ATUS AGNC WTRH JWN PBI ZAGG URBN TOL
Increasing unusual put option volume: KN PLCE PBI BCS KEYS HRL LE TGT SNPS CREE BJ JWN TOL
Popular stocks with increasing unusual volume: JWN LB CRM JWN HD TGT
Active options: AAPL TSLA TGT GE AMD BAC BIDU MSFT NVDA FB NFLX SNAP AMZN PBR BABA ROKU JWN HD BYND CRM