Pre-Market IV Report April 10, 2019

Pre-Market IV Report April 10, 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.

Options with increasing option implied volatility: COTY CMG S EBAY DB CNC S TWTR TTD THC ROKU IONS TRIP YELP TWLO FIT FOSL DB GE

Options expected to have increasing volume: JPM C STT USB WFC GS MS BK BAC DAL BBBY FAST LYFT DIS

Disney (DIS) April weekly call option implied volatility is at 43, April is at 29, May is at 24; compared to its 52-week range of 15 to 35 into an investor day on April 11. Call put ratio 1.8 calls to 1 put. DIS is expected to release EPS in early May.

Lyft (LYFT) 30 day option implied volatility is at 59 to 49 to 60 compared to its 1-week range of 49 to 60 into Uber releasing financial documents into upcoming IPO.

Option implied volatility for Banks into ECB, CPI, management on Capitol Hill, FOMC Minutes, EPS

Goldman Sachs Group Inc. (GS) 30-day option implied volatility is at 27; compared to its 52-week range of 15 to 49
Morgan Stanley (MS) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 46
Citigroup (C) 30-day option implied volatility is at 28; compared to its 52-week range of 15 to 55
Bank of America (BAC) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 46
Bank of New York (BK) A30-day option implied volatility is at 24; compared to its 52-week range of 16 to 38
State Street Corp (STT) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 46
Comerica (CMA) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 42
BB&T (BBT) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 37.
KeyCorp (KEY) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 49
Citigroup (C) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 55
JPMorgan (JPM) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 41
PNC Financial (PNC) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 43
Bank of America (BAC) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 46
Wells Fargo (WFC) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 44
Zions Bancorp (ZION) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 41
SunTrust (STI) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 43
U.S. Bancorp (USB) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 35
Fifth Third Bancorp (FITB) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 43
Huntington Bancshares (HBAN) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 43
TCF Financial Corp. (TCF) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 45
American Express (AXP) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 41
Regions Financial (RF) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 48
Comerica (CMA) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 43
Citizens Financial (CFG) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 44
Ally Financial (ALLY) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 51
Northern Trust (NTRS) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 40

Straddle prices for stocks expected to report results this week

Bed Bath & Beyond (BBBY) April weekly 18.50 straddle priced for a move of 13% into the expected release of EPS after the bell on April 10
Apogee Enterprises (APOG) April 40 straddle priced for a move of 11% into the expected release of EPS before the bell on April 11
Fastenal (FAST) April 67.50 straddle priced for a move of 6% into the expected release of EPS before the bell on April 11
Infosys Technology (INFY) April 11 straddle priced for a move of 6% into the expected release of EPS before the bell on April 12
JPMorgan Chase (JPM) April weekly 105 straddle priced for a move of 2.5% into the expected release of EPS before the bell on April 12
Wells Fargo (WFC) April weekly 49 straddle priced for a move of 3% into the expected release of EPS before the bell on April 12
PNC Financial (PNC) April weekly 127 straddle priced for a move of 2.5% into the expected release of EPS before the bell on April 12

Increasing unusual option volume: RDC WCG WH AVYA BFR CNC TLRA PBF ZGNX TWNK NTRS AMT
Increasing unusual call option volume: AVYA WH CNC PBF TWNK AMT WIX PZZA CAN STNG LEVI CPB
Increasing unusual put option volume: WCG OMI AJRD CNC PBF AMRS AMC AZN MSI X INFY
Popular stocks with increasing unusual: SNAP X TWTR DIS JD
Options with decreasing option implied volatility: KR RH WBA CELG BIIB SIG GME PLAY
Active options: AAPL GE FB AMD BAC DIS X CNC MU NVDA BA NFLX AMZN SNAP TSLA T MSFT BABA TWTR JD