Pre-Market IV Report April 12, 2019

Pre-Market IV Report April 12, 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: JPM WFC PNC COTY CMG S TWTR GPRO WTW CNC CARS QCOM LYFT DIS TSLA

Options expected to have increasing volume: CVX APC XOM BP RDS.A HES CLR CHK WMB DVN SLB HAL JPM WFC PNC GS MS BAC C USB INFY

Chevron (CVX) option implied volatility low into acquiring Anadarko (APC) for $65 per share or $33B

Chevron (CVX) April weekly call option implied volatility is at 16, April is at 17; compared to its 52-week range of 16 to 38 into acquiring Anadarko (APC) for $65 per share or $33B. Call put ratio 1 call to 1.9 puts.

Anadarko (APC) April call option implied volatility is at 29, May is at 37; compared to its 52-week range of 26 to 56. Call put ratio 1 call to 1.3 puts.

Large cap Disney & Lyft intra-day option implied volatility dynamically changing

Disney (DIS) April weekly call option implied volatility is at 63, April is at 29, May is at 23; compared to its 52-week range of 15 to 35 into an investor meeting hosted on Thursday. Call put ratio 1.7 calls to 1 put. DIS is trading up in the premarket.

Lyft (LYFT) April weekly call option implied volatility is at 77, April is at 67, May is at 70; compared to its 1-week range of 49 to 74 into Uber IPO roadshow

Straddle prices for stocks expected to report results next week

Citigroup (C) April 66 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 15
Goldman Sachs Group Inc. (GS) April 202.50 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on April 15
JB Hunt Transport (JBHT) April 105 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on April 15
Bank of America (BAC) April 29 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 16
BlackRock (BLK) April 445 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 16
CSX (CSX) April 75 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on April 16
Interactive Brokers (IBKR) April 55 straddle priced for move of 5% into the expected release of release of EPS after the bell on April 16
Netflix (NFLX) April 365 straddle priced for move of 8% into the expected release of release of EPS after the bell on April 16
United Continental (UAL) April 85 straddle priced for move of 6% into the expected release of release of EPS after the bell on April 16
UnitedHealth (UNH) April 235 straddle priced for move of 3.5% into the expected release of release of EPS before the bell on April 16
Charles Schwab (SCHW) April 44 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 16
Abbott Laboratories (ABT) April 78 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 17
Bank of OZK (OZK) April 30 straddle priced for move of 9% into the expected release of release of EPS before the bell on April 17
E Trade (ETFC) April 49 straddle priced for move of 4% into the expected release of release of EPS after the bell on April 17
Kansas City Southern (KSU) April 117 straddle priced for move of 4% into the expected release of release of EPS on April 17
Kinder Morgan (KMI) April 20 straddle priced for move of 2% into the expected release of release of EPS after the bell on April 17
Las Vegas Sands (LVS) April 66 straddle priced for move of 4.3% into the expected release of release of EPS after the bell on April 17
Morgan Stanley (MS) April 44.50 straddle priced for move of 4.4% into the expected release of release of EPS before the bell on April 17
PepsiCo (PEP) April 120 straddle priced for move of 2% into the expected release of release of EPS before the bell on April 17
Textron (TXT) April 50 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 17

Russell 2000 (RUT) call put ratio 1 call to 1.6 puts into stocks trading higher in the premarket. Actives options April 1565, 1585, May 1505, 1585, 1605 puts. April 1580, 1585, June 1585, Jan 1650 & 1720 calls

Increasing unusual option volume: EIGI INFY PNR SAN PLAN OC TRUP JBHT UNM VTL ECA CXO
Increasing unusual call option volume: SAN INFY PNR TRUP OC JBHT PLAN JBLU ECA MDRX CXO
Increasing unusual put option volume: ZGNX INFY SGH YPF FTNT CIT EBAY HUM CARA RAD
Popular stocks with increasing unusual: X ABBV LYFT WTW DIS
Options with decreasing option implied volatility: BBBY KR RH WBA BIIB KPTI BBBY NLSN FOLD FAST
Active options: AAPL TSLA BAC EBAY DIS NFLX FB BA AMD NVDA JPM X AMZN WFC GE ABBV CZR LYFT T MSFT