Pre-Market IV Report April 14, 2020

Pre-Market IV Report April 14, 2020

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: SDC AMC XRT I IQ TAL NIO GSX XLY AEO JPM BAC WFC

Options expected to have increasing volume: ROKU MS GS BLK JPM C BAC WFC FAST INFY

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 65; compared to its 52-week range of 21 to 146 into gold futures prices near 7 year high. Call put ratio 3.7 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Johnson & Johnson (JNJ) April 140 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

JPMorgan (JPM) April 98 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

United Airlines (UAL) April 29 straddle priced for a move of 13% into the expected release of quarter results today before the bell.

Wells Fargo (WFC) April 31.50 straddle priced for a move of 9.5% into the expected release of quarter results today before the bell.

Bed Bath & Beyond (BBBY) April 5.5 straddle priced for a move of 28% into the expected release of quarter results after the bell on April 15.

Citigroup (C) April 46.50 straddle priced for a move of 9.5% into the expected release of quarter results before the bell on April 15.

Goldman Sachs (GS) April 180 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on April 15.

Las Vegas Sands (LVS) April 46 straddle priced for a move of 10% into the expected release of quarter results on April 15.

Morgan Stanley (MS) April 39.50 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 15.

Schwab (SCHW) April 64 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 15.

PNC Financial Services (PNC) April 100 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 15.

U.S. Bancorp (USB) April 36.5 straddle priced for a move of 9.5% into the expected release of quarter results before the bell on April 15.

Unitedhealth Group (UNH) April 262.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 15.

Abbott (ABT) April 86 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 16.

Bank of New York Mellon (BK) April 36 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 16.

BlackRock (BLK) April 450 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 16.

Intuitive Surgical (ISRG) April 490 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 16.

Taiwan Semiconductor (TSM) April 48.50 straddle priced for a move of 7% into the expected release of quarter results on April 16.

Kansas City Southern (KSU) April 137 straddle priced for a move of 10% into the expected release of quarter results before the bell on April 17.

Schlumberger (SLB) April 16 straddle priced for a move of 17% into the expected release of quarter results before the bell on April 17.

State Street (STT) April 60 straddle priced for a move of 10% into the expected release of quarter results before the bell on April 17.

Options with decreasing option implied volatility: NUGT LQD AMRN IMMU JNUG HAL XOM USO
Increasing unusual option volume: SABR OIL SRE IVR CMC UCO XEC OI
Increasing unusual call option volume: SRE XEC UCO OI ADNT
Increasing unusual put option volume: SABR LGND GSX CIM EWA RF
Popular stocks with increasing unusual: DAL F ZM GILD DIS CCL
Active options: TSLA AAPL BAC F AMZN AMD MSFT NFLX WFC JPM FB DAL BA GE AAL BABA ZM GILD DIS CCL
Global S&P Futures are recently up 1% in premarket, Nikkei up 3%, DAX up 1%, WTI Crude oil is recently at $22.22, natural gas mixed, gold at $1772 an ounce