Pre-Market IV Report April 15, 2019

Pre-Market IV Report April 15, 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: CMG COTY S GPRO TWTR S CNC GRUB QCOM WTW TTD ROKU IONS LYFT YELP TRIP TWLO UNH

Options expected to have increasing volume: GS BAC C CSX USB NFLX NKE UNH DIS WMI

Apple (AAPL) April call option implied volatility is at 20, May is at 28; compared to its 52-week range of 16 to 46 into facing off with Qualcomm (QCOM) in a San Diego court over various patent disputes.

Qualcomm (QCOM) April call option implied volatility is at 28, May is at 34; compared to its 52-week range of 19 to 53.

Nike (NKE) April call option implied volatility is at 16, May is at 18; compared to its 52-week range of 17 to 46 into Tiger Woods winning the Masters.

Under Armour (UA) April call option implied volatility is at 25, May is at 47; compared to its 52-week range of 33 to 73 into Tiger Woods winning the Masters and the expected release of EPS on May 2.

Callaway Golf (ELY) April call option implied volatility is at 24, May is at 33; compared to its 52-week range of 20 to 50 into Tiger Woods winning the Masters and the expected release of EPS on May 9.

Electronic Arts (EA) April call option implied volatility is at 30, May is at 42; compared to its 52-week range of 23 to 58 into Tiger Woods winning the Masters and the expected release of EPS on May 7.

Mattel (MAT) April call option implied volatility is at 28, May is at 45; compared to its 52-week range of 33 to 74 into recall and the expected release of EPS on April 25.

Straddle prices for stocks expected to report results next week

Citigroup (C) April 67.50 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 207.50 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 30 straddle priced for move of 3.5% into the expected release of release of EPS before the bell on April 16

BlackRock (BLK) April 455 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 16

CSX (CSX) April 76.50 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 350 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 222.50 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 16

Charles Schwab (SCHW) April 45.50 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 49.50 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 118 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 67 straddle priced for move of 4.5% into the expected release of release of EPS after the bell on April 17

Morgan Stanley (MS) April 46.50 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on April 17

PepsiCo (PEP) April 122 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 6% into the expected release of release of EPS before the bell on April 17

U.S. Bancorp (USB) April 50 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 17

United Rental (URI) April 126 straddle priced for move of 8% into the expected release of release of EPS after the bell on April 17

Ally Financial (ALLY) April 30 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 18

BB&T (BBT) April 49 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 18

Danaher (DHR) April 130 straddle priced for move of 3.5% into the expected release of release of EPS before the bell on April 18

Increasing unusual option volume: CPE WCG VTL IGV SKY IVZ QURE UUUU PXD MTDR
Increasing unusual call option volume: CPE IVZ SKY QURE VTL PTC CGAL GBX EIX
Increasing unusual put option volume: CPE KAR WCG IEF ITCI GRUB BWA TSN CFG
Popular stocks with increasing unusual: LYFT CZR WFC
Options with decreasing option implied volatility: RH BBBY WBA APC BIIB
Active options: DIS BAC AAPL WFC GE PBR JPM COTY TSLA AMD FB BA C AMZN NVDA MSFT BABA CZR LYFT