Pre-Market IV Report April 15, 2020

Pre-Market IV Report April 15, 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: GSX GME IQ ACB AMC I SDC XRT SPCE XLY

Options expected to have increasing volume: BAC C BLK PNC USB UAL AAL DAL LUV

Tesla (TSLA) 30-day option implied volatility is at 103; compared to its 52-week range of 34 to 154 initiated with a Buy at Goldman Sachs.

United States Oil Fund (USO) 30-day option implied volatility is at 97; compared to its 52-week range of 23 to 172 into WTI crude oil trading below $20.

Airlines option implied volatility into U.S. Treasury, U.S. airlines reach pact over government assistance

Alaska Airlines (ALK) 30-day option implied volatility is at 94; compared to its 52-week range of 21 to 234 into U.S. Treasury, U.S. airlines reach pact over government assistance.

Allegiant Air (ALGT) 30-day option implied volatility is at 119; compared to its 52-week range of 21 to 216.

American Airlines (AAL) 30-day option implied volatility is at 147; compared to its 52-week range of 29 to 293.

Delta Air Lines (DAL) 30-day option implied volatility is at 113; compared to its 52-week range of 20 to 265.

Hawaiian Airlines (HA) 30-day option implied volatility is at 117; compared to its 52-week range of 31 to 274.

JetBlue Airways (JBLU) 30-day option implied volatility is at 113; compared to its 52-week range of 23 to 221.

United Airlines (UAL) 30-day option implied volatility is at 131; compared to its 52-week range of 20 to 421.

SkyWest Airlines (SKYW) 30-day option implied volatility is at 114; compared to its 52-week range of 21 to 255.

Southwest Airlines (LUV) 30-day option implied volatility is at 85; compared to its 52-week range of 17 to 204.

Straddle prices for stocks expected to report quarterly results this week

Citigroup (C) April 45.50 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Goldman Sachs (GS) April 177.50 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

Las Vegas Sands (LVS) April 48 straddle priced for a move of 8% into the expected release of quarter results today.

Morgan Stanley (MS) April 40 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

Schwab (SCHW) April 36 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

PNC Financial Services (PNC) April 100 straddle priced for a move of 7.5% into the expected release of quarter results today before the bell.

U.S. Bancorp (USB) April 36 straddle priced for a move of 5.5% into the expected release of quarter results before the bell.

Unitedhealth Group (UNH) April 270 straddle priced for a move of 6.5% into the expected release of quarter results before the bell.

Bed Bath & Beyond (BBBY) April 5.5 straddle priced for a move of 23% into the expected release of quarter results today.

Abbott (ABT) April 89 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 457 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 16.

Intuitive Surgical (ISRG) April 510 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 16.

Taiwan Semiconductor (TSM) April 50.50 straddle priced for a move of 5% into the expected release of quarter results on April 16.

Kansas City Southern (KSU) April 140 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 12% into the expected release of quarter results before the bell on April 17.

State Street (STT) April 60 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 17.

Options with decreasing option implied volatility: NUGT MFA AMRN JNUG
Increasing unusual option volume: OIL TRGP OR IVR GSX STOR
Increasing unusual call option volume: OR UCO CCJ STOR EVRI CIM
Increasing unusual put option volume: TRGP GSX SYF DKS CIM IOVA
Popular stocks with increasing unusual: ROKU CCL DAL SPCE TLRY
Active options: AAPL TSLA AMD MSFT BAC AMZN JPM BA FB ROKU NFLX BABA NVDA WFC DIS GE DAL TLRY CCL
Global S&P Futures are recently down 1.75% in premarket, Nikkei down 0.5%, DAX down 2%, WTI Crude oil is recently at $19.50, natural gas down 2.5%, gold at $1733 an ounce