Pre-Market IV Report April 16, 2019

Pre-Market IV Report April 16, 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: LYFT CSCO WMT CMG COTY S GPRO TWTR S CNC GRUB QCOM WTW TTD ROKU IONS LYFT YELP TRIP TWLO UNH

Options expected to have increasing volume: JNJ BAC CSX USB IBM UNH NFLX MS LVS PEP TXT CMA JBHT

Auto option implied volatility low into New York Auto Show

General Motors (GM) April call option implied volatility is at 17, May is at 24; compared to its 52-week range of 20 to 45 into New York Auto Show. EPS are expected on April 30.

Ford (F) April call option implied volatility is at 25, May is at 28; compared to its 52-week range of 18 to 55. EPS are expected on April 25.

Toyota Motor (TM) April call option implied volatility is at 15, May is at 16; compared to its 52-week range of 12 to 27.

Tesla (TSLA) April call option implied volatility is at 48, May is at 58; compared to its 52-week range of 38 to 86 into announces Autonomy Investor Day on April 22. EPS are expected on April 24. Call put ratio 1 to 1.5.

Straddle prices for stocks expected to report results this week

CSX (CSX) April 76.50 straddle priced for move of 5.5% into the expected release of release of EPS today after the bell
IBM (IBM) April 144 straddle priced for move of 5% into the expected release of release of EPS today after the bell
Interactive Brokers (IBKR) April 55 straddle priced for move of 4% into the expected release of release of EPS today after the bell
Netflix (NFLX) April 350 straddle priced for move of 7.5% into the expected release of release of EPS today after the bell
United Continental (UAL) April 84.5 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on April 16
UnitedHealth (UNH) April 230 straddle priced for move of 4% into the expected release of release of EPS today before the bell
Abbott Laboratories (ABT) April 77.50 straddle priced for move of 4.5% 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 66.50 straddle priced for move of 4% into the expected release of release of EPS after the bell on April 17
Morgan Stanley (MS) April 46 straddle priced for move of 3.5% into the expected release of release of EPS before the bell on April 17
PepsiCo (PEP) April 123 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 2.5% into the expected release of release of EPS before the bell on April 17
United Rental (URI) April 125 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
Honeywell (HON) April 162.50 straddle priced for move of 2.5% into the expected release of release of EPS before the bell on April 18
KeyCorp (KEY) April 16.50 straddle priced for move of 3.5% into the expected release of release of EPS before the bell on April 18
Intuitive Surgical (ISRG) April 577.50 straddle priced for move of 3.2% into the expected release of release of EPS after the bell on April 18
Phillip Morris (PM) April 86 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 18
Schlumberger (SLB) April 47 straddle priced for move of 7% into the expected release of release of EPS before the bell on April 18
Skechers (SKX) April 35 straddle priced for move of 14% into the expected release of release of EPS before the bell on April 18
SunTrust (STI) April straddle 60 priced for move of 3% into the expected release of release of EPS before the bell on April 18
Blackstone (BX) April straddle priced for move of % into the expected release of release of EPS before the bell on April 18
Tile Shop (TTS) April straddle priced for move of % into the expected release of release of EPS before the bell on April 18
Union Pacific (UNP) April 167.50 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 18
Travelers (TRV) April 135 straddle priced for move of 2.5% into the expected release of release of EPS before the bell on April 18

Increasing unusual option volume: EXPR JBHT NVT HABT CNSL CARA TWNK EL
Increasing unusual call option volume: JBHT OXY LL MTCH OZK GS ZAYO
Increasing unusual put option volume: CNSL ITCI UPWK CARA CLVS STM LL LNG ADS DF
Popular stocks with increasing unusual: LYFT DIS PBR CZR MTCH
Options with decreasing option implied volatility: LEVI FAST RH BBBY WBA APC
Active options: DIS BAC TSLA AAPL GE COTY AMD NFLX FB NVDA AMZN PBR LYFT JD WFC MU CZR GS C