Pre-Market IV Report April 18, 2019

Pre-Market IV Report April 18, 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: ANTM RL TTWO HUM M HCA CI LLY DHR BAX UNM TTWO COTY TWTR CMG S CNC MRK WTW

Options expected to have increasing volume: LVS HON ISRG QCOM HON

Be aware of politically driven option implied volatility as the 2020 election approaches.

Apple (AAPL) April call option implied volatility is at 22, April is at 20, May is at 28; compared to its 52-week range of 16 to 46 following an agreement to end all ongoing litigation with Qualcomm (QCOM). Call put ratio 1.7 calls to 1 put. AAPL expected to report EPS on April 30.

Qualcomm (QCOM) April call option implied volatility is at 66, April weekly is at 38, May is at 37; compared to its 52-week range of 19 to 53 following an agreement to end all ongoing litigation with Apple (AAPL). Call put ratio 2 calls to 1 put.

Straddle prices for stocks expected to report results next week

Baidu (BIDU) April weekly 170 straddle priced for move of 4% into the expected release of release of EPS after the bell on April 22
Haliburton (HAL) April weekly 31.50 straddle priced for move of 7.5% into the expected release of release of EPS before the bell on April 22
Kimberly-Clark (KMB) April weekly 124 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 22
Rambus (RMBS) May 12 straddle priced for move of 10% into the expected release of release of EPS after the bell on April 22
TCF Financial (TCF) May straddle 22.50 priced for move of 6% into the expected release of release of EPS before the bell on April 22
Tenneco (TEN) May 26 straddle priced for move of 8% into the expected release of release of EPS before the bell on April 22
Whirlpool (WHR) April weekly 137 straddle priced for move of 7.5% into the expected release of release of EPS after the bell on April 22
Wynn Resorts (WYNN) April weekly 144 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 22
Zions Bancorporation (ZION) May 48 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on April 22
Canadian Pacific Railway (CP) May 220 straddle priced for move of 6% into the expected release of release of EPS before the bell on April 23
Coca-Cola (KO) April weekly 47.50 straddle priced for move of 6% into the expected release of release of EPS before the bell on April 23
eBay (EBAY) April weekly 36 straddle priced for move of 7% into the expected release of release of EPS after the bell on April 23
Equifax (EFX) April weekly 125 straddle priced for move of 3% into the expected release of release of EPS after the bell on April 23
Goodyear Tire (GT) April weekly 20.50 straddle priced for move of 5% into the expected release of release of EPS before the bell on April 23
Harley Davidson (HOG) April weekly 41 straddle priced for move of 5% into the expected release of release of EPS before the bell on April 23
Hasbro (HAS) April weekly 90 straddle priced for move of 6% into the expected release of release of EPS before the bell on April 23
iRobot (IRBT) April weekly 130 straddle priced for move of 15% into the expected release of release of EPS after the bell on April 23
Lockheed Martin (LMT) April weekly 310 straddle priced for move of 3.5% into the expected release of release of EPS before the bell on April 23
Medicines Company (MDCO) May 28 straddle priced for move of 10% into the expected release of release of EPS before the bell on April 23
Northern Trust (NTRS) May 90 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on April 23
Polaris (PII) May 100 straddle priced for move of 8.5% into the expected release of release of EPS before the bell on April 23
Proctor & Gamble (PG) April weekly 106 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 23
Snap (SNAP) April weekly 11.50 straddle priced for move of 10% into the expected release of release of EPS after the bell on April 23
State Street (STT) May 70 straddle priced for move of 5.5% into the expected release of release of EPS before the bell on April 23
Stryker (SYK) May 180 straddle priced for move of 7% into the expected release of release of EPS after the bell on April 23
TD Ameritrade (AMTD) April weekly 54 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on April 23
Texas Instruments (TXN) April weekly 115 straddle priced for move of 5% into the expected release of release of EPS after the bell on April 23
Twitter (TWTR) April weekly 34.50 straddle priced for move of 12% into the expected release of release of EPS before the bell on April 23
United Technologies (UTX) April weekly 135 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 23
Verizon (VZ) April weekly 58 straddle priced for move of 3.5% into the expected release of release of EPS before the bell on April 23

Increasing unusual option volume: FXH LSTR SNN UNM TMO QGEN FLIR CDAY
Increasing unusual call option volume: LSTR TMO ITCI SNN UNM DOV GTT LH XLRE
Increasing unusual put option volume: UNM PEI SEDG NYCB QGEN DHR TMO BMRN
Popular stocks with increasing unusual: UNH QCOM DIS BABA JD DISH ETFC IBM
Options with decreasing option implied volatility: BBBY BPT FAST NFLX DB ERIC APC IBM UAL GS CSX
Active options: QCOM AAPL NFLX BAC INTC AMD DIS FCX FB MU C TSLA AMZN BABA GE UNH JD NVDA IBM