Pre-Market IV Report April 2, 2020

Pre-Market IV Report April 2, 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: ACB NIO GME BKLN LK SDC MPC FLR GPS FCAU FL COF NLY WBA MRO

Options expected to have increasing volume: WBA KMX PVH CCL BAC C WFC JPM

President Trump and oil CEOs to discuss government measures to help energy industry on April 3. WTI Oil up 8% to $22.

United States Oil Fund (USO) 30-day option implied volatility is at 136; compared to its 52-week range of 22 to 172 into President Trump and oil CEOs to discuss government measures to help energy industry on April 3. WTI Oil up 8% to $22.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 84; compared to its 52-week range of 16 to 130.

ExxonMobil (XOM) 30-day option implied volatility is at 73; compared to its 52-week range of 16 to 111

Chevron (CVX) 30-day option implied volatility is at 52; compared to its 52-week range of 15 to 113

Occidental Petroleum (OXY) 30-day option implied volatility is at 164; compared to its 52-week range of 21 to 201

Continental Resources (CLR) 30-day option implied volatility is at 177; compared to its 52-week range of 37 to 252

Devon Energy (DVN) 30-day option implied volatility is at 143; compared to its 52-week range of 33 to 212

Market Vectors Retail ETF (RTH) 30-day option implied volatility is at 62; compared to its 52-week range of 12 to 72.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 70; compared to its 52-week range of 16 to 103. Call put ratio 1 call to 6.9 puts.

Clothing Retailer Option Implied Volatility

Macys (M) 30-day option implied volatility is at 141; compared to its 52-week range of 31 to 165. Call put ratio 1 call to 2 puts.

Nordstrom (JWN) 30-day option implied volatility is at 117; compared to its 52-week range of 29 to 170.

Ross Stores (ROST) 30-day option implied volatility is at 66; compared to its 52-week range of 17 to 89.

Gap (GPS) 30-day option implied volatility is at 164; compared to its 52-week range of 29 to 132.

TJX (TJX) 30-day option implied volatility is at 88; compared to its 52-week range of 31 to 109.

Urban Outfitters (URBN) 30-day option implied volatility is at 88; compared to its 52-week range of 30 to 109.

Kohls (KSS) 30-day option implied volatility is at 143; compared to its 52-week range of 26 to 159. Call put ratio 1 call to 2.3 puts.

Abercrombie & Fitch (ANF) 30-day option implied volatility is at 114; compared to its 52-week range of 37 to 143.

L Brands (LB) 30-day option implied volatility is at 142; compared to its 52-week range of 35 to 202.

Dillards (DDS) 30-day option implied volatility is at 94; compared to its 52-week range of 35 to 139.

Lowes (LOW) 30-day option implied volatility is at 69; compared to its 52-week range of 18 to 129.

Home Depot (HD) 30-day option implied volatility is at 62; compared to its 52-week range of 14 to 114.

Shopify (SHOP) 30-day option implied volatility is at 84; compared to its 52-week range of 37 to 124.

At Home Group (HOME) 30-day option implied volatility is at 206; compared to its 52-week range of 46 to 278.

Dicks Sporting Goods (DKS) 30-day option implied volatility is at 94; compared to its 52-week range of 26 to 134.

Kroger (KR) 30-day option implied volatility is at 58; compared to its 52-week range of 20 to 95.

Walmart (WMT) 30-day option implied volatility is at 41; compared to its 52-week range of 12 to 68.

Dollar General (DLTR) 30-day option implied volatility is at 58; compared to its 52-week range of 19 to 117.

Dollar Store (DLR) 30-day option implied volatility is at 55; compared to its 52-week range of 18 to 84.

Advanced Auto Parts (AAP) 30-day option implied volatility is at 80; compared to its 52-week range of 23 to 112. Call put ratio 1 call to 6 puts.

AutoZone (AZO) 30-day option implied volatility is at 75; compared to its 52-week range of 17 to 96. Call put ratio 1 call to 5 puts.

Best Buy (BBY) 30-day option implied volatility is at 77; compared to its 52-week range of 22 to 107.

UPS (UPS) 30-day option implied volatility is at 55; compared to its 52-week range of 16 to 77.

FedEx (FDX) 30-day option implied volatility is at 68; compared to its 52-week range of 22 to 138.

Straddle prices for stocks expected to report quarterly results this week

CarMax (KMX) April weekly 50 straddle priced for a move of 17% into the expected release of quarter results today before the bell.

Chewy (CHWY) April weekly 35.50 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Constellation Brands (STZ) April weekly 137 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 3.

iShares MSCI Brazil (EWZ) 30-day call option implied volatility is at 83; compared to its 52-week range of 22 to 148.

Ishares Msci Mexico Capped Etf (EWW) 30-day call option implied volatility is at 68; compared to its 52-week range of 15 to 105 amid the Mexican Peso price movement.

Options with decreasing option implied volatility: PLAY AXSM NUGT HTZ KRE AMRN MFA NUGT JNUG
Increasing unusual option volume: PSEC MAS BKLN LYG
Increasing unusual call option volume: GLPG MAS ATHX SKY
Increasing unusual put option volume: PSEC BKLN MAS LYG VVUS
Popular stocks with increasing unusual: AAL T AMRN CCL F
Active options: AAPL AMD MSFT F BA TSLA BAC CCL AMRN AAL GE X FB UBER DIS DAL NVDA AMZN BABA T
Global S&P Futures are recently up 1% in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil is recently at $22.17, natural gas up 1.3%, gold at $1603 an ounce