Pre-Market IV Report April 20, 2020

Pre-Market IV Report April 20, 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: M SDC XRT VIAC ACB GSX IQ NIO GME SLB BK STT TGTX AEO DB AMZN

Options expected to have increasing volume: GILD AAPL UBER LYFT IWM RUT SPY QQQ STT BK SLB

United States Oil Fund (USO) 30-day option implied volatility is at 94; compared to its 52-week range of 23 to 172 into WTI front month crude oil trading down 22%.

Straddle prices for stocks expected to report quarterly results this week

International Business Machines (IBM) April weekly 120 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Steel Dynamics (STLD) May 24 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Canadian Pacific Railway (CP) May 220 straddle priced for a move of 9% into the expected release of quarter results on April 21.

Chipotle Mexican Grill (CMG) April weekly 820 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 21.

Chubb (CB) May 115 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 21.

Coca-Cola (KO) April weekly 48 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 21.

Comerica (CMA) May 30 straddle priced for a move of 17% into the expected release of quarter results before the bell on April 21.

HCA Healthcare (HCA) April weekly 115 straddle priced for a move of 17% into the expected release of quarter results before the bell on April 21.

Interactive Brokers (IBKR) May 45 straddle priced for a move of 12% into the expected release of quarter results after the bell on April 21.

JetBlue (JBLU) May 9 straddle priced for a move of 22% into the expected release of quarter results before the bell on April 21.

Lockheed Martin (LMT) April weekly 400 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 21.

Netflix (NFLX) April weekly 420 straddle priced for a move of 12% into the expected release of quarter results after the bell on April 21.

Philip Morris (MO) April weekly 41 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 21.

SAP (SAP) May 120 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 21.

Six Flags Entertainment (SIX) May 15 straddle priced for a move of 30% into the expected release of quarter results on April 21.

SNAP (SNAP) April weekly 13 straddle priced for a move of 16% into the expected release of quarter results before the bell on April 21.

Texas Instruments (TXN) April weekly 113 straddle priced for a move of 7% into the expected release of quarter results after the bell on April 21.

Travelers (TRV) May 105 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 21.

Alcoa (AA) April weekly 7.5 straddle priced for a move of 14% into the expected release of quarter results after the bell on April 22.

Allegiant (ALGT) May 75 straddle priced for a move of 26% into the expected release of quarter results on April 22.

AT&T (T) April weekly 31 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on April 22.

Biogen (BIIB) April weekly 342 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 22.

Delta (DAL) April weekly 24 straddle priced for a move of 13% into the expected release of quarter results before the bell on April 22.

Kimberly-Clark (KMB) April weekly 142 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 22.

Lam Research (LRCX) April weekly 280 straddle priced for a move of 10% into the expected release of quarter results after the bell on April 22.

Las Vegas Sands (LVS) April weekly 47 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 22.

Seagate (STX) April weekly 51.50 straddle priced for a move of 13% into the expected release of quarter results on April 22.

Spirit Airlines (SAVE) May 12.50 straddle priced for a move of 21% into the expected release of quarter results on April 22.

Tesla (TSLA) April weekly 755 straddle priced for a move of 11% into the expected release of quarter results on April 22.

Visa (V) April weekly 170 straddle priced for a move of 6% into the expected release of quarter results on April 22.
Xilinx (XLNX) April weekly 89 straddle priced for a move of 13% into the expected release of quarter results on April 22.

Options with decreasing option implied volatility: LQD JNUG AMRN MLNX CZR SCO APA
Increasing unusual option volume: LLNW WES OIL EWA TUR WPX LGND NYT
Increasing unusual call option volume: LLNW CZR OIL ECL GDS
Increasing unusual put option volume: WPX EWA CROX CHK MXEF CIM
Popular stocks with increasing unusual: DAL DIS XOM ROKU
Active options: AAPL BA GILD TSLA BAC MSFT AMD AMZN NFLX JPM FB GE ROKU DAL DIS NVDA C XOM UBER BABA
Global S&P Futures are recently down 26.30 in premarket, Nikkei down 1%, DAX up mixed, WTI Crude oil is recently at $14.18, natural gas mixed, gold at $1696 an ounce