Pre-Market IV Report April 22, 2019

Pre-Market IV Report April 22, 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: CMG PG KHC COTY TWTR ANTM GRUB CNC WTW CI BBBY
Options expected to have increasing volume: BA USO HAL KMB PG TXN EBAY

Boeing (BA) April weekly call option implied volatility is at 39, May is at 29; compared to its 52-week range of 19 to 46 into New York Times story and the expected release of release of EPS before the bell on April 24.

United States Oil Fund (USO) April weekly call option implied volatility is at 18, May is at is at 24; compared to its 52-week range of 20 to 62. Call put ratio 1 call to 1 put after WTI Crude oil trades above $65.

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
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
Boeing (BA) April weekly 380 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on April 24
Caterpillar (CAT) April weekly 143 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on April 24
Chipotle (CMG) April weekly 700 straddle priced for move of 7.5% into the expected release of release of EPS after the bell on April 24
Facebook (FB) April weekly 177.50 straddle priced for move of 6% into the expected release of release of EPS after the bell on April 24
Microsoft (b) April weekly 123 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on April 24
Tesla (TSLA) April weekly 272.50 straddle priced for move of 9% into the expected release of release of EPS after the bell on April 24
Tupperware (TUP) May 25 straddle priced for move of 14% into the expected release of release of EPS after the bell on April 24
Xilinx (XLNX) April weekly 135 straddle priced for move of 7% into the expected release of release of EPS after the bell on April 24
Increasing unusual option volume: LBTYK AKBA ASMB TWI STNE ELF PAGS MDSO DISCA INOV CG SLM
Increasing unusual call option volume: LBTYK AKBA PAGS STNE CG CBRE MDSO APO GLPI BX SOGO
Increasing unusual put option volume: STNE SQM CHKP IBB DISCA PPC STLD OZK BKLN
Popular stocks with increasing unusual: NIO CGC SNAP PFE COTY DIS T
Options with decreasing option implied volatility: BBBY WBA QCOM APC BIIB
Active options: AAPL MSFT BAC QCOM NFLX TSLA FB AMD NIO GE AMZN CGC SNAP PFE SQ COTY NVDA DIS MU T