Pre-Market IV Report April 22, 2020

Pre-Market IV Report April 22, 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 USO OPK BCRX T AXP INTC LUV AAL OZK NIO PDD UNG VIAC SHOP SCO AEO NVAX LVS

Options expected to have increasing volume: TXN FB T BIIB DAL UAL NFLX CMG SNAP EXPE

Brent Crude trends lower

Royal Dutch Petroleum (RDS.B) 30-day option implied volatility is at 75; compared to its 52-week range of 12 to 111 amid Brent Crude trends lower. Call put ratio 4.3 calls to 1 put with focus on June calls.

Total (TOT) 30-day option implied volatility is at 69; compared to its 52-week range of 14 to 124.

BP plc (BP) 30-day option implied volatility is at 82; compared to its 52-week range of 15 to 154. Call put ratio 1 call to 5 puts.

Expedia (EXPE) 30-day option implied volatility is at 117; compared to its 52-week range of 20 to 252 into WSJ report of potential PE deal.

Straddle prices for stocks expected to report quarterly results this week

Boston Beer (SAM) April weekly 410 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Lam Research (LRCX) April weekly 245 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Las Vegas Sands (LVS) April weekly 40.50 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Seagate (STX) April weekly 50 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Spirit Airlines (SAVE) May 12.50 straddle priced for a move of 33% into the expected release of quarter results today after the bell.

Bank OZK (OZK) May 17.50 straddle priced for a move of 16% into the expected release of quarter results on April 23.

Blackstone (BX) April weekly 46 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 23.

Domino’s Pizza (DPZ) April weekly 365 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 23.

Freeport-McMoRan (FCX) April weekly 7.5 straddle priced for a move of 12% into the expected release of quarter results on April 23.

Hershey (HSY) April weekly 142 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 23.

T-Mobile (TMUS) April weekly 87 straddle priced for a move of 7% into the expected release of quarter results on April 23.

Capital One (COF) April weekly 51 straddle priced for a move of 10% into the expected release of quarter results on April 23.

Southwest Airlines (LUV) April weekly 30 straddle priced for a move of 7% into the expected release of quarter results on April 23.

Intel (INTC) April weekly 56.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on April 23.

Verizon (VZ) April weekly 56 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 24.

American Express (AXP) April weekly 81.50 straddle priced for a move of 7.5% into the expected release of quarter results on April 24.

World Wrestling Entertainment (WWE) May 40 straddle priced for a move of 17% into the expected release of quarter results on April 24.

American Airlines (AAL) April weekly 11 straddle priced for a move of 14% into the expected release of quarter results before the bell on April 24.

Options with decreasing option implied volatility: PG NUGT LQD JNUG AMRN
Options with increasing option implied volatility: ACB USO OPK BCRX NIO PDD UNG VIAC SHOP SCO AEO NVAX
Options expected to have increasing volume: TXN FB T BIIB DAL UAL NFLX CMG SNAP
Increasing unusual option volume: OIL TK MFA FLIR AGEN HTHT
Increasing unusual call option volume: OIL TK AM FLIR IVR
Increasing unusual put option volume: OIL RY VNQ FRO HTHT USO CG
Popular stocks with increasing unusual volume: DAL BYND BP ROKU XOM SNAP DIS
Active options: AAPL AMD MSFT TSLA BAC NFLX BA FB AMZN SNAP NVDA BABA XOM DIS MU DAL T BYND BP ROKU
Global S&P Futures are recently up 32.75 in premarket, Nikkei down 0.7%, DAX up 1.2%, WTI Crude oil is recently $11.24, natural gas mixed, gold at $1721 an ounce