Pre-Market IV Report April 24, 2019​

Pre-Market IV Report April 24, 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 over looked information.​
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Options with increasing option implied volatility: ZEN NVDA MAT AMZN NOK WDC FL SCO ADSK BBY KSS​
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Options expected to have increasing volume: SNAP NVS CS MSFT EBAY ABBV TXN FB CMG MSFT TSLA SAP​
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Straddle prices into EPS​
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Barrick Gold (GOLD) April weekly 13 straddle priced for move of 3% into the expected release of release of EPS today after the bell​
Chipotle (CMG) April weekly 702.50 straddle priced for move of 7.5% into the expected release of release of EPS today after the bell​
Facebook (FB) April weekly 185 straddle priced for move of 6.5% into the expected release of release of EPS today after the bell ​
Microsoft (MSFT) April weekly 125 straddle priced for move of 3.5% into the expected release of release of EPS today after the bell ​
Tesla (TSLA) April weekly 262.50 straddle priced for move of 8.5% into the expected release of release of EPS today after the bell​
Xilinx (XLNX) April weekly 137 straddle priced for move of 7% into the expected release of release of EPS today after the bell​
Amazon (AMZN) April weekly 1925 straddle priced for move of 4% into the expected release of release of EPS after the bell on April 25​
Baxter (BAX) April weekly 76 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 25​
Boyd Gaming (BYD) May 30 straddle priced for move of 9% into the expected release of release of EPS after the bell on April 25​
Bristol Myers (BMY) April weekly 45 straddle priced for move of 5.5% into the expected release of release of EPS before the bell on April 25​
Cleveland-Cliffs (CLF) April weekly 9.5 straddle priced for move of 8% into the expected release of release of EPS before the bell on April 25​
Columbia Sportswear (COLM) May 100 straddle priced for move of 8% into the expected release of release of EPS before the bell on April 25​
Comcast (CMCSA) April weekly 42 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 25​
Cypress Semiconductor (CY) May 16 straddle priced for move of 8% into the expected release of release of EPS after the bell on April 25​
Discover Financial (DFS) April weekly 77 straddle priced for move of 4% into the expected release of release of EPS after the bell on April 25​
eHealth (EHTH) May 60 straddle priced for move of 14% into the expected release of release of EPS after the bell on April 25​
GNC Holdings (GNC) May 2.5 straddle priced for move of 18% into the expected release of release of EPS before the bell on April 25​
GrubHub (GRUB) April weekly 68 straddle priced for move of 14% into the expected release of release of EPS before the bell on April 25​
Hershey (HSY) April weekly 117 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 25​
Illinois Tool Works (ITW) April weekly 157.50 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 25​
Illumina (ILMN) April weekly 322 straddle priced for move of 5.5% into the expected release of release of EPS before the bell on April 25​
Intel (INTC) April weekly 59 straddle priced for move of 4% into the expected release of release of EPS after the bell on April 25​
Juniper (JNPR) April weekly 28.50 straddle priced for move of 6% into the expected release of release of EPS after the bell on April 25​
Mattel (MAT) April weekly 12 straddle priced for move of 13% into the expected release of release of EPS after the bell on April 25​
Newmont Mining (NEM) April weekly 32.50 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 25​
Raytheon (RTN) April weekly 187.50 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 25​
Southwest Airlines (LUV) April weekly 53 straddle priced for move of 6% into the expected release of release of EPS before the bell on April 25​
Sonic Automotive (SAH) may 15 straddle priced for move of 11% into the expected release of release of EPS before the bell on April 25​
Starbucks (SBUX) April weekly 76 straddle priced for move of 5% into the expected release of release of EPS after the bell on April 25​
Tractor Supply (TSCO) April weekly 103 straddle priced for move of 7% into the expected release of release of EPS before the bell on April 25​
UPS (UPS) April weekly 114 straddle priced for move of 5% into the expected release of release of EPS before the bell on April 25​
Waste Management (WM) April weekly 105 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 25​
World Wrestling (WWE) May 100 straddle priced for move of 8.5% into the expected release of release of EPS before the bell on April 25​
Yandex (YNDX) May 38 straddle priced for move of 8.5% into the expected release of release of EPS before the bell on April 25​
Increasing unusual option volume: CVE IMMR COMM GD WVE EXPR NVT LEG PTEN CYTK​
Increasing unusual call option volume: GD XSP TRP IMMR CVE UPLD INDA​
Increasing unusual put option volume: IMMR BKS COMM EXPR EGO LL IAG TER CVE SNE SWN​
Popular stocks with increasing unusual volume: KO VZ SNAP KSS WHR ​
Options with decreasing option implied volatility: GS C CZR APC DIS AMRN APC RAD SKX SNBR BPT TGTX TEAM TWTR​​
Active options: TWTR QCOM AAPL SNAP FB MSFT CVE NFLX TSLA BAC AMD AMZN T DIS PFE VZ KO NVDA BA BABA​
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