Pre-Market IV Report April 25, 2019

Pre-Market IV Report April 25, 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: BBY FL IMMR ADSK JWN KSS AMZN LB URBN TGT HRL COTY KHC CMG SBUX FB MSFT CMCSA ILMN JNPR PYPL SFLY

Options expected to have increasing volume: FB MSFT AMZN TSLA SBUX XLNX SFLY CBS VIAB DB SAM SAVE LUV CMCSA AAL MAT

CBS Corp. (CBS) and Viacom (VIAB) April weekly option implied volatility low into CBS board has restarted talks about a bid for Viacom, NBC reports.

CBS Corp. (CBS) April weekly call option implied volatility is at 14, May is at 25; compared to its 52-week range of 21 to 41.

Shutterfly (SFLY) May call option implied volatility is at 58, June is at 44; compared to its 52-week range of 24 to 80 after Bloomberg reports of renewed M&A and into the expected release of EPS today after the bell.

Viacom (VIAB) April weekly call option implied volatility is at 22, May is at 34; compared to its 52-week range of 22 to 46.

Straddle prices for stocks expected to report results this week

Amazon (AMZN) April weekly 1900 straddle priced for move of 4% into the expected release of release of EPS today after the bell
Boyd Gaming (BYD) April weekly 31 straddle priced for move of 8% into the expected release of release of EPS today after the bell
Columbia Sportswear (COLM) May 105 straddle priced for move of 8% into the expected release of release of EPS today after the bell
Cypress Semiconductor (CY) May 16 straddle priced for move of 8% into the expected release of release of EPS today after the bell
Discover Financial (DFS) April weekly 77 straddle priced for move of 4.5% into the expected release of release of EPS today after the bell
eHealth (EHTH) May 60 straddle priced for move of 15% into the expected release of release of EPS today after the bell
Illumina (ILMN) April weekly 315 straddle priced for move of 5% into the expected release of release of EPS today after the bell
Intel (INTC) April weekly 59 straddle priced for move of 4.5% into the expected release of release of EPS today after the bell
Juniper (JNPR) April weekly 29 straddle priced for move of 8% into the expected release of release of EPS today after the bell
Mattel (MAT) April weekly 12.50 straddle priced for move of 14% into the expected release of release of EPS today after the bell
Starbucks (SBUX) April weekly 76.50 straddle priced for move of 4% into the expected release of release of EPS today after the bell
American Airlines (AAL) April weekly 34 straddle priced for move of 5.2% into the expected release of release of EPS before the bell on April 26
Aon (AON) April weekly 180 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on April 26.
Archer Daniel Midland (ADM) April weekly 76.50 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 26.
AutoNation (AN) May 38 straddle priced for move of 7.5% into the expected release of release of release of EPS before the bell on April 26.
Exxon Mobil (XOM) April weekly 76.50 straddle priced for move of 2.5% into the expected release of release of EPS before the bell on April 26.

Increasing unusual option volume: UUP ING TIVO IMAX OXY ROL SLAB CYTK SAP SAFM PTC IRBT SFLY
Increasing unusual call option volume: ING TIVO OXY INDA PTC CSIQ SAP AERI PBF ARAY HLT CMA
Increasing unusual put option volume: UUP OXY TGI CCI YPF LTHM IRBT JCP DPZ AKS
b: SFLY EBAY OXY APC
Options with decreasing option implied volatility: SNAP IRBT WHR NFLX HAS AMRS RAD SKX DIS WBA QCOM APC BIIB
Popular stocks with increasing unusual volume: SFLY EBAY OXY APC
Active options: FB SNAP AAPL QCOM T MSFT AMD TSLA DIS BA TWTR NFLX OXY BAC APC NVDA BABA EBAY AMZN CVE