Pre-Market IV Report April 27, 2020

Pre-Market IV Report April 27, 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: WLL HTZ OAS INO ACB RIG DKNG NIO SCO UNG TGT AGN TIF

Options expected to have increasing volume: AMD GOOG CAT MRK PFE SBUX PEP UPS DB GOOGL

iShares 20+ Year Treasury Bond ETF (TLT) 30-day call option implied volatility is at 22; compared to its 52-week range 7 to 48 into FOMC and ECB meetings this week. Call put ratio 3.4 calls to 1 put with focus on May 180 and 190 calls.

Boeing (BA) 30-day option implied volatility is at 96; compared to its 52-week range of 23 to 222 into Boeing terminates its agreement to establish a Joint Ventures with Embraer (ERJ). Airbus shares are under pressure in Europe amid financial warnings.

Loews (L) 30-day option implied volatility is at 55; compared to its 52-week range of 15 to 112 into Diamond Offshore (DO) files for bankruptcy.

Straddle prices for stocks expected to report quarterly results next week

Canadian National Railway (CNI) May 80 straddle priced for a move of 9% into the expected release of quarter results today.

Continental Resources (CLR) May weekly 12.50 straddle priced for a move of 16% into the expected release of quarter results today.

National Oilwell (NOV) May weekly 12 straddle priced for a move of 19% into the expected release of quarter results today after the bell.

Southern Copper Corp (SCCO) May 31 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

3M (MMM) May weekly 147 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 28.

Advanced Micro Devices (AMD) May weekly 56 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 28.

Akamai Technologies (AKAM) May weekly 103 straddle priced for a move of 7% into the expected release of quarter results after the bell on April 28.

Alphabet (GOOGL) May weekly 1275 straddle priced for a move of 7% into the expected release of quarter results after the bell on April 28.

Caterpillar (CAT) May weekly 114 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 28.

Corning (GLW) May weekly 21 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 28.

FireEye (FEYE) May weekly 11 straddle priced for a move of 11% into the expected release of quarter results after the bell on April 28.

Ford Motor (F) May weekly 5 straddle priced for a move of 9% into the expected release of quarter results on April 28.

iRobot (IRBT) May weekly 55 straddle priced for a move of 19% into the expected release of quarter results after the bell on April 28.

Merck (MRK) May weekly 81 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 28.

Mondelez (MDLZ) May weekly 51.50 straddle priced for a move of 6% into the expected release of quarter results on April 28.

Novartis (NVS) May 90 straddle priced for a move of 7% into the expected release of quarter results on April 28.

Nucor (NUE) May weekly 37.50 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 28.

Pepsi (PEP) May weekly 135 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 28.

Pfizer (PFE) May weekly 37.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 28.

Polaris (PII) May weekly 65 straddle priced for a move of 14% into the expected release of quarter results before the bell on April 28.

Simon Property (SPG) May 50 straddle priced for a move of 17% into the expected release of quarter results before the bell on April 28.

Southwest Airlines (LUV) May weekly 29 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 28.

Starbucks (SBUX) May weekly 76 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 28.

United Parcel (UPS) May weekly 100 straddle priced for a move of 10% into the expected release of quarter results before the bell on April 28.

Vale (VALE) May weekly 7.5 straddle priced for a move of 12% into the expected release of quarter results on April 28.

WW International (WW) May weekly 20.5 straddle priced for a move of 20% into the expected release of quarter results after the bell on April 28.

Yum China Holdings (YUMC) May 45 straddle priced for a move of 11% into the expected release of quarter results on April 28.

Yandex (YNDX) May weekly 36 straddle priced for a move of 13% into the expected release of quarter results before the bell on April 28.

Blue Apron (APRN) May 11 straddle priced for a move of 36% into the expected release of quarter results on April 29.

Boeing (BA) May weekly 128 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 29.

Boston Scientific (BSX) May weekly 37 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 29.

Options with decreasing option implied volatility: CZR IMMU JNUG LQD AMRN
Increasing unusual option volume: BKLN EHTH OAS DBA MFA NVRO AGI OIL WLL ATH HTHT
Increasing unusual call option volume: OAS OIL DBA EHTH CERS WLL AGI LLNW IVR PZZA RIOT
Increasing unusual put option volume: EHTH TRGP BKLN DISCA WLL HTHT BILL DKNG GLUU
Popular stocks with increasing unusual volume: TLRY DAL ZM BYND AAL
Active options: AAPL ZM TSLA FB BA AMD MSFT INTC BYND BAC AAL AMZN GE GILD TLRY INO DAL NVDA
Global S&P Futures are recently up 1% in premarket, Nikkei down 2.7%, DAX up 2.4%, WTI Crude oil is recently at $14.24, natural gas down 6.2%, gold at $1736 an ounce