Pre-Market IV Report April 29, 2019

Pre-Market IV Report April 29, 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: CTL OXY ZAYO WDC MDR COTY KHC S INDA IMMR ARNC GGAL FL NTAP BBY URBN JWN KSS TGT

Options expected to have increasing volume: GOOGL GOOG MGM SPOT WDC AMD AAPL AMGN MCD MA MRK

Alphabet (GOOGL) May weekly call option implied volatility is at 33, May is at 36; compared to its 52-week range of 18 to 42 into the expected release of release of EPS today after the bell. Call put ratio 1.5 calls to 1 put.

Disney (DIS) May weekly call option implied volatility is at 27, May is at 28; compared to its 52-week range of 15 to 35 into Avengers Endgame, Toy Story 4, Frozen 2 and Star Wars: Episode IX.

Index weekly option implied volatility low into FOMC meeting

S&P Dep Receipts (SPY) May weekly and May call option implied volatility is at 10; compared to its 52-week range of 9 to 32 into FOMC meeting.

PowerShares QQQ Trust (QQQ) May weekly call option implied volatility is at 15, May is at 14; compared to its 52-week range of 13 to 36

Ishares Russell 2000 Etf (IWM) May weekly and May call option implied volatility is at 14; compared to its 52-week range of 12 to 34

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) May weekly call option implied volatility is at 16, May is at 15; compared to its 52-week range of 16 to 26

iShares 20+ Year Treasury Bond ETF (TLT) May weekly and May call option implied volatility is at 9; compared to its 52-week range of 8 to 13

YETI Holdings, Inc. (YETI) May weekly call option implied volatility is at 125, May is at 90; compared to its 52-week range of 48 to 97. Call put ratio 2.8 calls to 1 put.

Lyft (LYFT) May weekly call option implied volatility is at 49, May is at 79; compared to its three-week range of 49 to 79 into Uber Road Show in London.

Amazon (AMZN) May weekly call option implied volatility is at 21, May is at 20; compared to its 52-week range of 18 to 54.

Straddle prices for stocks expected to report results next week

AKS Steele (AKS) May weekly 2.5 straddle priced for move of 13% into the expected release of release of EPS today after the bell

Alphabet (GOOGL) May weekly 1277 straddle priced for move of 4.5% into the expected release of release of EPS today after the bell

Chegg (CHGG) May 40 straddle priced for move of 12% into the expected release of release of EPS today after the bell

Continental Resources (CLR) May weekly 48 straddle priced for move of 6% into the expected release of release of EPS today

MGM Resorts (MGM) May weekly 28 straddle priced for move of 5.5% into the expected release of release of EPS today after the bell

Spotify (SPOT) May weekly 138 straddle priced for move of 7% into the expected release of release of EPS before the bell on April 29

Texas Roadhouse (TXRH) May 60 straddle priced for move of 9% into the expected release of release of EPS today after the bell

Western Digital (WDC) May weekly 52 straddle priced for move of 9.5% into the expected release of release of EPS today after the bell

Yum China (YUMC) May weekly 45 straddle priced for move of 7% into the expected release of release of EPS today after the bell

Advanced Micro Devices (AMD) May weekly 28 straddle priced for move of 9% into the expected release of release of EPS after the bell on April 30

Amgen (AMGN) May weekly 180 straddle priced for move of 4% into the expected release of release of EPS after the bell on April 30

Apple (AAPL) May weekly 205 straddle priced for move of 5% into the expected release of release of EPS after the bell on April 30

BP PLC (BP) May weekly 43.50 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on April 30

Carters (CRI) May 105 straddle priced for move of 7.5% into the expected release of release of EPS before the bell on April 30

Concho Resources (CXO) May 120 straddle priced for move of 8% into the expected release of release of EPS after the bell on April 30

ConocoPhillips (COP) May weekly 63 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 30

Corning (GLW) May weekly 33.50 straddle priced for move of 5.5% into the expected release of release of EPS before the bell on April 30

Devon Energy (DVN) May weekly 32.50 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on April 30

Ecolab (ECL) May weekly 185 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on April 30

Edison International (EIX) May 62.50 straddle priced for move of 2.5% into the expected release of release of EPS after the bell on April 30

Eli Lilly (LLY) May weekly 120 straddle priced for move of 4% into the expected release of release of EPS before the bell on April 30

Fair Issac (FICO) May 280 straddle priced for move of 7% into the expected release of release of EPS after the bell on April 30

FireEye (FEYE) May 16 straddle priced for move of 13% into the expected release of release of EPS after the bell on April 30

General Motors (GM) May weekly 39.50 straddle priced for move of 5% into the expected release of release of EPS before the bell on April 30

C.H. Robinson Worldwide (CHRW) May 87.50 straddle priced for move of 8% into the expected release of release of EPS after the bell on April 30

Chubb Limited (CB) May 140 straddle priced for move of 2.5% into the expected release of release of EPS after the bell on April 30

McDonald’s (MCD) May weekly 197.50 straddle priced for move of 3% into the expected release of release of EPS before the bell on April 30

Mondelez (MDLZ) May weekly 50 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on April 30

Terex (TEX) May 33 straddle priced for move of 9% into the expected release of release of EPS after the bell on April 30

Twilio (TWLO) May 150 straddle priced for move of 9% into the expected release of release of EPS after the bell on April 30

Wynn Resorts (WYNN) May weekly 147 straddle priced for move of 6% into the expected release of release of EPS after the bell on April 30

Increasing unusual option volume: KEX KN CRR NVT R DLR CVE SFLY STAY OXY
Increasing unusual call option volume: IBN CVE CERN CRC STAY TXT SFLY SWIR HFC MXIM OXY ZAYO
Increasing unusual put option volume: WBT DLR TIVO BITA AMJ SFLY APC MLM HFC NBIX GRUB
Popular stocks with increasing unusual: APC DRI CERN OXY MMM TSLA CVE SBUX
Options with decreasing option implied volatility: IRBT QCOM MMM APC BIIB
Active options: TSLA AMZN DIS F AAPL INTC FB NVDA AMD GE CVE BAC MU MSFT NFLX APC QCOM TWTR BA