Pre-Market IV Report April 29, 2020

Pre-Market IV Report April 29, 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: AMD HAS MA SBUX GILD BA GE GOOGL GOOG M NAT UNG JCP INO JCP ACB ZNGA IQ

Options expected to have increasing volume: FB GOOGL GOOG SBUX AKAM AMD BA MSFT QCOM TSLA AAPL

IV into Fed policy decision and comments on asset purchases

PowerShares QQQ Trust (QQQ) 30-day call option implied volatility is at 33; compared to its 52-week range 12 to 79 into the world’s three biggest central banks — the Federal Reserve, the European Central Bank and the Bank of Japan — meet to discuss monetary policy. Call put ratio 1 call to 2.3 puts.

Russell 2000 ETF (RUT) 30-day call option implied volatility is at 39; compared to its 52-week range 12 to 128. Call put ratio 1 call to 2.6 puts. RUT has had five straight days of gains.

Straddle prices for stocks into quarter results, outlook, cash flow and capital outlook

Apple (AAPL) May weekly 277.5 straddle priced for a move of 5% into the expected release of quarter results after the bell on April 30.

Amazon (AMZN) May weekly 2315 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on April 30.

Amgen (AMGN) May weekly 237 straddle priced for a move of 4% into the expected release of quarter results after the bell on April 30.

Cheniere Energy (LNG) May weekly 43 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 30.

Cigna (CI) May weekly 190 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 30.

Columbia Sportswear (COLM) May 75 straddle priced for a move of 15% into the expected release of quarter results after the bell on April 30.

Comcast (CMCSA) May weekly 38 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 30.

Concho Resources (CXO) May weekly straddle priced for a move of % into the expected release of quarter results after the bell on April 30.

Conoco Philips (COP) May weekly 54 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 30.

Dunkin Brands (DNKN) May 60 straddle priced for a move of 10% into the expected release of quarter results before the bell on April 30.

Expedia (EXPE) May weekly 72 straddle priced for a move of 18% into the expected release of quarter results today April 30.

Generac (GNRC) May weekly straddle priced for a move of % into the expected release of quarter results before the bell on April 30.

Gilead Science (GILD) May 100 straddle priced for a move of 10% into the expected release of quarter results after the bell on April 30.

Intercontinental Exchange (ICE) May 90 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 30.

Kellogg (K) May 65 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 30.

Live Nation (LYV) May weekly 42.50 straddle priced for a move of 15% into the expected release of quarter results on April 30.

McDonalds (MCD) May weekly 185 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 30.

MGM Resorts (MGM) May weekly 16 straddle priced for a move of 11% into the expected release of quarter results after the bell on April 30.

Monster Beverage (MNST) May weekly 60 straddle priced for a move of 4% into the expected release of quarter results on on April 30.

Royal Dutch Shell (RDS/B) May weekly 35 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 30.

Seritage Growth Properties (SRG) May 11 straddle priced for a move of 18% into the expected release of quarter results on April 30.

Six Flags Entertainment (SIX) May 20 straddle priced for a move of 20% into the expected release of quarter results on April 30.

Teva (TEVA) May weekly 11 straddle priced for a move of 6% into the expected release of quarter results on April 30.

Kraft Heinz (KHC) May weekly straddle priced for a move of % into the expected release of quarter results before the bell on April 30.

Stanley Black & Decker (SWK) May weekly 31 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 30.

Twitter (TWTR) May weekly 29 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 30.

Total (TOT) May 35 straddle priced for a move of 7% into the expected release of quarter results on April 30.
United States Steel (X) May weekly 7.5 straddle priced for a move of 11% into the expected release of quarter results after the bell on April 30.

Visa (V) May weekly straddle 170 priced for a move of 4% into the expected release of quarter results after the bell on April 30.

Western Digital (WDC) May weekly 45 straddle priced for a move of 8% into the expected release of quarter results on April 30.

Whirlpool (WHR) May weekly 114 straddle priced for a move of 8% into the expected release of quarter results on April 30.

AbbVie (ABBV) May weekly 82.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 1.

Aon (AON) May 170 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 1.

Apollo Global Management (APO) May weekly 40.50 straddle priced for a move of 13 % into the expected release of quarter results before the bell on May 1.

Cboe Global Market (CBOE) May weekly 99 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 1.

Charter Communications (CHTR) May weekly 495 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 1.

Chevron (CVX) May weekly 90 straddle priced for a move of 6% into the expected release of quarter results before the bell on May 1.

Clorox (CLX) May weekly 187 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on May 1.

Colgate-Palmolive (CL) May weekly 71 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 1.

DISH Network (DISH) May weekly 24.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 1.

Estee Lauder (EL) May 170 straddle priced for a move of 9% into the expected release of quarter results before the bell on May 1.

Exxon Mobil (XOM) May weekly 45 straddle priced for a move of 9% into the expected release of quarter results before the bell on May 1.

Honeywell (HON) May weekly 143 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 1.

Phillips 66 (PSX) May weekly 67 straddle priced for a move of 10 % into the expected release of quarter results before the bell on May 1.

Options with decreasing option implied volatility: PEP JNUG XLU AMRN LQD
Increasing unusual option volume: NAT NLSN CSTM TNP XLC CERS ACWI HOG FFIV AKAM TNP
Increasing unusual call option volume: NAT CSTM TNP MFA CERS SAN TECK HOG GNC AKAM
Increasing unusual put option volume: NAT XLC ACWI IOVA AKAM HOG BYD EGO
Popular stocks with increasing unusual volume: ZM PFE F DAL CCL AAL NAT
Active options: AMD BAC AAPL DAL GE BA MSFT TSLA NAT AAL NFLX CCL DIS FB F BABA PFE M ZM NVDA
Global S&P Futures are recently up 1% in premarket, Nikkei mixed, DAX up mixed to higher, WTI Crude oil is recently at $14.81, natural gas mixed to higher, gold at $1719 an ounce