Pre-Market IV Report April 30, 2019

Pre-Market IV Report April 30, 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: GM KHC GE ZAYO CTL X OXY S INDA DKS CIEN ULTA OXY

Options expected to have increasing volume: GOOGL GOOG MGM CLR CVX COP AAPL AMGN AMD WDC GE GM MRK LLY PFE

This week: new economic data from around the world, corporate EPS reports, and a meeting of the Federal Reserve’s interest rate setting committee.

Advanced Micro Devices (AMD) May weekly call option implied volatility is at 133, May is at 76; compared to its 52-week range of 37 to 96 into the expected release of release of EPS today after the bell.

Amgen (AMGN) May weekly call option implied volatility is at 43, May is at 30; compared to its 52-week range of 15 to 39 into the expected release of release of EPS today after the bell.

Apple (AAPL) May weekly call option implied volatility is at 56, May is at 32; compared to its 52-week range of 16 to 46 into the expected release of release of EPS today after the bell.

General Electric (GE) May weekly call option implied volatility is at 95, May is at 57; compared to its 52-week range of 22 to 72 into better than expected results.

Devon Energy (DVN) May weekly call option implied volatility is at 74, May is at 46; compared to its 52-week range of 28 to 64 into the expected release of release of EPS today after the bell.

FireEye (FEYE) May weekly call option implied volatility is at 112, May is at 61; compared to its 52-week range of 29 to 69 into the expected release of release of EPS today after the bell.

C.H. Robinson Worldwide (CHRW) May call option implied volatility is at 35, June is at 28; compared to its 52-week range of 17 to 45 into the expected release of release of EPS today after the bell.

Mondelez (MDLZ) May weekly call option implied volatility is at 42, May is at 24; compared to its 52-week range of 15 to 29 into the expected release of release of EPS today after the bell.

Terex (TEX) May call option implied volatility is at 44, June is at 34; compared to its 52-week range of 28 to 63 into the expected release of release of EPS today after the bell.

Twilio (TWLO) May weekly call option implied volatility is at 124, May is at 71; compared to its 52-week range of 38 to 91 into the expected release of release of EPS today after.

Wynn Resorts (WYNN) May weekly call option implied volatility is at 52, May is at 44; compared to its 52-week range of 25 to 72 into the expected release of release of EPS today after the bell.

McDonald’s (MCD) May weekly call option implied volatility is at 37, May is at 21; compared to its 52-week range of 15 to 29 into the expected release of release of EPS today.

Straddle prices for stocks expected to report results this week

MGM Resorts (MGM) May weekly 28.50 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on April 29

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

Advanced Micro Devices (AMD) May weekly 27.50 straddle priced for move of 12% 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 4.5% into the expected release of release of EPS after the bell on April 30

BP PLC (BP) May weekly 44 straddle priced for move of 3% into the expected release of release of EPS

Carters (CRI) May 105 straddle priced for move of 8% 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

FireEye (FEYE) May 280 straddle priced for move of 10.5% into the expected release of release of EPS today after the bell

General Motors (GM) May weekly 40 straddle priced for move of 5% into the expected release of release of EPS today

Twilio (TWLO) May 135 straddle priced for move of 9% into the expected release of release of EPS today after the bell

Wynn Resorts (WYNN) May weekly 147 straddle priced for move of 5% into the expected release of release of EPS

Annaly (NLY) May weekly 10 straddle priced for move of 2% into the expected release of release of EPS after the bell on May 1

Square (SQ) May weekly 73 straddle priced for move of 8.5 % into the expected release of release of EPS after the bell on May 1

Activision (ATVI) May weekly 48.50 straddle priced for move of 8% into the expected release of release of EPS after the bell on May 2

Apache (APA) May weekly 33 straddle priced for move of 6% into the expected release of release of EPS after the bell on May 1

Avis Budget (CAR) May weekly 37 straddle priced for move of 11% into the expected release of release of EPS after the bell on May 1

Caesars Entertainment (CZR) May weekly 9.5 straddle priced for move of 7% into the expected release of release of EPS after the bell on May 1

CDW Corporation (CDW) May weekly 105 straddle priced for move of 6% into the expected release of release of EPS before the bell on May 1

CME Group (CME) May weekly 177.50 straddle priced for move of 3% into the expected release of release of EPS before the bell on May 1

Cree (CREE) May weekly 66 straddle priced for move of 9% into the expected release of release of EPS after the bell on May 1

CVS Health (CVS) May weekly 54 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on May 1

Humana (HUM) May weekly 260 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on May 1

Hyatt (H) May straddle priced for move of 6% into the expected release of release of EPS after the bell on May 1

Madison Square Garden (MSG) May 310 straddle priced for move of 4% into the expected release of release of EPS before the bell on May 1

Marathon Oil (MRO) May weekly 17.50 straddle priced for move of 4% into the expected release of release of EPS after the bell on May 1

Eventbrite (EB) May 24 straddle priced for move of 14% into the expected release of release of EPS after the bell on May 1

Exelon (EXC) May 50 straddle priced for move of 3.5% into the expected release of release of EPS before the bell on May 1

Extreme Networks (EXTR) May 8 straddle priced for move of 14% into the expected release of release of EPS before the bell on May 1

Fitbit (FIT) May weekly 5.5 straddle priced for move of 12% into the expected release of release of EPS after the bell on May 1

Gannett (GCI) May 10 straddle priced for move of 10% into the expected release of release of EPS after the bell on May 1

GlaxoSmithKline (GSK) May weekly 40.50 straddle priced for move of 2.5% into the expected release of release of EPS after the bell on May 1

MetLife (MET) May weekly 45.50 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on May 1

Molson Coors (TAP) May weekly 64 straddle priced for move of 5.5% into the expected release of release of EPS before the bell on May 1

Noble (NE) May weekly 2.5 straddle priced for move of 11% into the expected release of release of EPS after the bell on May 1

Qualcomm (QCOM) May weekly 87 straddle priced for move of 6% into the expected release of release of EPS after the bell on May 1

Royal Caribbean Cruises (RCL) May weekly 122 straddle priced for move of 5% into the expected release of release of EPS before the bell on May 1

Sprint (S) May weekly 5.5 straddle priced for move of 9% into the expected release of release of EPS before the bell on May 1

Suncor (SU) May weekly 33 straddle priced for move of 3% into the expected release of release of EPS after the bell on May 1

The Carlyle Group (CG) May 20 straddle priced for move of 7% into the expected release of release of EPS before the bell on May 1

Clorox (CLX) May weekly 157.50 straddle priced for move of 4% into the expected release of release of EPS before the bell on May 1

Kraft Heinz (KHC) May weekly 33 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on May 1

Increasing unusual option volume: HST BRKS TRUE EAT AAP BMO R CRI EEFT BOOM
Increasing unusual call option volume: TRUE HST HIG AAP NPTN R UPWK CYTK AGI ENT PS IMAX ASH AGO
Increasing unusual put option volume: KAR AAP STNG MNK NYCB CHRW ARCC QRTEA PPC DBD
Popular stocks with increasing unusual: COTY C GE
Options with decreasing option implied volatility: GRUB SNAP ALGN MAT CMG TWTR SIX CLF IRBT QCOM MMM APC BIIB
Active options: DIS GE BAC AAPL TSLA FB COTY INTC TWTR AMD AMZN F C NVDA MU BA GOOGL NFLX BABA