Pre-Market IV Report April 30, 2020

Pre-Market IV Report April 30, 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: OAS CHK HTZ NAT UNG JCP INO JCP ACB ZNGA IQ INO TNK EURN STNG INSW ZNGA RIG

Options expected to have increasing volume: TSLA MSFT NCLH CHK CREE EBAY QCOM AMZN X XOM CVX TWTR CHK FB QCOM TSLA CREE CMCSK MCD AAL DNKN GT AAPL SIX MO CI BAX COP NOK KHC

Apple (AAPL) May weekly option implied volatility is at 69, May is at 37; compared to its 52-week range of 18 to 90 into the expected release of quarter results today after the bell.

Amazon (AMZN) May weekly call option implied volatility is at 98, May is at 50; compared to its 52-week range of 16 to 69 into the expected release of quarter results today after the bell.

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

Apple (AAPL) May weekly 287.5 straddle priced for a move of 4% into the expected release of quarter results today after the bell.

Amazon (AMZN) May weekly 2375 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Amgen (AMGN) May weekly 235 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Columbia Sportswear (COLM) May 75 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Comcast (CMCSA) May weekly 39 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Concho Resources (CXO) May weekly 59 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Conoco Philips (COP) May weekly 43 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

Dunkin Brands (DNKN) May 65 straddle priced for a move of 9% into the expected release of quarter results today before the bell.

Expedia (EXPE) May weekly 72 straddle priced for a move of 8% into the expected release of quarter results today.

Gilead Science (GILD) May 83 straddle priced for a move of 7% into the expected release of quarter results today.

Intercontinental Exchange (ICE) May 90 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

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

Live Nation (LYV) May weekly 47.50 straddle priced for a move of 15% into the expected release of quarter results today.

McDonalds (MCD) May weekly 187.5 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

MGM Resorts (MGM) May weekly 17.50 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Monster Beverage (MNST) May weekly 62 straddle priced for a move of 4% into the expected release of quarter results today.

Seritage Growth Properties (SRG) May 12 straddle priced for a move of 18% into the expected release of quarter results today.

Six Flags Entertainment (SIX) May 20 straddle priced for a move of 21% into the expected release of quarter results today.

Teva (TEVA) May weekly 11 straddle priced for a move of 4% into the expected release of quarter results today.

Kraft Heinz (KHC) May weekly 30 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Stanley Black & Decker (SWK) May weekly 122 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Twitter (TWTR) May weekly 31 straddle priced for a move of 11% into the expected release of quarter results today before the bell.

United States Steel (X) May weekly 8 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Visa (V) May weekly straddle 180 priced for a move of 4% into the expected release of quarter results today after the bell.

Western Digital (WDC) May weekly 48 straddle priced for a move of 8% into the expected release of quarter results today.

Whirlpool (WHR) May weekly 122 straddle priced for a move of 8% into the expected release of quarter results today.

AbbVie (ABBV) May weekly 83.50 straddle priced for a move of 5% 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 43 straddle priced for a move of 10% into the expected release of quarter results before the bell on May 1.

Cboe Global Market (CBOE) May weekly 99.50 straddle priced for a move of 5% 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 6.5% into the expected release of quarter results before the bell on May 1.

Chevron (CVX) May weekly 95 straddle priced for a move of 6% into the expected release of quarter results before the bell on May 1.

Clorox (CLX) May weekly 185 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 70 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 1.

DISH Network (DISH) May weekly 25.50 straddle priced for a move of 10% into the expected release of quarter results before the bell on May 1.

Estee Lauder (EL) May 175 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 1.

Exxon Mobil (XOM) May weekly 47 straddle priced for a move of 6% into the expected release of quarter results before the bell on May 1.

Honeywell (HON) May weekly 146 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 8% into the expected release of quarter results before the bell on May 1.

Tanker stocks option implied volatility elevated on wide price movement

Teekay Tankers Ltd (TNK) 30-day option implied volatility is at 173; compared to its 52-week range of 64 to 182. Call put ratio 3.4 calls to 1 put as shares sell off 16%.

International Seaways (INSW) 30-day option implied volatility is at 95; compared to its 52-week range of 30 to 139. Call put ratio 8.2 calls to 1 put as shares sell off 9%.

Euronav (EURN) 30-day option implied volatility is at 121; compared to its 52-week range of 26 to 145. Call put ratio 1.6 calls to 1 put as shares sell off 9%.

Scorpio Tankers (STNG) 30-day option implied volatility is at 141; compared to its 52-week range of 49 to 208. Call put ratio 3.7 calls to 1 put, shares down 15%.

Nordic American Tanker (NAT) 30-day option implied volatility is at 172; compared to its 52-week range of 44 to 165. Call put ratio 1.9 calls to 1 put shares down 14%.

Options with decreasing option implied volatility: JNJ CVX AMRN IMMU
Increasing unusual option volume: NAT AER SM IVR HBI PSTI FLEX AKAM
Increasing unusual call option volume: NAT IVR MFA SM FLEX LUV AKAM EAT CZR
Increasing unusual put option volume: NAT AER HBI IVR VNQ XLC AKAM
Popular stocks with increasing unusual volume: DAL LUV SNAP F GILD CCL
Active options: AMD BA FB MSFT AAPL BAC F GILD GE AAL DAL CCL TSLA NIO NFLX LUV DIS SNAP MU TWTR
Global S&P Futures are recently mixed in premarket, Nikkei up 2%, DAX up mixed, WTI Crude oil is recently at $17.28, natural gas mixed to higher, gold at $1728 an ounce