Pre-Market IV Report April 4, 2019

Pre-Market IV Report April 4, 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: CMG NLSN S COTY EBAY TWTR CVS SNAP WTW W OLED LL UA UAA SHAK

Options expected to have increasing volume: TSLA WYNN LYFT

Watch for Lyft (LYFT) options expected to begin trading today. How will option implied volatility be priced?

Weekly implied volatility increases into March employment report

S&P Dep Receipts (SPY) April weekly call option implied volatility is at 13, April is at 11; compared to its 52-week range of 9 to 32 into March employment report.

PowerShares QQQ Trust (QQQ) April weekly call option implied volatility is at 15, April is at 14; compared to its 52-week range of 13 to 36 into March employment report.

Ishares Russell 2000 Etf (IWM) April weekly call option implied volatility is at 17, April is at 16; compared to its 52-week range of 11 to 34.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) April weekly call option implied volatility is at 21, April is at 17; compared to its 52-week range of 16 to 26 into March employment report.

iShares 20+ Year Treasury Bond ETF (TLT) April weekly call option implied volatility is at 11, April is at 9; compared to its 52-week range of 8 to 12 into March employment report.

Tesla (TSLA) April weekly call option implied volatility is at 77, April is at 55, May is at 60; compared to its 52-week range of 38 to 86 into announces Autonomy Investor Day on April 19th.

Bank option implied volatility in March Employment Report

BNY Mellon (BK) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 39
Comerica (CMA) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 43
BB&T (BBT) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 37
KeyCorp (KEY) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 49
Citigroup (C) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 56
JPMorgan (JPM) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 41
PNC Financial (PNC) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 43
Bank of America (BAC) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 46
Wells Fargo (WFC) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 45

Increasing unusual option volume: CHKP EXPD DIOD XEO WPM SYNA PLAY AEZS EDS GEL
Increasing unusual call option volume: DXJ PLAY PRTY SOXX WPM ZYNE GD TEN SC FDN CHKP
Increasing unusual put option volume: WPM SYNA GEL HIMX BCRX UNFI ASHR CHKP
Popular stocks with increasing unusual: TEVA F AAL TM HRB
Options with decreasing option implied volatility: WBA CELG TTD BIIB KHC RH SIG CELG LULU OSTK
Active options: AMD AAPL NVDA CSCO MU GE BABA BAC TSLA TWTR AMZN F NFLX AAL JPM INTC BA SNAP MSFT