Pre-Market IV Report April 9, 2020

Pre-Market IV Report April 9, 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: IQ GSX NIO SDC GME TAL SAN GILD TAL XLY AEO

Options expected to have increasing volume: DIS COST SBUX SPCE USO SPQ RUT

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 38; compared to its 52-week range of 10 to 77 into Fed Chair Jerome Powell will give an update on the economy today at 10 a.m. in a webcast.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 40; compared to its 52-week range of 12 to 79.

United States Oil Fund (USO) 30-day option implied volatility is at 127; compared to its 52-week range of 23 to 172 into OPEC+. Call put ratio 1.7 calls to 1 put.

Disney (DIS) 30-day option implied volatility is at 57; compared to its 52-week range of 17 to 103 into Disney+ surpasses 50M paid subscribers.

Straddle prices for stocks expected to report quarterly results next week

Fastenal (FAST) April 32.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 14.

Infosys (INFY) April 8 straddle priced for a move of 12% into the expected release of quarter results before the bell on April 14.

Johnson & Johnson (JNJ) April 143 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 14.

JPMorgan (JPM) April 94 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on April 14.

United Airlines (UAL) April 27 straddle priced for a move of 10% into the expected release of quarter results before the bell on April 14.

Wells Fargo (WFC) April 10 straddle priced for a move of 10% into the expected release of quarter results before the bell on April 14.

Bed Bath & Beyond (BBBY) April 5.5 straddle priced for a move of 28% into the expected release of quarter results after the bell on April 15.

Citigroup (C) April 44 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 15.

Goldman Sachs (GS) April 175 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on April 15.

Las Vegas Sands (LVS) April 47 straddle priced for a move of 14% into the expected release of quarter results on April 15.

Morgan Stanley (MS) April 39 straddle priced for a move of 13% into the expected release of quarter results before the bell on April 15.

Options with decreasing option implied volatility: IYR LQD NUGT AMRN JNUG
Increasing unusual option volume: EWC HEXO TAL IVR SAP K DLPH
Increasing unusual call option volume: HEXO FCAU UCO CAKE CIM
Increasing unusual put option volume: TAL EWC CCJ EHTH LEVI GSX GES
Popular stocks with increasing unusual: ZM SQ OXY SNAP CCL F
Active options: AAPL TSLA MSFT BAC BA SQ ZM AMD FB DIS AAL TWTR AMZN GE DAL CCL F BABA OXY SNAP
Global S&P Futures are recently down 2.50 in premarket, Nikkei mixed, DAX up 0.9%, WTI Crude oil is recently at $26, natural gas mixed, gold at $1705 an ounce