Pre-Market IV Report August 16, 2019

Pre-Market IV Report August 16, 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 over looked information.

Options with increasing option implied volatility: MDCO PCG BBAR GE YPF SGEN BBBY MAT UPRO DB KR LULU SWN MNK IQ PCG LB YPF TLT AUY

Options expected to have increasing volume: NVDA DE GE DDS AMAT IQ

General Electric (GE) August call option implied volatility is at 110, September is at 92; compared to its 52-week range of 22 to 72 after a short report. Call put ratio 1 call to 2.3 puts with focus on September and October puts.

Revlon (REV) August call option implied volatility is at 102, September is at 59; compared to its 52-week range of 54 to 109 after reports says company is exploring a possible sale. Call put ratio 1 call to 1 put with focus on August 15 puts and September 15 calls.

Sealed Air (SEE) August call option implied volatility is at 25, September is at 26; compared to its 52-week range of 16 to 41 after a release of a short report. Call put ratio 1 call to 21 puts with focus on August 43 puts.

Straddle prices for stocks expected to report quarterly results next week

Baidu (BIDU) August weekly 94 straddle priced for a move of 9.5% into the expected release of quarterly results after the bell on August 19

Estee Lauder (EL) September 175 straddle priced for a move of 8% into the expected release of quarterly results on August 19

iQIYI (IQ) August weekly 12% straddle priced for a move of % into the expected release of quarterly results after the bell on August 19

Red Robin Gourmet Burger (RRGB) September 30 straddle priced for a move of 17% into the expected release of quarterly results on August 19

Regis (RGS) September 17.50 straddle priced for a move of 13% into the expected release of quarterly results before the bell on August 19

Home Depot (HD) August weekly 200 straddle priced for a move of 5% into the expected release of quarterly results before the bell on August 20

Kohls (KSS) August weekly 44 straddle priced for a move of 10% into the expected release of quarterly results before the bell on August 20

Madison Square Garden (MSG) September 8% straddle priced for a move of % into the expected release of quarterly results before the bell on August 20

Medtronic (MDT) August weekly 100 straddle priced for a move of 4% into the expected release of quarterly results on August 20

TJX Companies (TJX) September 50 straddle priced for a move of 8% into the expected release of quarterly results on August 20

Urban Outfitters (URBN) August 20 straddle priced for a move of 10% into the expected release of quarterly results after the bell on August 20

Analog Devices (ADI) August weekly 108 straddle priced for a move of 6% into the expected release of quarterly results on August 21

L Brands (LB) August weekly 20 straddle priced for a move of 12% into the expected release of quarterly results after the bell on August 21

Lowes (LOW) August weekly 92.50 straddle priced for a move of 8% into the expected release of quarterly results before the bell on August 21

Nordstrom (JWN) August weekly 25 straddle priced for a move of 12% into the expected release of quarterly results after the bell on August 21

Pinduoduo (PDD) September 24 straddle priced for a move of 13% into the expected release of quarterly results before the bell on August 21

Splunk (SPLK) August weekly 123 straddle priced for a move of 9% into the expected release of quarterly results after the bell on August 21

Target (TGT) August weekly 82.50 straddle priced for a move of 7% into the expected release of quarterly results before the bell on August 21

Dicks Sporting Goods (DKS) August weekly 31.50 straddle priced for a move of 9% into the expected release of quarterly results before the bell on August 22

Gap (GPS) August weekly 15 straddle priced for a move of 15% into the expected release of quarterly results on August 22

Hormel Foods (HRL) August weekly 41 straddle priced for a move of 5% into the expected release of quarterly results before the bell on August 22

HP (HPQ) August weekly 18.50 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on August 22

Intuit (INTU) August weekly 270 straddle priced for a move of 4.5% into the expected release of quarterly results after the bell on August 22

Ross Stores (ROST) September 100 straddle priced for a move of 8% into the expected release of quarterly results after the bell on August 22

Salesforce (CRM) August 142 straddle priced for a move of 7% into the expected release of quarterly results after the bell on August 22

Toro (TTC) September 70 straddle priced for a move of 8.5% into the expected release of quarterly results before the bell on August 22

VMWare (VMW) August weekly 142 straddle priced for a move of 8% into the expected release of quarterly results after the bell on August 22

Buckle (BKE) September 17.50 straddle priced for a move of 12% into the expected release of quarterly results before the bell on August 23

Footlocker (FL) August weekly 37 straddle priced for a move of 14% into the expected release of quarterly results before the bell on August 23

Williams-Sonoma (WSM) September 60 straddle priced for a move of 12% into the expected release of quarterly results before the bell on August 23

Russell 2000 (RUT) call put ratio 1 call to 2.55 puts with focus on August 1400, December 1300, 1350 and 1500 puts

Increasing unusual option volume: JE PVTL CVET TEF HSC SEE REV

Increasing unusual call option volume: REV EWH JE MNK PVTL MYGN ABC SO VIAV WH MTSI

Increasing unusual put option volume: HBI PVTL XLC TEF HSC GE ODP LBTYA SEE

Popular stocks with increasing unusual volume: TEVA MNK CGC BA

Options with decreasing option implied volatility: FTCH XON RVLV YELP CLVS PYX AAXN TPR SYMC PVTL DXC GGAL

Active options: GE BAC AAPL BABA AMD CSCO TSLA BYND NVDA NFLX FB MSFT AMZN WMT C MU TEVA MNK CGC BA