Pre-Market IV Report August 19, 2019

Pre-Market IV Report August 19, 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: PCG HD BIDU SWN TGT EXEL YPF GPS LB BIDU KSS PGS MDCO EXEL CONE ZS KR XLK

Options expected to have increasing volume: JPM AAPL GS BIDU BHP EL HD MDT TJX ADI LB LOW JWN TGT WB SINA

Lyft (LYFT) August weekly call option implied volatility is at 71, August is at 54; is at compared to its 12-week range of 43 to 78 into insiders getting their first chance to sell shares this week.

Uber (UBER) August weekly call option implied volatility is at 48, August is at 45; is at compared to its 11-week range of 39 to 63.

Straddle prices for stocks expected to report quarterly results this week

Baidu (BIDU) August weekly 97 straddle priced for a move of 9% into the expected release of quarterly results after the bell on August 20.

Estee Lauder (EL) September 180 straddle priced for a move of 8% into the expected release of quarterly results on August 20.

iQIYI (IQ) August weekly 17 straddle priced for a move of 12% into the expected release of quarterly results after the bell on August 20

Red Robin Gourmet Burger (RRGB) September 30 straddle priced for a move of 19% into the expected release of quarterly results on August 20

Regis (RGS) September 17.50 straddle priced for a move of 12% into the expected release of quarterly results before the bell on August 19

Home Depot (HD) August 202.50 straddle priced for a move of 4% into the expected release of quarterly results before the bell on August 20

Kohls (KSS) August weekly 45.50 straddle priced for a move of 10.50% into the expected release of quarterly results before the bell on August 20

Madison Square Garden (MSG) September 290 straddle priced for a move of 8% into the expected release of quarterly results before the bell on August 20

Medtronic (MDT) August weekly 102 straddle priced for a move of 3% into the expected release of quarterly results on August 20

TJX Companies (TJX) September 50 straddle priced for a move of 7.5% into the expected release of quarterly results on August 20

Urban Outfitters (URBN) August 20.50 straddle priced for a move of 10.50% into the expected release of quarterly results after the bell on August 20

Analog Devices (ADI) August weekly 111 straddle priced for a move of 5.5% into the expected release of quarterly results on August 21

L Brands (LB) August weekly 20.50 straddle priced for a move of 10% into the expected release of quarterly results after the bell on August 21

Lowes (LOW) August weekly 94 straddle priced for a move of 7.5% into the expected release of quarterly results before the bell on August 21

Nordstrom (JWN) August weekly 25.50 straddle priced for a move of 12.5% into the expected release of quarterly results after the bell on August 21

Pinduoduo (PDD) September 25 straddle priced for a move of 12% into the expected release of quarterly results before the bell on August 21

Splunk (SPLK) August weekly 125 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on August 21

Target (TGT) August weekly 84 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 32 straddle priced for a move of 9.5% into the expected release of quarterly results before the bell on August 22

Gap (GPS) August weekly 16 straddle priced for a move of 12.50% into the expected release of quarterly results on August 22

Hormel Foods (HRL) August weekly 41.50 straddle priced for a move of 5% into the expected release of quarterly results before the bell on August 22

HP (HPQ) August weekly 19 straddle priced for a move of 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 5.5% into the expected release of quarter results after the bell on August 22

Ross Stores (ROST) September 100 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on August 22

Salesforce (CRM) August weekly 144 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on August 22

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

VMWare (VMW) August weekly 144 straddle priced for a move of 6% into the expected release of quarter results after the bell on August 22

Buckle (BKE) August 17.50 straddle priced for a move of 14% into the expected release of quarter results before the bell on August 23

Footlocker (FL) August weekly 39 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 23

Williams-Sonoma (WSM) September 62.50 straddle priced for a move of 11.50% into the expected release of quarter results before the bell on August 23

Global S&P Futures are recently up 21.50 before the bell into Jackson Hole and Fed Chairman speech on Friday.

Options with decreasing option implied volatility: CSCO AAPL TPR DXC GGAL PVTL GOOS LK YY VIPS AAP NTAP
Increasing unusual option volume: SPIKE VIAV PVTL WTRH INSP EXEL DISCA AIMT
Increasing unusual call option volume: SPIKE RTRX LNC INSP EB EXEL CBS WAB
Increasing unusual put option volume: PVTL HIMX DISCA GWPH DDS VGR
Popular stocks with increasing unusual volume: CSCO BYND JD T
Active options: GE AAPL BAC AMD BABA NVDA TSLA MSFT NFLX BYND AMZN FB SNAP JD MU T C CSCO WMT AMAT