Pre-Market IV Report August 20, 2019

Pre-Market IV Report August 20, 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: SRPT BIDU BHP LOW PDD SE PANW GPS LB JWN OSTK MDCO PCG CONE AABA

Options expected to have increasing volume: HD MDT TJX ADI LB LOW JWN TGT BIDU GPS NBRV DIS BHP SRPT IQ JCP DIS

Entertainment content company option implied volatility into reports Apple (AAPL) allocates over $6B for original TV shows and movies

Apple (AAPL) August weekly call option implied volatility is at 28, September is at 25; compared to its 52-week range of 17 to 46 into allocates over $6B for original TV shows and movies, FT says.

Disney (DIS) August weekly call option implied volatility is at 27, September is at 21; compared to its 52-week range of 15 to 34 into the FT reports Apple (AAPL) allocates over $6B for original TV shows and movies.

AT&T (T) August weekly call option implied volatility is at 17, September is at 18; compared to its 52-week range of 14 to 40

Netflix (NFLX) August weekly call option implied volatility is at 36, September is at 33; compared to its 52-week range of 28 to 76

Comcast (CMCSA) August weekly call option implied volatility is at 22, September is at 20; compared to its 52-week range of 17 to 59

CBS Corp. (CBS) August weekly, September and October call option implied volatility is at 24; compared to its 52-week range of 21 to 41

Viacom (VIAB) September and October call option implied volatility is at 24; compared to its 52-week range of 22 to 57

Discovery, Inc (DISCA) September call option implied volatility is at 28, October is at 29; compared to its 52-week range of 30 to 51

Facebook (FB) August weekly call option implied volatility is at 28, October is at 27; compared to its 52-week range of 23 to 53

Alphabet (GOOGL) August weekly and October call option implied volatility is at 21; compared to its 52-week range of 18 to 42 into the FT reports Apple (AAPL) allocates over $6B for original TV shows and movies.

Avaya Holdings (AVYA) August weekly call option implied volatility is at 64, September is at 58; compared to its 52-week range of 33 to 116 after renewed Bloomberg reports the tech company is said to get bid from Mitel. Call put ratio 1.7 calls to 1 put with focus on September 12 and 12.50 calls.

Aramark Holdings (ARMK) September call option implied volatility is at 28, October is at 26; compared to its 52-week range of 19 to 65 after sharp rally.

Ishares Msci Hong Kong Etf (EWH) August weekly call option implied volatility is at 21, September is at 22; compared to its 52-week range of 14 to 38 on continued protests. Call put ratio 1 call to 10 puts with focus on December 26 puts.

Straddle prices for stocks expected to report quarterly results this week

Home Depot (HD) August 207.50 straddle priced for a move of 3.5% into reporting mixed results.

Kohls (KSS) August weekly 48 straddle priced for a move of 10.50% into the expected release of quarter results today before the bell

TJX Companies (TJX) September 52.50 straddle priced for a move of 7.5% into the expected release of quarterly results today

Urban Outfitters (URBN) August 21 straddle priced for a move of 11% into the expected release of quarterly results today after the bell

Analog Devices (ADI) August weekly 111 straddle priced for a move of 5% into the expected release of quarterly results on August 21

L Brands (LB) August weekly 20.50 straddle priced for a move of 11% into the expected release of quarterly results after the bell on August 21

Lowes (LOW) August weekly 95 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 26 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 13% into the expected release of quarterly results before the bell on August 21

Splunk (SPLK) August weekly 125 straddle priced for a move of 8% into the expected release of quarterly results after the bell on August 21

Target (TGT) August weekly 86.50 straddle priced for a move of 6.5% into the expected release of quarterly results before the bell on August 21

Dicks Sporting Goods (DKS) August weekly 33 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 16.50 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 275 straddle priced for a move of 5.5% into the expected release of quarterly results after the bell on August 22

Ross Stores (ROST) September 105 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 6% into the expected release of quarterly results after the bell on August 22

Toro (TTC) September 70 straddle priced for a move of 8% into the expected release of quarterly results before the bell on August 22

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

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

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

Williams-Sonoma (WSM) September 65 straddle priced for a move of 12% into the expected release of quarterly results before the bell on August 23

Options with decreasing option implied volatility: GOOG TPR VRAY PVTL DCPH BBAR GOOS DUST BE
Increasing unusual option volume: VRAY DRYS FRO EL UPLD ARMK AVYA KSS JWN
Increasing unusual call option volume: VRAY CWEN GLPI DRYS LPI
Increasing unusual put option volume: VRAY AFL EL RVLV COG
Popular stocks with increasing unusual volume: TEVA X TGT
Active options: MSFT AMD NVDA GE BABA TSLA FB BAC PCG BIDU AMZN NFLX T MU HD TEVA BYND X TGT