Pre-Market IV Report August 26, 2019

Pre-Market IV Report August 26, 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 AGQ BB DE GME LULU JNJ WDAY ALXN GLD SLV VRAY OSTK ZIOP ALXN AGN MLNX

Options expected to have increasing volume: ADSK SJM HPQ BBY BURL DG DLTR MRVL ULTA

The “FANG’ stocks option implied volatility is steady as overall stock movement has increased

Facebook (FB) August call option implied volatility is at 32, September is at 30; compared to its 52-week range of 23 to 53.
Amazon (AMZN) August weekly call option implied volatility is at 28, September is at 26; compared to its 52-week range of 20 to 54.
Netflix (NFLX) August weekly call option implied volatility is at 40, September is at 39; compared to its 52-week range of 29 to 75.
Alphabet (GOOG) August weekly call option implied volatility is at 27, September is at 24; compared to its 52-week range of 17 to 40.
Apple (AAPL) August weekly call option implied volatility is at 35, September is at 31; compared to its 52-week range of 17 to 46.

Straddle prices for stocks expected to report quarterly results this week

Autodesk (ADSK) August weekly 144 straddle priced for a move of 8% into the expected release of quarterly results after the bell on August 27
Hewlett Packard Enterprise (HPE) August weekly 13 straddle priced for a move of 7% into the expected release of quarterly results after the bell on August 27
J.M. Smucker (SJM) September 110 straddle priced for a move of 8.5% into the expected release of quarterly results before the bell on August 27
Regis (RGS) September 17.50 straddle priced for a move of 13% into the expected release of quarterly results before the bell on August 27
H&R Block (HRB) September 27 straddle priced for a move of 9% into the expected release of quarterly results after the bell on August 28
Box (BOX) September 14 straddle priced for a move of 14.5% into the expected release of quarterly results after the bell on August 28
Chicos (CHS) September 3 straddle priced for a move of 18% into the expected release of quarterly results on August 28
Coty (COTY) August weekly 8.5 straddle priced for a move of 13% into the expected release of quarterly results before the bell on August 28
Express (EXPR) September 2 straddle priced for a move of 20% into the expected release of quarterly results before the bell on August 28
Five Below (FIVE) August weekly 114 straddle priced for a move of 8.5% into the expected release of quarterly results on August 28
PVH (PVH) September 70 straddle priced for a move of 13% into the expected release of quarterly results after the bell on August 28
Tiffany (TIF) August weekly 81 straddle priced for a move of 7.5% into the expected release of quarterly results before the bell on August 28
Williams-Sonoma (WSM) September 67.50 straddle priced for a move of 11.5% into the expected release of quarterly results after the bell on August 28
Zuora (ZUO) September 14 straddle priced for a move of 17% into the expected release of quarterly results after the bell on August 28
Abercrombie & Fitch (ANF) August weekly 16.50 straddle priced for a move of 15% into the expected release of quarterly results before the bell on August 29
Ambarella (AMBA) August weekly 45 straddle priced for a move of 11% into the expected release of quarterly results after the bell on August 29
Best Buy (BBY) August weekly 66 straddle priced for a move of 10% into the expected release of quarterly results before the bell on August 29
Build-A-Bear Workshop (BBW) September 2.5 straddle priced for a move of 22% into the expected release of quarterly results on August 29
Burlington Stores (BURL) August weekly 175 straddle priced for a move of 8.5% into the expected release of quarterly results before the bell on August 29
Dollar General (DG) August weekly 135 straddle priced for a move of 6.5% into the expected release of quarterly results before the bell on August 29
Dollar Tree (DLTR) August 95 straddle priced for a move of 8% into the expected release of quarterly results before the bell on August 29
Dell Technologies (DELL) September 45 straddle priced for a move of 12.5% into the expected release of quarterly results after the bell on August 29
Hain Celestial Group (HAIN) September 18 straddle priced for a move of 12% into the expected release of quarterly results before the bell on August 29
Marvell Technology (MRVL) August weekly 24 straddle priced for a move of 8% into the expected release of quarterly results after the bell on August 29

UBS (UBS) September call option implied volatility is at 23, October is at 31; compared to its 52-week range of 19 to 41 into WSJ report UBS, Deutsche Bank (DB) explored business combinations this year.

Deutsche Bank (DB) August weekly call option implied volatility is at 56, September is at 55; compared to its 52-week range of 30 to 61.

Options with decreasing option implied volatility: FL TGT PVTL RTRX CVM SGEN FL KSS URBN EXEL CBLK PVTL VMW FL HIBB
Increasing unusual option volume: VOO TLRA CBLK INSP CNSL STOR FSLY
Increasing unusual call option volume: TLRA GPN INSP CBLK PVTL PI RGEN FSLY
Increasing unusual put option volume: FSLY CBRL AMLP LBTYK CS ITB FL ALRM
Popular stocks with increasing unusual volume: ROKU SQ CRM
Active options: AAPL GE MSFT AMD TSLA AMZN BABA BA CRM BAC FB NVDA NFLX MU ROKU TGT DIS JD T SQ