Pre-Market IV Report December 13, 2019

Pre-Market IV Report December 13, 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: ITCI BKLN ORCL S COST BB FDX BBBY PTON FLXN ETRN IMMU ONCE PPL STZ AVGO COST ORCL ADS FIT J

Options expected to have increasing volume: ADBE DHR AVGO ORCL

Index option implied volatility into reports China, U.S. near phase one deal.

S&P Dep Receipts (SPY) December weekly call option implied volatility is at 14, December January is at 12, January 2021 is at 16; compared to its 52-week range of 10 to 32 into reports China, U.S. near phase one deal.

PowerShares QQQ Trust (QQQ) December weekly call option implied volatility is at 17, December is at 15, January is at 15; compared to its 52-week range of 14 to 37

iShares Russell 2000 ETF (IWM) December weekly call option implied volatility is at 18, December is at 14, January is at 14; compared to its 52-week range of 14 to 34

Facebook (FB) December weekly call option implied volatility is at 28, December and January is at 24; compared to its 52-week range of 22 to 51 into reports FTC weighs action over how Facebook APPS interact.

Option Implied Volatility low as shares at 52-week high

NVIDIA (NVDA) December call option implied volatility is at 34, January is at 31; compared to its 52-week range of 31 to 65 as shares at 52-week high.

Broadcom (AVGO) December call option implied volatility is at 41, January is at 27; compared to its 52-week range of 21 to 45 as shares at 52-week high into EPS.

Goldman Sachs (GS) December call option implied volatility is at 22, January is at 21; compared to its 52-week range of 18 to 50 as shares at 52-week high.

PNC Financial Services (PNC) December call option implied volatility is at 19, January is at 20; compared to its 52-week range of 18 to 42 as shares at 52-week high.

UnitedHealth Group (UNH) December call option implied volatility is at 18, January is at 21; compared to its 52-week range of 18 to 40 as shares at 52-week high.

AMD (AMD) December call option implied volatility is at 42, January is at 40; compared to its 52-week range of 36 to 94 as shares at 52-week high.

JPMorgan (JPM) December call option implied volatility is at 21, January is at 19; compared to its 52-week range of 15 to 41 as shares at 52-week high.

BlackRock (BLK) December call option implied volatility is at 17, January is at 19; compared to its 52-week range of 16 to 41 as shares at 52-week high.

Danaher (DHR) December call option implied volatility is at 26, January is at 20; compared to its 52-week range of 16 to 37 into an exchange offer related to the split-off of its remaining interest in Envista (NVST). Call volume 464K contracts, 480K puts.

Straddle prices for stocks expected to report quarterly results next week

Jabil (JBL) December 40 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on December 17.

Navistar (NAV) December 33 straddle priced for a move of 9% into the expected release of quarter results before the bell on December 17.

FedEx (FDX) December 165 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on December 17.

General Mills (GIS) December 50 straddle priced for a move of 4% into the expected release of quarter results before the bell on December 18.

Steelcase (SCS) December 20 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on December 18.

Paychex (PAYX) December 85 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on December 18.

Micron (MU) December 51 straddle priced for a move of 8% into the expected release of quarter results after the bell on December 18.

Toro (TTC) December 80 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on December 18.

Accenture (ACN) December 202.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on December 19.

Darden (DRI) December 115 straddle priced for a move of 5% into the expected release of quarter results before the bell on December 19.

Conagra (CAG) December 29straddle priced for a move of 6.5% into the expected release of quarter results before the bell on December 19.

Sanderson Farms (SAFM) December 165straddle priced for a move of 6.5% into the expected release of quarter results before the bell on December 19.

Nike (NKE) December 98 straddle priced for a move of 4% into the expected release of quarter results after the bell on December 19.

BlackBerry (BB) December5.5% straddle priced for a move of 11% into the expected release of quarter results before the bell on December 20.

Danaher (DHR) December call option implied volatility is at 26, January is at 20; compared to its 52-week range of 16 to 37 into an exchange offer related to the split-off of its remaining interest in Envista (NVST). Call volume 464K contracts, 480K puts.

Will Trump say Yes or No to China Phase 1 trade deal? Will China say Yes of No to China Phase 1 Trade Deal?

Options with decreasing option implied volatility: PDD AUPH DLTR EXPE ARQL SPPI CLVS SFIX SAGE FIZZ
Increasing unusual option volume: AMRX ETRN MLCO DHR CDEV AKRX EWU DHR HRB
Increasing unusual call option volume: MLCO HRB TROW EWU DHR
Increasing unusual put option volume: RUBI WETF DHR RBS LOGM DHR QGEN BLD MMP
Popular stocks with increasing unusual: LULU FCX JPM F T
Active options: DHR AAPL DIS AMD BAC FB MRK TSLA GE ROKU MU BABA MSFT AMZN LULU NVDA FCX JPM T F

Global S&P Futures are recently up 12.05 from previous day. Nikkei 225 up 2.5%, DAX up 1.2%, WTI Crude oil is recently at $59.70, natural gas down 2.7%, gold at $1476 an ounce