Pre-Market IV Report December 9, 2019

Pre-Market IV Report December 9, 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: S XLP ORCL ARQL MDR FDX CLVS CHWY LULU ARQL ZIOP MLNX CVM KLXE ADT GTT WW

Options expected to have increasing volume: PCG LULU AZO GME CHWY MTN THOR SFIX HD

Option implied volatility into China orders state offices to replace foreign software, CNBC reports

Ishares S&p Software Index Fund (IGV) August call option implied volatility is at 15, September is at 16; compared to its 52-week range of 17 to 44 into China orders state offices to replace foreign software, CNBC reports.

Cisco Systems (CSCO) December weekly call option implied volatility is at 17, December is at 17, January is at 18; compared to its 52-week range of 17 to 42 into China orders state offices to replace foreign software, CNBC reports.

Apple (AAPL) 30 day option implied volatility is at 19; compared to its 52-week range of 18 to 46 into China orders state offices to replace foreign software, CNBC reports.

Microsoft (MSFT) 30 day option implied volatility is at 16; compared to its 52-week range of 15 to 44

Dell Technologies (DELL) 30 day option implied volatility is at 30; compared to its 52-week range of 28 to 62

Oracle (ORCL) 30 day option implied volatility is at 27 compared to its 52-week range of 15 to 40

VMware (VMW) 30 day option implied volatility is at 26; compared to its 52-week range of 23 to 50

IBM (IBM) 30 day option implied volatility is at 15; compared to its 52-week range of 14 to 42

Twilio (TWLO) 30 day option implied volatility is at 35; compared to its 52-week range of 35 to 83

ServiceNow (NOW) 30 day option implied volatility is at 27; compared to its 52-week range of 26 to 58

Sap (SAP) 30 day option implied volatility is at 19; compared to its 52-week range of 17 to 34

Salesforce (CRM) 30 day option implied volatility is at 20; compared to its 52-week range of 20 to 54

Workday (WDAY) 30 day option implied volatility is at 28; compared to its 52-week range of 26 to 56

Zendesk (ZEN) 30 day option implied volatility is at 38; compared to its 52-week range of 33 to 66

Atlassian (TEAM) 30 day option implied volatility is at 35; compared to its 52-week range of 34 to 76

HubSpot (HUBS) 30 day option implied volatility is at 37; compared to its 52-week range of 31 to 73

Straddle prices for stocks expected to report quarterly results this week

Stich Fix (SFIX) December weekly 24 straddle priced for a move of 19% into the expected release of quarter results today after the bell

Chewy (CHWY) December weekly 25 straddle priced for a move of 13.5% into the expected release of quarter results today after the bell

Vail Resorts (MTN) December 230 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell

Toll Brother (TOL) December weekly 41 straddle priced for a move of 6% into the expected release of quarter results after the bell on December 9

AutoZone (AZO) December weekly 1170 straddle priced for a move of 6% into the expected release of quarter results before the bell on December 10

Dave & Buster (DAVE) December 40 straddle priced for a move of 11% into the expected release of quarter results on December 10

GameStop (GME) December weekly 6.50 straddle priced for a move of 24% into the expected release of quarter results after the bell on December 10

HD Supply (HDS) December 40 straddle priced for a move of 6% into the expected release of quarter results on December 10

American Eagle (AEO) December weekly 15 straddle priced for a move of 10.50% into the expected release of quarter results before the bell on December 11

Luluemon (LULU) December weekly 230 straddle priced for a move of 8% into the expected release of quarter results after the bell on December 11

Tailored Brands (TLRD) December 5 straddle priced for a move of 22% into the expected release of quarter results after the bell on December 11

United Natural Foods (UNFI) December 10 straddle priced for a move of 16% into the expected release of quarter results before the bell on December 11

Adobe (ADBE) December weekly 305 priced for a move of 3.5% into the expected release of quarter results after the bell on December 12

Ciena (CIEN) December weekly 35 straddle priced for a move of 8% into the expected release of quarter results before the bell on December 12

Costco (COST) December weekly 295 straddle priced for a move of 3% into the expected release of quarter results on December 12

Oracle (ORCL) December weekly 55 priced for a move of 5.5% into the expected release of quarter results before the bell on December 12

Broadcom (AVGO) December weekly 315 priced for a move of 5.5% into the expected release of quarter results before the bell on December 13

FOMC Dec 11, China Trade tariffs December 15

Sprint (S) December weekly call option implied volatility is at 41, December is at 76, January is at 71; compared to its 52-week range of 29 to 133.

Axsome Therapeutics (AXSM) December call option implied volatility is at 226, January is at 208; compared to its 52-week range of 66 to 298 into End-of-Phase 2 meeting with the FDA.

Wayfair (W) December weekly, December call option implied volatility is at 45, January is at 46; compared to its 52-week range of 37 to 88 after share price rally.

Options with decreasing option implied volatility: TGT FIT GRUB EXPEAUPH CARA SAGE MIK SIG CLDR WORK RH
Increasing unusual option volume: EXPR SEAC SSW BIG CORV S MDLA SAGE DOMO MDP DPLO
Increasing unusual call option volume: SSW SEAC SAGE AMJ CORV BIG CNP VSTM DOMO SM THO
Increasing unusual put option volume: BIG YEXT SWN SYNA DHR PTI NPTN FAZ HUN VAL UNFI
Popular stocks with increasing unusual: OXY FCX DHR UBER BMY
Active options: AAPL BAC TSLA AMZN ROKU BABA DHR AMD FB MSFT UBER BMY MU OXY DIS ULTA NFLX FCX NVDA JPM
Global S&P Futures are recently down 2.00 from previous day. Nikkei 225 up 0.3%, DAX down 0.1%, WTI Crude oil is recently at $58.63, natural gas down 4.3%, gold at $1467 an ounce