Pre-Market IV Report February 11, 2019

Pre-Market IV Report February 11, 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 overlooked information.

Options with increasing option implied volatility: NVAX YELP FIT KHC ZAYO ATVI AMRZ AMRS ARRU ANF CIEN KR TGT BBT EA ECA CF TTM BBT IMMU ENB

Options expected to have increasing volume: ATVI NSC DISH BABA MSFT

Norfolk Southern (NSC) February call option implied volatility is at 30, March is at 24; compared to its 52-week range of 18 to 50 into hosting an investor and analyst meeting today.

Straddle prices for stocks expected to report results this week

Fossil (FOSL) February 15.50 straddle priced for move of 20% into the expected release of EPS after the bell on February 13
Louisiana-Pacific (LPX) February 24 straddle priced for move of 4% into the expected release of EPS before the bell on February 13
Occidental Petro (OXY) February 65 straddle priced for move of 4% into the expected release of EPS before the bell on February 12
Dish Network (DISH) February 32 straddle priced for move of 9% into the expected release of EPS before the bell on February 13
Akamai (AKAM) February 67 straddle priced for move of 8.5% into the expected release of EPS after the bell on February 12
Barrick Gold (GOLD) February 13.50 straddle priced for move of 4.5% into the expected release of EPS on February 12
Groupon (GRPN) February 3.5 straddle priced for move of 15% into the expected release of EPS after the bell on February 12
Molson Coors Brewing (TAP) February 65 straddle priced for move of 6% into the expected release of EPS before the bell on February 12
Shopify (SHOP) February straddle priced for move of 8% into the expected release of EPS before the bell on February 12
Terex (TEX) February 31 straddle priced for move of 8% into the expected release of EPS before the bell on February 12
TripAdvisor (TRIP) February 59 straddle priced for move of 12% into the expected release of EPS after the bell on February 13
Under Armour (UAA) February 20.50 straddle priced for move of 10% into the expected release of EPS on February 12
Applied Materials (AMAT) February 40 straddle priced for move of 4.5% into the expected release of EPS on February 14
CBS (CBS) February 49.50 straddle priced for move of 5% into the expected release of EPS after the bell on February 14
CME Group (CME) February 177.50 straddle priced for move of 3% into the expected release of EPS before the bell on February 14
Coca-Cola (KO) February 49.50 straddle priced for move of 2.5 % into the expected release of EPS before the bell on February 14
NVIDIA (NVDA) February straddle priced for move of 7% into the expected release of EPS after the bell on February 14
Deere (DE) February 162.50 straddle priced for move of 5% into the expected release of EPS before the bell on February 15
PepsiCo (PEP) February 113 straddle priced for move of 2.5% into the expected release of EPS before the bell on February 15

Increasing unusual option volume: ELAN MTB SHLDQ NOG ARLO EA INGN
Increasing unusual call option volume: SHLDQ TSS QNST EA BLMN CYH MAT EXEL SKX SC COTY ZTZ LLY
Increasing unusual put option volume: NOG NCR PFF TTM LLY WU EA MSI ICPT MHK SGEN FLR
Popular stocks with increasing volume: F CLF FCAU VALE EA
Options with decreasing option implied volatility: AAPL COTY UNG CELG PCG IRBT GPRO SKX BOOT SKX MHK EXPE DXC MAT GT
Active options: GE AAPL SNAP AMZN EA VALE TWTR AMD FB NFLX TSLA MU LLY BAC NVDA CLF FCAU BABA WFC F