Pre-Market IV Report February 11, 2020

Pre-Market IV Report February 11, 2020

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 KHC CHK DBX SHOP APPS ZM ERIC APPS CSCO BABA RCL CCL SHAK TECK ACB HAS MAT

Options expected to have increasing volume: WORK ELY BABA CSCO LYFT S TMUS DISH HAS MAT UAA UA

Sprint (S) February weekly call option implied volatility is at 148, February is at 182, March at 155; compared to its 52-week range of 28 to 144 into reports getting judge’s approval to complete merger with T-Mobile (TMUS).

T-Mobile (TMUS) February weekly call option implied volatility is at 17, February is at 19; compared to its 52-week range of 18 to 35 into reports getting judge’s approval to complete merger with Sprint (S). Call put ratio 8 calls to 1 put as shares at upper end of range.

DISH Network (DISH) February call option implied volatility is at 59, February is at 58; compared to its 52-week range of 30 to 64 into reports of judge allowing T-Mobile (TMUS) and Sprint (S) to complete merger.

Kraft Heinz (KHC) February weekly call option implied volatility is at 97, February is at 64, March is at 40; compared to its 52-week range of 20 to 51 into the expected release of quarter results on February 13. Call put ratio 1.8 calls to 1 put.

Alibaba (BABA) February weekly call option implied volatility is at 59, February is at 43; compared to its 52-week range of 22 to 43 into the expected release of quarter results on February 13 and amid China coronavirus outbreak.

Boeing Co. (BA) 30-day option implied volatility is at 29, compared to its 52-week range of 22 to 40.

Slack (WORK) 30 day option implied volatility is at 72; compared to its 52-week range of 43 to 90.

Straddle prices for stocks expected to report quarterly results this week

Akamai (AKAM) February weekly 96 straddle priced for a move of 6% into the expected release of quarter results today after the bell

Fossil Group (FOSL) February weekly 6.5 straddle priced for a move of 23% into the expected release of quarter results today

Hasbro (HAS) February weekly 101 straddle priced for a move of 9.5% into the expected release of quarter results today before the bell

Hilton (HLT) February 110 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell

Lyft (LYFT) February weekly 53.50 straddle priced for a move of 10% into the expected release of quarter results today

Under Armour (UA) February weekly 18 straddle priced for a move of 13% into the expected release of quarter results today before the bell

Barrick Gold (GOLD) February weekly 18 straddle priced for a move of 4.5% into the expected release of quarter results on February 12

Canopy Growth (CGC) February weekly 19 straddle priced for a move of 12% into the expected release of quarter results on February 12

Cisco (CSCO) February weekly 49 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 12

CME Group (CME) February weekly 212 straddle priced for a move of 3.5% into the expected release of quarter results on February 12

CVS Health (CVS) February weekly 73.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 12

Kinross Gold (KGC) February weekly 5 straddle priced for a move of 6% into the expected release of quarter results on February 12

Marathon Oil (MRO) February weekly 11.50 straddle priced for a move of 5.5% into the expected release of quarter results on February 12

MGM Resorts (MGM) February weekly 32 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on February 12

Molson Coors (TAP) February weekly 58 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 12

NetApp (NTAP) February weekly 58 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 12

Shopify (SHOP) February weekly 490 straddle priced for a move of 9.5% into the expected release of quarter results before the bell on February 12

Teva (TEVA) February weekly 12.50 straddle priced for a move of 12% into the expected release of quarter results on February 12

AIG (AIG) February weekly 54 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 13

Alibaba (BABA) February 215 straddle priced for a move of 4% into the expected release of quarter results on February 13

Datadog (DDOG) February 48 straddle priced for a move of 13% into the expected release of quarter results after the bell on February 13

Generac (GNRC) February 110 straddle priced for a move of 7% into the expected release of quarter results before the bell on February 13

Mattel (MAT) February weekly 14 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 13

NVIDIA (NVDA) February weekly 262 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 13

PepsiCo (PEP) February weekly 145 straddle priced for a move of 2.5% into the expected release of quarter results on February 13

Roku (ROKU) February weekly 132 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 13

Kraft Heinz (KHC) February weekly 29.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 13

Waste Management (WM) February 125 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 13

Novavax (NVAX) February call option implied volatility is at 158, March is at 181; compared to its 52-week range of 85 to 350 amid China coronavirus outbreak.

Lakeland Industries (LAKE) February call option implied volatility is at 72, March is at 94; compared to its 52-week range of 36 to 141 amid China coronavirus outbreak. Call put ratio 6.6 calls to 1 put.

Alpha Pro Tech Ltd. (APT) February call option implied volatility is at 146, March is at 144; compared to its 52-week range of 40 to 208 amid China coronavirus outbreak. Call put ratio 4.9 calls to 1 put.

Inovio Pharma (INO) February call option implied volatility is at 145, March is at 142; compared to its 52-week range of 58 to 232 amid China coronavirus outbreak. Call put ratio 6.2 calls to 1 put.

iShares China Large-Cap (FXI) 30-day call option implied volatility is at 21; compared to its 52-week range of 15 to 28 amid China coronavirus outbreak.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day call option implied volatility is at 25; compared to its 52-week range of 17 to 36 amid China coronavirus outbreak.

Huazhu Group (HTHT) February call option implied volatility is at 44, March is at 43; compared to 52-week range of 33 to 62 amid China coronavirus outbreak.

Marriott (MAR) February weekly call option implied volatility is at 29, February is at 25; compared to its 52-week range of 17 to 35 amid China coronavirus outbreak.

Hilton (HLT) February call option implied volatility is at 38, March is at 26; compared to its 52-week range of 18 to 31 amid China coronavirus outbreak. Call put ratio 1 call to 2.3 puts.

Royal Caribbean Cruises (RCL) February weekly call option implied volatility is at 43, February is at 33; compared to its 52-week range of 20 to 39 amid China coronavirus outbreak. Call put ratio 1 call to 2.3 puts.

Carnival Cruise Lines (CCL) February weekly call option implied volatility is at 43, February is at 35; compared to its 52-week range of 18 to 36 amid China coronavirus outbreak.

Norwegian Cruise Line (NCLH) February call option implied volatility is at 44, March is at 33; compared to its 52-week range of 20 to 40 amid China coronavirus outbreak. Call put ratio 1 call to 5.6 puts.

Yum China (YUMC) February call option implied volatility is at 31, March is at 32; compared to its 52-week range of 22 to 50 amid China coronavirus outbreak. Call put ratio 1 call to 10.4 puts.

Luckin Coffee Inc. (LK) February weekly call option implied volatility is at 96, February is at 90; compared to its 52-week range of 53 to 140 amid China coronavirus outbreak.

United Airlines (UAL) February weekly call option implied volatility is at 35, February is at 32; compared to its 52-week range of 20 to 35 amid China coronavirus outbreak.

Delta (DAL) February weekly call option implied volatility is at 30, February is at 26; compared to its 52-week range of 20 to 34 amid China coronavirus outbreak.

Southwest Airlines (LUV) February weekly call option implied volatility is at 22, February is at 20; compared to its 52-week range of 18 to 35 amid China coronavirus outbreak.

American Airlines (AAL) February weekly call option implied volatility is at 44, February is at 37; compared to its 52-week range of 29 to 48 amid China virus outbreak.

Alaska Air Group (ALK) February call option implied volatility is at 23, March is at 20; compared to its 52-week range of 21 to 36 amid China virus outbreak.

Options with decreasing option implied volatility: INTC EBAY TWTR FSCT AIMT GOOS LK IRBT SKX COTY PTON SNAP TTWO BIIB
Increasing unusual option volume: MYGN ERIC SYF APO TTWO AVT FG ELY MEET
Increasing unusual call option volume: FG ERIC APO TRP GBX PS ZGNX
Increasing unusual put option volume: SYF MYGN KNX NE ZGNX ACM YUMC ZNGA INFY
Popular stocks with increasing unusual: WORK ROKU SPCE
Active options: MSFT TSLA AAPL AMD AMZN WORK UBER AAL TWTR BABA GILD BA NVDA FB NIO NFLX LYFT ROKU GE SPCE
Global S&P Futures are recently up 5.75 from previous day. Nikkei 225 down 0.6%, DAX up 0.6%, WTI Crude oil is recently at $50.29, natural gas unchanged, gold at $1572 an ounce