Pre-Market IV Report February 12, 2020

Pre-Market IV Report February 12, 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: KHC DBX SHOP CSCO ACB TECK TEVA NVDA YELP YETI MSFT TMUS CHK LYFT AMAT

Options expected to have increasing volume: BABA CSCO BBBY AKAM AMAT LYFT WU NVDA TEVA SHOP MAT

Apple (AAPL) February weekly call option implied volatility is at 27, February is at 24, March is at 25; compared to its 52-week range of 18 to 35 after T-Mobile (TMUS) says Samsung’s latest 5G smartphones go on sale on March 6.

Cisco (CSCO) February weekly call option implied volatility is at 66, February is at 40; compared to its 52-week range of 17 to 38 into the expected release of quarter results today after the bell. CSCO recently announced pulling out of Mobile World Congress due to coronavirus.

Alibaba (BABA) February weekly call option implied volatility is at 71, February is at 44; compared to its 52-week range of 22 to 45 into the expected release of quarter results on February 13.

Bed Bath & Beyond (BBBY) February weekly call option implied volatility is at 55, February is at 50; compared to its 52-week range of 40 to 105 into reports SSS down 5.4% for first two months of Q4. Call put ratio 3.1 calls to 1 put.

Tesla (TSLA) February weekly call option implied volatility is at 83, February is at 79, March is at 75; compared to its 52-week range of 34 to 117.

Nvidia (NVDA) February weekly call option implied volatility is at 98, February is at 60; compared to its 52-week range of 17 to 38 into the expected release of quarter results after the bell on February 13. CSCO recently announced pulling out of Mobile World Congress due to coronavirus.

Kraft Heinz (KHC) February weekly call option implied volatility is at 119, February is at 66, 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 1.2 calls to 1 put.

Applied Material (AMAT) February weekly call option implied volatility is at 70, February is at 45; compared to its 52-week range of 25 to 46 into the expected release of quarter results after the bell on February 12.

Boeing (BA) February weekly call option implied volatility is at 30, February is at 27; compared to its 52-week range of 23 to 40 after reports zero new orders for January 2020.

Intel (INTC) February weekly call option implied volatility is at 26, February is at 23; compared to its 52-week range of 20 to 36 after withdraws from Mobile World Congress MWC 2020 in Barcelona, Spain over coronavirus.

Sony (SNE) February weekly call option implied volatility is at 21, February is at 18; compared to its 52-week range of 19 to 39 pulls out of Mobile World Congress due to coronavirus.

Facebook (FB) February weekly call option implied volatility is at 30, February is at 26; compared to its 52-week range of 21 to 40 after withdraws from Mobile World Congress MWC 2020 in Barcelona, Spain over coronavirus.

Straddle prices for stocks expected to report quarterly results this week

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

MGM Resorts (MGM) February weekly 33 straddle priced for a move of 5% into the expected release of quarter results today after the bell

NetApp (NTAP) February weekly 59 straddle priced for a move of 7% into the expected release of quarter results today after the bell

Shopify (SHOP) February weekly 490 straddle priced for a move of 8.5% into the expected release of quarter results today

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

TripAdvisor (TRIP) February weekly 30 straddle priced for a move of 12.5% into the expected release of quarter results today after the bell

Applied Materials (AMAT) February weekly 64.50 straddle priced for a move of 5% into the expected release of quarter results today after the bell

Alibaba (BABA) February weekly 217 straddle priced for a move of 5% into the expected release of quarter results today

Datadog (DDOG) February 48 straddle priced for a move of 14% 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 267 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 13

PepsiCo (PEP) February weekly 146 straddle priced for a move of 2.5% into the expected release of quarter results on February 13

Roku (ROKU) February weekly 137 straddle priced for a move of 14.5% into the expected release of quarter results after the bell on February 13

Kraft Heinz (KHC) February weekly 30 straddle priced for a move of 8% 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% into the expected release of quarter results before the bell on February 13

Yelp (YELP) February weekly 35 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 13

YETI (YETI) February weekly 34 straddle priced for a move of 12% into the expected release of quarter results before the bell on February 13

Zoetis (ZTS) February weekly 144 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 13

Astrazeneca (AZN) February weekly 50 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 14

Newell Brands (NWL) February 20 straddle priced for a move of 10% into the expected release of quarter results before the bell on February 14

Yandex (YNDX) February weekly 50 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 14

Options with decreasing option implied volatility: S TTWO TWTR BIIB UAA LK GOOS TWTR
Increasing unusual option volume: AVT FG ELY MEET MYGN ERIC SYF ZGNX
Increasing unusual call option volume: FG ERIC APO GBX PS JNPR
Increasing unusual put option volume: SYF MYNG KNX NE ZGNX ACM DD TKC
Popular stocks with increasing unusual: TEVA ROKU GILD
Active options: MSFT AMD AAPL S FB TSLA AMZN BABA UBER NVDA MU ROKU SNAP SPCE NIO LYFT GILD TEVA NFLX
Global S&P Futures are recently up 13.25 from previous day. Nikkei 225 up 0.7%, DAX up 0.6%, WTI Crude oil is recently at $50.83, natural gas up 1.9%, gold at $1566 an ounce