Pre-Market IV Report February 14, 2019

Pre-Market IV Report February 14, 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: ELAN CLDR AZN CF RSX CTL KO SNAP KNX SKT CGC NVAX NLSN YELP KHC CTL WMT

Options expected to have increasing volume: YELP CSCO FOSL NTAP MGM CTL KO CME SVMK AIG

S&P Dep Receipts (SPY) 30-day implied volatility is at 14, compared to its 52-week range of 9 to 34 into Trump weighs 60 day extension to China tariff deadline, Bloomberg reports.

JPMorgan (JPM) February and March call option implied volatility is at 19; compared to its 52-week range of 15 to 40 into announcing the launching its own crypto currency.

Straddle prices for stocks expected to report results this week

XPO Logistics (XPO) February 60 straddle priced for move of 7% into the expected release of EPS before the bell on February 14
Zoetis (ZTS) February 88 straddle priced for move of 5.5% into the expected release of EPS before the bell on February 14
Goose (GOOS) February 59 straddle priced for move of 13% into the expected release of EPS today
AstraZeneca (AZN) February 6.50 straddle priced for move of 3% into the expected release of EPS today
Avon Products (AVP) February 3 straddle priced for move of 15% into the expected release of EPS today
BorgWarner (BWA) February 40 straddle priced for move of 4.5% into the expected release of EPS today
CBS (CBS) February 48.50 straddle priced for move of 4% into the expected release of EPS today
CME Group (CME) February 180 straddle priced for move of 2.5% into the expected release of EPS today
Coca-Cola (KO) February 50 straddle priced for move of 2.5% into the expected release of EPS today
Generac (GNRC) February 50 straddle priced for move of 6% into the expected release of EPS today
Iron Mountain (IRM) February 35 straddle priced for move of 4% into the expected release of EPS today
NVIDIA (NVDA) February 152.50 straddle priced for move of 7% into the expected release of EPS today after the bell
Deere (DE) February 162.50 straddle priced for move of 4% into the expected release of EPS before the bell on February 15
Newell Brands (NWL) February 22 straddle priced for move of 9% into the expected release of EPS before the bell on February 15

PepsiCo (PEP) February 114 straddle priced for move of 2% into the expected release of EPS before the bell on February 15
Yandex (YNDX) February 34 straddle priced for move of 7% into the expected release of EPS before the bell on February 15

Increasing unusual option volume: GNC CRTO SEM LOGM DBD LOCO BLMN IPI CVE QLYS ZNGA ELAN EXTR
Increasing unusual call option volume: SEM DBD HRS BLMN HST JCI LOGM IPI CVE INSM HLT CBRE
Increasing unusual put option volume: GNC ZNGA DLPH EXTR ELAN PKI LLY PPC BWA TMV GRPN
Popular stocks with increasing volume: LLY F ATVI FCX
Active options: AAPL LLY GE MU NFLX FB NVDA ATVI TWTR CSCO BAC AMD SNAP AMZN ZNGA CVE TSLA TWLO FCX F
Options with decreasing option implied volatility: ATVI AKAM TRIP TWLO TEVA AMLP DISH EXEL OXY HLT VALE AAPL UNG COTY PCG