Pre-Market IV Report February 14, 2020

Pre-Market IV Report February 14, 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: FEYE TECK CCL WLL SPCE DBX DISH CHK WMT TSLA ZM

Options expected to have increasing volume: ROKU EXPE YELP PINS AZN MAT NVDA DDOG RCL NWL IMGN FCAU GM F

Tesla (TSLA) February weekly call option implied volatility is at 77, February is at 71, March is at 61; compared to its 52-week range of 34 to 117 into reports said to price $2B stock offering at $767 per share.
Apple (AAPL) February weekly call option implied volatility is at 22, February is at 21, March is at 22; compared to its 52-week range of 18 to 35 amid reopens five stores in China.

General Motors Co. (GM) 30-day option implied volatility is at 24, compared to its 52-week range of 21 to 38 into Renault lowers 2020 profit outlook and Nissan reports less than expected results.

Ford Motor (F) 30-day option implied volatility is at 26, compared to its 52-week range of 20 to 39 into Renault lowers 2020 profit outlook and Nissan reports less than expected results.

FireEye (FEYE) February weekly call option implied volatility is at 110, February is at 80, March is at 55; compared to its 52-week range of 31 to 57. Call put ratio 11.9 calls to 1 put with focus on February weekly 17 calls.

IQYI (IQ) February weekly call option implied volatility is at 50, February 45, March is at 56; compared to its 52-week range of 39 to 71 as shares trend up amid coronavirus outbreak impacting China digital commerce.

Straddle prices for stocks expected to report quarterly results next week

Melco Resorts (MLCO) February 22 straddle priced for a move of 14% into the expected release of quarter results on before the bell on February 17

Advance Auto Parts (AAP) February 135 straddle priced for a move of 7% into the expected release of quarter results on before the bell on February 18

Agilent (A) February 85 straddle priced for a move of 6% into the expected release of quarter results on after the bell on February 18

Concho Resources (CXO) February 79 straddle priced for a move of 7% into the expected release of quarter results on after the bell on February 18

Devon Energy (DVN) February 23 straddle priced for a move of 8% into the expected release of quarter results on after the bell on February 18

Expeditors (EXPD) February straddle priced for a move of 5% into the expected release of quarter results on before the bell on February 18

Flour (FLR) February 20 straddle priced for a move of 14% into the expected release of quarter results on before the bell on February 18

Groupon (GRPN) February 3 straddle priced for a move of 13% into the expected release of quarter results on after the bell on February 18

Herbal Life (HLF) February 39.50 straddle priced for a move of 8.5% into the expected release of quarter results on after the bell on February 18

Vipshop (VIPS) February 14 straddle priced for a move of 7% into the expected release of quarter results on after the bell on February 18

Walmart (WMT) February 117 straddle priced for a move of 4% into the expected release of quarter results on February 18

Albemarle (ALB) February 90 straddle priced for a move of 8.5% into the expected release of quarter results on February 19

Analog Devices (ADI) February 120 straddle priced for a move of 5% into the expected release of quarter results on February 19

Avis Budget (CAR) February 41 straddle priced for a move of 9% into the expected release of quarter results on February 19

Bausch Health (BHC) February 27.50 straddle priced for a move of 8% into the expected release of quarter results on February 19

Blue Apron (APRN) February 4 straddle priced for a move of 20% into the expected release of quarter results on before the bell on February 19

Cheesecake (CAKE) February 40 straddle priced for a move of 6% into the expected release of quarter results on February 19

Dish Network (DISH) February 40 straddle priced for a move of 9% into the expected release of quarter results on February 19

Garmin (GRMN) February 100 straddle priced for a move of 6.5% into the expected release of quarter results on before the bell on February 19

Hyatt (H) February 87.50 straddle priced for a move of 6% into the expected release of quarter results on after the bell on February 19

Jack in the Box (JACK) February 90 straddle priced for a move of 7% into the expected release of quarter results on February 19

Noble (NE) February 1 straddle priced for a move of 15% into the expected release of quarter results on after the bell on February 19

Petrobras (PBR) February 14.50 straddle priced for a move of 5% into the expected release of quarter results on after the bell on February 19

Zillow (Z) February 51.50 straddle priced for a move of 12.5% into the expected release of quarter results on after the bell on February 19

Farfetch Limited (FTCH) February call option implied volatility is at 45, March is at 85; compared to its 52-week range of 46 to 117. Call put ratio 25 calls to 1 put with focus on March 12 calls.

Voya Financial (VOYA) call put ratio 43 calls to 1 put with focus on March 65 and 70 calls.

Starbucks Corp (SBUX) call put ratio 6 calls to 1 put with focus on February and March 90 calls

Options with decreasing option implied volatility: LK GRUB PTON S UUA BBBY TWTR LYFT TEVA CSCO SHOP UAA
Increasing unusual option volume: AVT FG ELY MEET MYGN FEYE WLL SPCE
Increasing unusual call option volume: FEYE SPCE WLL FG ERIC APO TRP GBX PS FTCH
Increasing unusual put option volume: SYF MYGN NE KNX ZGNX ACM
Popular stocks with increasing unusual: CSCO UBER SBUX KHC ROKU
Active options: TSLA MSFT AAPL BABA AMD CSCO NVDA FB ROKU GE AMZN FEYE SPCE NFLX UBER SBUX TWTR AMAT MU KHC
Global S&P Futures are recently up 3.25 from previous day. Nikkei 225 down 0.5%, DAX up 0.05%, WTI Crude oil is recently at $51.49, natural gas down 1.3%, gold at $1579 an ounce