Pre-Market IV Report February 15, 2019

Pre-Market IV Report February 15, 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: PEP EXAS RCII BX NP WYNN CIEN VKTX CLDR SFIX DKS DG

Options expected to have increasing volume: NVDA DE XPO CBS AMAT FB CGC

Apple (AAPL) February call option implied volatility is at 22, March is at 23; compared to its 52-week range of 16 to 46.

Walmart (WMT) February weekly call option implied volatility is at 39, March is at 27; compared to its 52-week range of 15 to 32 into the expected release of EPS before the bell on February 19.

Straddle prices for stocks expected to report results next week

Continental Resources (CLR) February weekly 45 straddle priced for move of 7% into the expected release of EPS after the bell on February 18
Melco Resorts (MLCO) March 21 straddle priced for move of 11% into the expected release of EPS before the bell on February 18
Sina (SINA) March 60 straddle priced for move of 11% into the expected release of EPS before the bell on February 18
Advance Auto Parts (AAP) March 170 straddle priced for move of 8% into the expected release of EPS before the bell on February 19
Bluebird Bio (BLUE) March 135 straddle priced for move of 12% into the expected release of EPS after the bell on February 19
Cooper Tire (CTB) March 33 straddle priced for move of 8% into the expected release of EPS after the bell on February 19
Devon Energy (DVN) February weekly 27.50 straddle priced for move of 7% into the expected release of EPS after the bell on February 19
Ecolab (ECL) February weekly 162.50 straddle priced for move of 3% into the expected release of EPS before the bell on February 19
Medtronic (MDT) February weekly 91 straddle priced for move of 3.5% into the expected release of EPS before the bell on February 19
Terex (TEX) March straddle priced for move of 9% into the expected release of EPS before the bell on February 19
Texas Roadhouse (TXRH) March 65 straddle priced for move of 10% into the expected release of EPS after the bell on February 19
Tile Shop (TTS) March 7.50 straddle priced for move of 16% into the expected release of EPS before the bell on February 19
U S Silica (SLCA) March straddle priced for move of 16% into the expected release of EPS before the bell on February 19
Walmart (WMT) February weekly 98.50 straddle priced for move of 4.5% into the expected release of EPS before the bell on February 19
Boston Beer (SAM) March 270 straddle priced for move of 10% into the expected release of EPS after the bell on February 20
Agilent Technology (A) March 77.50 straddle priced for move of 8% into the expected release of EPS after the bell on February 20

Increasing unusual option volume: BMY CTL EA ATVI KO PAGP ETH AMN SIX SNBR VRNT
Increasing unusual call option volume: PAGP THS DXC SIX ELAN IQV YETI VNDA AXL R LOGM
Increasing unusual put option volume: SNBR DO ELAN MLCO YETI FCG DLR KO LLY SVMK
Options with decreasing option implied volatility: YELP CTL NTAP CSCO YELP AIG MGM COTY SKX YELP FOSL MHK EXEL TRIP UAA UA TWLO ARWR SPWR
Active options: AAPL LLY GE NVDA KO BAC AMD MU CSCO FB NFLX BMY AMZN TSLA INTC CTL BABA MSFT EA ATVI