Pre-Market IV Report February 18, 2020

Pre-Market IV Report February 18, 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: SPCE DBX DISH CHK WMT DISH AMRN SDC INO TECK ZM CIEN

Options expected to have increasing volume: AAPL MU QCOM SWKS LITE OLED A AAP CXO ECL MDT WMT ADI DISH MOS GRMN

Apple (AAPL) February call option implied volatility is at 19, March is at 22; compared to its 52-week range of 18 to 35 into warns revenue will be lower than expected.

Walmart (WMT) February call option implied volatility is at 39, March is at 22; compared to its 52-week range of 13 to 30 into an investment community meeting today.

Radware Ltd. (RDWR) February call option implied volatility is at 15, March is at 16; compared to its 52-week range of 16 to 42 into an investor meeting on February 20.

Hasbro (HAS) February call option implied volatility is at 25, March is at 24; compared to its 52-week range of 20 to 45 into investor meeting on February 21 at New York Toy Fair 2020.

Mattel (MAT) February call option implied volatility is at 34, March is at 35; compared to its 52-week range of 36 to 71 into investor meeting on February 21 at New York Toy Fair 2020.

Amazon (AMZN) February call option implied volatility is at 19, March is at 22; compared to its 52-week range of 17 to 34 into founder Jeff Bezos commits $10B to climate fund.

Citigroup (C) February call option implied volatility is at 18, May is at 20 ; compared to its -week range of 18 to 33 into hosting an investor day on May 13.

Straddle prices for stocks expected to report quarterly results this week

Advance Auto Parts (AAP) February 135 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell

Agilent (A) February 85 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell

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

Devon Energy (DVN) February 23 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell

Expeditors (EXPD) February 75 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell

Flour (FLR) February 19.50 straddle priced for a move of 13% into the expected release of quarter results today before the bell

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

Herbal Life (HLF) February 39.50 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell

Vipshop (VIPS) February 14 straddle priced for a move of 5% into the expected release of quarter results today after the bell

Walmart (WMT) February 118 straddle priced for a move of 4% into the expected release of quarter results today

Albemarle (ALB) February 90 straddle priced for a move of 7% into the expected release of quarter results on February 19

Analog Devices (ADI) February 119 straddle priced for a move of 4% 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 28 straddle priced for a move of 6% 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 9.5% into the expected release of quarter results on February 19

Garmin (GRMN) February 100 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 19

Hyatt (H) February 87.50 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 19

Jack in the Box (JACK) February 90 straddle priced for a move of 7.5% 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 after the bell on February 19

Petrobras (PBR) February 14.50 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on February 19

Zillow (Z) February 52 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 19

AKS Steel (AKS) February 3 straddle priced for a move of 10% into the expected release of quarter results before the bell on February 20

Cleveland Cliff (CLF) February 7.5 straddle priced for a move of 8% into the expected release of quarter results before the bell on February 20

Dominos Pizza (DPZ) February 290 straddle priced for a move of 6% into the expected release of quarter results February 20

Dropbox (DBX) February 18.50 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 20

Fastly (FSLY) February 23 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 20

Hormel (HRL) February 48.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 20

Intelsat (I) February 3 straddle priced for a move of 23% into the expected release of quarter results February 20

Nabors (NBR) February 2 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 20

Norwegian Cruise Lines (NCLH) February 52.50 straddle priced for a move of 5% into the expected release of quarter results on February 20

Vale (VALE) February 12 straddle priced for a move of 4% into the expected release of quarter results on February 20

ViacomCBS (VIAC) February 35 straddle priced for a move of 6% into the expected release of quarter results on February 20

Berkshire Hathaway (BRK/B) February 225 straddle priced for a move of 1% into the expected release of quarter results on February 21

Deere (DE) February 167 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 21

Options with decreasing option implied volatility: TWTR SPIKE BBBY UAA S LK GOOS GRUB SKX
Increasing unusual option volume: AVT FG ELY MEET MYGN ERIC SYF
Increasing unusual call option volume: FG ERIC APO TRP GBX PS ZGNX PLT JNPR PETQ
Increasing unusual put option volume: SYF MYGN KNX NE ZGNX ACM SOXS
Popular stocks with increasing unusual: CGC NIO TEVA ROKU
Active options: ROKU AAPL NVDA TSLA MSFT SPCE AMD AMZN CGC BABA NIO UBER FB TEVA DXC BA CSCO MU NFLX BAC
Global S&P Futures are recently down 14.25 from previous day. Nikkei 225 down 1.4%, DAX down 0.6%, WTI Crude oil is recently at $51.35, natural gas up 6%, gold at $1591 an ounce