Pre-Market IV Report February 19, 2019

Pre-Market IV Report February 19, 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: NVAX FIT BHC WMT NLSN BMY OSTK MDR VKTX CLDR DKS S

Options expected to have increasing volume: WMT CLR MLCO SINA SLCA BLUE DVN MDT BHP HSBC

Novavax (NVAX) March call option implied volatility is at 307, February is at 264; compared to its 52-week range of 62 to 312 into Phase III PREPARE top-line data on ResVax this quarter, a vaccine for infants via maternal immunization. Call put ratio 1 call to 1.7 puts.

Walmart (WMT) February weekly call option implied volatility is at 43, March is at 25, compared to its 52-week range of 15 to 32 into the expected release of EPS on February 19. Call put ratio 1.7 calls to 1 put.

Straddle prices for stocks expected to report results this week
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 34 straddle priced for move of 8.5% into the expected release of EPS after the bell on February 19
Devon Energy (DVN) February weekly 28.50 straddle priced for move of 7.5% 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 92.50 straddle priced for move of 3% into the expected release of EPS before the bell on February 19
Terex (TEX) March 33 straddle priced for move of 10% 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 14 straddle priced for move of 16% into the expected release of EPS before the bell on February 19

Walmart (WMT) February weekly 100 straddle priced for move of 5% into the expected release of EPS before the bell on February 19
Herbalife (HLF) February weekly 56.50 straddle priced for move of 7% 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
Avis Budget (CAR) March 29 straddle priced for move of 9% into the expected release of EPS on February 20
Boston Beer (SAM) March 260 straddle priced for move of 12% into the expected release of EPS after the bell on February 20
CVS Health (CVS) February weekly 69 straddle priced for move of 6% into the expected release of EPS before the bell on February 20
Gannet (GCI) March 12.50 straddle priced for move of 13% into the expected release of EPS before the bell on February 20
Garmin (GRMN) February weekly 71 straddle priced for move of 6% into the expected release of EPS before the bell on February 20
GoDaddy (GDDY) March 72.50 straddle priced for move of 10% into the expected release of EPS on February 20
Southern Co (SO) February weekly straddle priced for move of 2% into the expected release of EPS on February 20
Vale (VALE) February weekly 12.50 straddle priced for move of 4.5 % into the expected release of EPS on February 20
Vipshop (VIPS) February weekly 7 straddle priced for move of 12% into the expected release of EPS before the bell on February 20
Bunge (BG) March 52.50 straddle priced for move of 8% into the expected release of EPS on February 21
Baidu (BIDU) February weekly straddle priced for move of 4.5% into the expected release of EPS after the bell on February 21
Caesars (CZR) February weekly 9 straddle priced for move of 8.5% into the expected release of EPS on February 21
Domino’s Pizza (DPZ) February weekly 280 straddle priced for move of 7% into the expected release of EPS on February 21
Dropbox (DBX) February weekly 25.50 straddle priced for move of 8% into the expected release of EPS after the bell on February 21
First Solar (FSLR) February weekly 49 straddle priced for move of 9% into the expected release of EPS after the bell on February 21

Increasing unusual option volume: AMN BLMN DBD RDN BTG SSNC ELLI DAKT
Increasing unusual call option volume: BLMN DBD ELLI RDN QURE BTG AJRD LOGM FEZ ELAN
Increasing unusual put option volume: AMN AMRS MDR GDDY ASND NWL DAKT DBA
Popular stocks with increasing unusual: EBAY LLY CSCO CGC KO
Options with decreasing option implied volatility: XLNX VALE UNG COTY PCG FOSL YELP CRON TRIP UA UAA GOOS TWLO
Active options: NVDA BAC AAPL AMD FB MU GE MU GE NFLX AMZN KO BABA TSLA MSFT INTC T CGC JPM CSCO EBAY LLY