Pre-Market IV Report February 20, 2020

Pre-Market IV Report February 20, 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: DBX ZM PLUG SPCE Z CHK GRPN CHK SDC DEAC CLDR FIT CSIQ

Options expected to have increasing volume: SPCE TSLA SDC DPZ VIAC NCLH AKS STMP SDC Z IMAX CAR TEVA LOPE SAM JACK

Tesla (TSLA) February call option implied volatility is at 73, March is at 73; compared to its 52-week range of 34 to 117 as shares close above $917.

SmileDirectClub (SDC) February call option implied volatility is at 115, March is at 121; compared to its 52-week range of 59 to 137 is expected to release results on February 25. Call put ratio 1.4 calls to 1 put.

Virgin Galactic Holdings (SPCE) February call option implied volatility is at 270, March is at 212; compared to its 26-week range of 39 to 209 as Richard Branson’s spaceship company’s share price has wide price movement. Call put ratio 1.6 calls to 1 put with focus on February calls and puts.

Plug Power (PLUG) February option implied volatility is at 207, March is at 188; compared to its 52-week range of 54 to 106 as shares rally. Call put ratio 12 calls to 1 put with focus on February 5 and 6 calls.

Uber & Lyft IV low

Uber (UBER) February weekly call option implied volatility is at 35, March is at 34; compared to its 52-week range of 38 to 82. Call put ratio 3.6 calls to 1 put.

Lyft (LYFT) February call option implied volatility is at 41, March is at 40; compared to its 52-week range of 38 to 79. Call put ratio 3 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

AKS Steel (AKS) February 3 straddle priced for a move of 12% into the expected release of quarter results today before the bell

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

Dominos Pizza (DPZ) February 297.5 straddle priced for a move of 5.5% into the expected release of quarter results today

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

Fastly (FSLY) February 24 straddle priced for a move of 13% 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 today before the bell

Intelsat (I) February 4 straddle priced for a move of 16% into the expected release of quarter results today

Nabors (NBR) February 2.5 straddle priced for a move of 13.5% into the expected release of quarter results today after the bell

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

Vale (VALE) February 12 straddle priced for a move of 3% into the expected release of quarter results today

ViacomCBS (VIAC) February 36 straddle priced for a move of 6.5% into the expected release of quarter results today

Deere (DE) February 165 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 21

Option Implied Volatility for Beverage Providers into Boston Beer (SAM) quarter results

Boston Beer (SAM) February option implied volatility is at 105, March is at 45; compared to its 52-week range of 27 to 55.
AB InBev (BUD) 30-day option implied volatility is at 28; compared to its 52-week range of 15 to 31
Molson Coors (TAP) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 39
Constellation Brands (STZ) 30-day option implied volatility is at 20; compared to its 52-week range of 18 to 38
PepsiCo (PEP) 30-day option implied volatility is at 14; compared to its 52-week range of 12 to 23
The Coca-Cola Co (KO) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 23
Monster Beverage (MNST) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 45

Options with decreasing option implied volatility: ENPH SPIKE BBBY UAA S YELP
Increasing unusual option volume: KOS NERV CAKE SEE GRPN ING Z GRPN SDC
Increasing unusual call option volume: NERV SPCE GRPN ACM NLSN AAWW TAN ING Z SDC PLUG
Increasing unusual put option volume: KOS GRPN DT SPCE ACM SEDG ZNGA Z CB CAKE
Popular stocks with increasing unusual: GE SPCE LK NIO ROKU ACB PLUG
Active options: TSLA AMD AAPL SPCE NVDA MSFT NIO ROKU TEVA BABA AMZN FB ACB SQ GRPN LK PLUG MU NFLX TWTR GE ACB
Global S&P Futures are recently down 3.25 from previous day. Nikkei 225 up 0.1%, DAX down 0.2%, WTI Crude oil is recently at $53.67, natural gas down 0.1%, gold at $1611 an ounce