Pre-Market IV Report February 22, 2019

Pre-Market IV Report February 22, 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: UNIT NVAX MDR OSTK AAOI FIT NKE AAOI KHC

Options expected to have increasing volume: KHC WEN FLR ROKU HPE FSLR INTU Z ZG W AN STMP F KHC

Kraft Heinz (KHC) option implied volatility elevated into SEC opens investigation into Kraft accounting, discloses subpoena, cuts its quarterly dividend to 40 cents a share from 62.5 cents

Kraft Heinz (KHC) March call option implied volatility is at 34, April is at 26; compared to its 52-week range of 19 to 38 into SEC opens investigation into Kraft accounting, discloses subpoena, cuts its quarterly dividend to 40 cents a share from 62.5 cents. Call put ratio 1 call to 2.1 puts.

Berkshire Hathaway (BRK/B) February weekly call option implied volatility is at 22, March is at 21; compared to its 52-week range of 13 to 36 into SEC opens investigation into Kraft Heinz (KHC) accounting and EPS release today after the bell.

Straddle prices for stocks expected to report results next week

Delphi (DLPH) March weekly 205 straddle priced for move of 3.5% into the expected release of EPS before the bell on February 25
Dillards (DDS) March weekly 66 straddle priced for move of 12% into the expected release of EPS before the bell on February 25
Lumber Liquidators (LL) March 11.50 straddle priced for move of 15% into the expected release of EPS before the bell on February 25
McDermott (MDR) March 8 straddle priced for move of 18% into the expected release of EPS before the bell on February 25
Mosaic (MOS) March weekly straddle priced for move of 7% into the expected release of EPS on February 25
Rent-A-Center (RCII) March weekly 18 straddle priced for move of 8% into the expected release of EPS on February 25
Shake Shack (SHAK) March weekly 53 straddle priced for move of 9% into the expected release of EPS after the bell on February 25
Tenet Healthcare (THC) March weekly 24 straddle priced for move of 12% into the expected release of EPS before the bell on February 25
AutoZone (AZO) March weekly 905 straddle priced for move of 4% into the expected release of EPS before the bell on February 26
Cheniere Energy (LNG) March weekly 65.50 straddle priced for move of 4% into the expected release of EPS before the bell on February 26
Clovis (CLVS) March 24 straddle priced for move of 18% into the expected release of EPS before the bell on February 26
Cracker Barrel (CBRL) March 170 straddle priced for move of 6% into the expected release of EPS before the bell on February 26
Discovery (DISCA) March 30 straddle priced for move of 7.5% into the expected release of EPS before the bell on February 26
Home Depot (HD) March weekly 192.50 straddle priced for move of 3.5% into the expected release of EPS before the bell on February 26
J.M. Smucker (SJM) March 105 straddle priced for move of 6% into the expected release of EPS before the bell on February 26
Macy’s (M) March weekly 24.50 straddle priced for move of 10% into the expected release of EPS before the bell on February 26
Monster Beverage (MNST) March weekly 59 straddle priced for move of 8% into the expected release of EPS after the bell on February 26
Mylan (MYL) March weekly 31 straddle priced for move of 7.5% into the expected release of EPS after the bell on February 26
Palo Alto Networks (PANW) March weekly 225 straddle priced for move of 8% into the expected release of EPS after the bell on February 26
Papa Johns (PZZA) March weekly 41 straddle priced for move of 8% into the expected release of EPS after the bell on February 26
Red Robin (RRGB) March 35 straddle priced for move of 14% into the expected release of EPS after the bell on February 26
Toll Brother (TOL) March 37.50 straddle priced for move of 6% into the expected release of EPS after the bell on February 26
Weight Watchers (WTW) March weekly 29.50 straddle priced for move of 16% into the expected release of EPS after the bell on February 26

Increasing unusual option volume: AGI EZA MIC BVN NUVA DK CBLK ZG MDY MX CWEN KPTI
Increasing unusual call option volume: AGI MX DK MIC CWEN DERM CFX ALDX GDDY
Increasing unusual put option volume: MIC SM PFF MDY ITT HPE ELAN EPI TRGP I AAOI KNDI Z TXMD
Popular stocks with increasing unusual: CVS PCG KO ROKU LLY COTY PCG KO NWL UNG
Active options: AAPL LLY MSFT FB TSLA NFLX BAC GE AMZN AMD NVDA CVS SNAP ELAN MU PCG KO JD ROKU T