Pre-Market IV Report February 26, 2019

Pre-Market IV Report February 26, 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: ASHR DHR IMMU GE BMY DHI NTNX PBI LOW KSS

Options expected to have increasing volume: TSLA CAT LOW HD KHC SJM M HTZ THC DDS MOS TSLA ETSY SHAK

Tesla (TSLA) 30 day option implied volatility is at 45, compared to its 52-week range of 36 to 87 as shares trade lower after SEC requests that a judge holds CEO Musk in contempt in violation of his deal to make material statements on social media.
Caterpillar (CAT) call put ratio 3 calls to 1 put into shares trading lower into downgraded to Sell from Buy at UBS

Straddle prices for stocks expected to report results this week

Mylan (MYL) March weekly 31 straddle priced for move of 8% into the expected release of EPS after the bell on February 26

Palo Alto Networks (PANW) March weekly 235 straddle priced for move of 8% 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

Papa Johns (PZZA) March weekly 42 straddle priced for move of 9% into the expected release of EPS after the bell on February 26

Red Robin (RRGB) March 30 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

Best Buy (BBY) March weekly 60.50 straddle priced for move of 8% into the expected release of EPS before the bell on February 27

American Tower (AMT) March weekly 175 straddle priced for move of 5% into the expected release of EPS before the bell on February 27

Apache (APA) March weekly 175 straddle priced for move of % into the expected release of EPS before the bell on February 27

Campbells Soup (CPB) March weekly 33.50 straddle priced for move of 6% into the expected release of EPS before the bell on February 27

Lowe’s (LOW) March weekly 1000 straddle priced for move of 6% into the expected release of EPS before the bell on February 27

HP Inc (HPQ) March weekly 24 straddle priced for move of 5% into the expected release of EPS on February 27

L Brands (LB) March weekly 27.50 straddle priced for move of 10% into the expected release of EPS on February 27

Gap (GPS) March weekly 25 straddle priced for move of 10% into the expected release of EPS before the bell on February 28

Nordstrom (JWN) March weekly 45 straddle priced for move of 9% into the expected release of EPS after the bell on February 28

Options with increasing volume: ONCE RTRX COMM MTW PODD STMP QURE BERY TWOU

Increasing unusual call option volume: STMP MTW QURE EQIX DOMO FTCH KPTI TUR QD ASHR

Increasing unusual put option volume: RTRX BERY ACHC SHAK WPG HA PWR SE BGS

Popular stocks with increasing unusual: LLY IQ M NIO KHC

Options with decreasing option implied volatility: UNIT PBI FIVE LULU ASHR BSX TIF NKE KHC MDR CTL CELG DB

Active options: GE AAPL BABA AMD NIO BAC FB JD TSLA CSCO NFLX NVDA MU KHC SNAP MSFT M CVE LLY IQ