Pre-Market IV Report February 27, 2019

Pre-Market IV Report February 27, 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.​
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Options with increasing option implied volatility: AAOI SGMS INFN ROKU FND CPB MYL ACB NIO SRPT WTW ACB LOW JWN​

Options expected to have increasing volume: PANW BBY AMT TJX CPB MYL DF WTW LOW SHAK​
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Weight Watchers (WTW) option implied volatility elevated into less than expected guidance ​

Weight Watchers (WTW) March weekly call option implied volatility is at 239, March is at 114; compared to its 52-week range of 34 to 95. Call put ration 1 call to 1.15 puts into shares selling off on less than expected guidance. ​
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General Electric (GE) March weekly call option implied volatility is at 55, March is at 37; compared to its 52-week range of 22 to 72 into CEO Lawrence Culp said in a letter to shareholders GE has too much debt and needs to reduce it “thoughtfully and soon.” ​
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Straddle prices for stocks expected to report results this week ​

L Brands (LB) March weekly 27.50 straddle priced for move of 10% into the expected release of EPS on February 28​
Gap (GPS) March weekly 25 straddle priced for move of 10% into the expected release of EPS today before the bell ​
Nordstrom (JWN) March weekly 45.50 straddle priced for move of 9% into the expected release of EPS today after the bell ​
Edison International (EIX) March 60 straddle priced for move of 7% into the expected release of EPS after the bell on February 28​
NRG Energy (NRG) March weekly 41.50 straddle priced for move of 5% into the expected release of EPS before the bell on February 28​
Foot Locker (FL) March weekly 59 straddle priced for move of 10% into the expected release of EPS before the bell on March 1​
Marriott (MAR) March weekly 129 straddle priced for move of 4.5% into the expected release of EPS before the bell on March 1​

Increasing unusual option volume: FDS KDP VSI MNK PLNT VSM KSA RRGB​
Increasing unusual call option volume: BGS KDP KSA INFN ETSY PLNT NEE KBR LSCC DDS ELAN​
Increasing unusual put option volume: MNK VSI PLNT RRGB DDS LB MRNS BERY​
Popular stocks with increasing unusual: NIO T ELAN KHC JD LLY​
Options with decreasing option implied volatility: NIO PBI S BB FIVE CPB LULU ASHR CAN M SHAK AZO THC MNK HD​
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