Daily IV Report
Pre-Market IV Report February 28, 2019
Pre-Market IV Report February 28, 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: OSTK TSLA CTL OSTK […]
Pre-Market IV Report February 28, 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: OSTK TSLA CTL OSTK SQ MNST JD ENDP
Options expected to have increasing volume: SQ BOX LB TWNK MNST BKNG FIT UNIT CELG BMY UNH
Celgene (CELG) March weekly call option implied volatility is at 12, March is at 10; compared to its 52-week range of 22 to 57 into Wellington Management Company LLP recently informed the Board of Directors of Bristol-Myers Squibb (BMY) that it is not supportive of the company’s proposed acquisition of Celgene. Call put ratio 1.7 calls to 1 put.
Bristol-Myers Squibb (BMY) March weekly call option implied volatility is at 27, March is at 23; compared to its 52-week range of 17 to 44. Call put ratio 1 call to 1.1 put.
Pharmaceuticals option implied volatility into Wellington says it does not support Bristol-Myers’ acquisition of Celgene
Allergan (AGN) 30-day option implied volatility is at 29; compared to its 52-week range 19 to 42
Amgen (AMGN) 30-day option implied volatility is at 24; compared to its 52-week range 16 to 39
Pfizer (PFE) 30-day option implied volatility is at 17; compared to its 52-week range 13 to 34
Merck (MRK) 30-day option implied volatility is at 16; compared to its 52-week range 14 to 30
Biogen (BIIB) 30-day option implied volatility is at 31; compared to its 52-week range 22 to 45
Eli Lilly (LLY) 30-day option implied volatility is at 24; compared to its 52-week range 16 to 32
Gilead (GILD) 30-day option implied volatility is at 22; compared to its 52-week range 18 to 43
Apple (AAPL) March weekly call option implied volatility is at 21, March is at 19; compared to its 52-week range of 16 to 46 into annual shareholder meeting today.
Straddle prices for stocks expected to report results this week
Gap (GPS) March weekly 25.50 straddle priced for move of 9.5% into the expected release of EPS today before the bell
Nordstrom (JWN) March weekly 45.50 straddle priced for move of 10% into the expected release of EPS today after the bell
Foot Locker (FL) March weekly 59.50 straddle priced for move of 13% into the expected release of EPS before the bell on March 1
Marriott (MAR) March weekly 127 straddle priced for move of 4% into the expected release of EPS before the bell on March 1
Increasing unusual option volume: EPI DY XNET KDP LDOS PRTY FDS IMGN STNE
Increasing unusual call option volume: DY KDP LDOS XNET IVZ AZN SE ONCE DERM INSM IMGN BHF TDOC
Increasing unusual put option volume: EPI MDRX INGN NUS CLDR VSI NIO KDP WTW KOS MNST
Popular stocks with increasing unusual: CHK CVS SQ UNH IMGN KR
Options with decreasing option implied volatility: CPB PANW TOL LOW WTW BBY
Active options: BAC LLY AAPL TSLA NIO AMD SQ JD FB GE BABA CHK TWTR NVDA MU CVS AMZN NFLX MSFT BA