Pre-Market IV Report February 4, 2019

Pre-Market IV Report February 4, 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: EMB LQD GPRO SYY APHA ACB ZAYO NVAX CRON SNAP LB CRON FL TNDM WTW ARNC BBY SPLK CAH TSN NIO ZNGA TWLO

Options expected to have increasing volume: GOOGL GOOG GILD STX DIS BP EA XRX CMG GM SPOT PZZA

Alphabet (GOOG) February weekly call option implied volatility is at 45, February is at 36; compared to its 52-week range of 17 to 41 into the expected release of EPS today after the market close. Call put ratio 1.8 calls to 1 put.

Alphabet (GOOGL) February weekly call option implied volatility is at 45, February is at 36; compared to its 52-week range of 18 to 41. Call put ratio 2.2 calls to 1 put.

Large Pharmaceuticals option implied volatility into President Trump State of Union Address

Pfizer (PFE) 30-day call option implied volatility is at 19, compared to its 52-week range of 13 to 34 into President Trump State of Union Address.
Merck (MRK) 30-day call option implied volatility is at 16, compared to its 52-week range of 14 to 30.
Bristol-Myers (BMY) 30-day call option implied volatility is at 36, compared to its 52-week range of 16 to 49.
Johnson & Johnson (JNJ) 30-day call option implied volatility is at 19, compared to its 52-week range of 12 to 34.
GlaxoSmithKline (GSK) 30-day call option implied volatility is at 23, compared to its 52-week range of 14 to 30. Call put ratio 2.8 calls to 1 put.
AstraZeneca (AZN) 30-day call option implied volatility is at 29, compared to its 52-week range of 17 to 32.

Straddle prices for stocks expected to report results this week

Alphabet (GOOG) February weekly 1120 straddle priced for move of 5% into the expected release of EPS after the bell on February 4

Arconic (ARNC) February weekly 18.50 straddle priced for move of 7.5% into the expected release of EPS on February 4
Clorox (CLX) February weekly 150 straddle priced for move of 4.5% into the expected release of EPS before the open on February 4

Gilead (GILD) February weekly 70 straddle priced for move of 5.5% into the expected release of EPS after the bell on February 4

Seagate (STX) February weekly 45 straddle priced for move of 9% into the expected release of EPS after the bell on February 4
Sysco (SYY) February weekly 64 straddle priced for move of 6% into the expected release of EPS before the open on February 4
Allstate (ALL) February 90 straddle priced for move of 4% into the expected release of EPS after the bell on February 5
Archer-Danial’s (ADM) February weekly 45 straddle priced for move of 4% into the expected release of EPS before the open on February 5
Ashland (ASH) February weekly 75 straddle priced for move of 6.5% into the expected release of EPS after the bell on February 5
Becton Dickinson (BDX) February weekly 250 straddle priced for move of 3.5% into the expected release of EPS before the open on February 5

Chubb (CB) February 135 straddle priced for move of 3% into the expected release of EPS after the bell on February 5

Container Store (TCS) February 7 straddle priced for move of 18% into the expected release of EPS after the bell on February 5

Electronic Arts (EA) February weekly 91.50 straddle priced for move of 8.5% into the expected release of EPS after the bell on February 5

Ralph Lauren (RL) February weekly 116 straddle priced for move of 7.5% into the expected release of EPS before the open on February 5
Shutterfly (SFLY) February 45 straddle priced for move of 11% into the expected release of EPS after the bell on February 5
Skyworks (SWKS) February weekly 74 straddle priced for move of 7% into the expected release of EPS after the bell on February 5
Spirit Airlines (SAVE) February 60 straddle priced for move of 7% into the expected release of EPS after the bell on February 5
SNAP (SNAP) February weekly 7 straddle priced for move of 15% into the expected release of EPS after the bell on February 5

Twenty-First Century Fox (FOX) February 49 straddle priced for move of 3% into the expected release of EPS on February 5

Increasing unusual option volume: NOV LPLA VNQ EGHT NYCB TCBI RL ATTU BHVN TUP
Increasing unusual call option volume: NOV NYCB LPLA EGHT DECK RL ATTU ZYNE
Increasing unusual put option volume: NOV TUP OHI VNQ ICPT SWN RL ITW FSK WU
Popular stocks with increasing volume: CRON SNAP NOV BABA XOM
Active options: GE AAPL FB AMZN BAC AMD NVDA TSLA INTC MSFT NFLX MU CRON EBAY SNAP XOM BABA NOV BA WMT