Pre-Market IV Report February 5, 2020

Pre-Market IV Report February 5, 2020

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 over looked information.

Options with increasing option implied volatility: DIS TSLA TUP CMG ANF ZM JWN DLTR TGT URBN KSS KR COST S KHC PTON TWTR SNAP EBAY I S SDC

Options expected to have increasing volume: GILD F PLT CMG TSLA MTCH DIS SNAP TTWO SIRI NKE M MRK STK GM GRUB SPOT PTON

Tesla (TSLA) February weekly call option implied volatility is at 139, February is at 120; compared to its 52-week range of 34 to 116.

The “FANG’ stocks option implied volatility flat as share prices at upper end of range

Facebook (FB) February weekly call option implied volatility is at 30, February is at 26; compared to its 52-week range of 21 to 40.
Apple (AAPL) February weekly call option implied volatility is at 25, February is at 24; compared to its 52-week range of 18 to 35.
Netflix (NFLX) February weekly call option implied volatility is at 42, February is at 34; compared to its 52-week range of 27 to 58.
Alphabet (GOOG) February weekly call option implied volatility is at 20, February is at 20; compared to its 52-week range of 14 to 34.

Uber and Lyft IV, volume and share price increase into EPS

Uber (UBER) February weekly call option implied volatility is at 120, February is at 63; compared to its 52-week range of 37 to 83 into the expected release of quarter results after the bell on February 6. Call put ratio 3.9 calls to 1 put.

Lyft (LYFT) February weekly (7) call option implied volatility is at 65, February weekly (14) is at 83, February is at 66; compared to its 52-week range of 38 to 79 into the expected release of quarter results on February 11.

Twitter (TWTR) February call option implied volatility is at 144, February is at 67; compared to its 52-week range of 27 to 68 into the expected release of quarter results before the bell on February 6. Call put ratio 2 calls to 1 put with focus on February weekly 34 calls.

eBay (EBAY) February weekly option implied volatility is at 70, February is at 37; compared to its 52-week range of 19 to 36 into Intercontinental Exchange (ICE) confirms approaching eBay for possible partnership.

S&P Dep Receipts (SPY) IV low into Carrie Lam at press conference without coronavirus mask

S&P Dep Receipts (SPY) February weekly call option implied volatility is at 16, February is at 14; compared to its 52-week range of 10 to 23 into Carrie Lam the Chief Executive of Hong Kong showed up at press conference without her coronavirus mask on.

Carrie Lam the Chief Executive of Hong Kong showed up at press conference without her coronavirus mask on

Novavax (NVAX) February call option implied volatility is at 152, March is at 166; compared to its 52-week range of 85 to 350

Lakeland Industries (LAKE) February call option implied volatility is at 72, March is at 72; compared to its 52-week range of 36 to 141

Alpha Pro Tech Ltd. (APT) February call option implied volatility is at 176, March is at 134; compared to its 52-week range of 40 to 208

Inovio Pharma (INO) February call option implied volatility is at 165, March is at 155; compared to its 52-week range of 58 to 232

iShares China Large-Cap (FXI) 30-day call option implied volatility is at 24; compared to its 52-week range of 15 to 28

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day call option implied volatility is at 29; compared to its 52-week range of 17 to 36

Huazhu Group (HTHT) February call option implied volatility is at 41, March is at 40; compared to 52-week range of 33 to 62 into Carrie Lam the Chief Executive of Hong Kong showed up at press conference without her coronavirus mask on.

Marriott (MAR) February weekly call option implied volatility is at 30, February is at 26; compared to its 52-week range of 17 to 35

Hilton (HLT) February call option implied volatility is at 31, March is at 29; compared to its 52-week range of 18 to 31

Royal Caribbean Cruises (RCL) February weekly call option implied volatility is at 41, February is at 30; compared to its 52-week range of 20 to 39

Carnival Cruise Lines (CCL) February weekly call option implied volatility is at 35, February is at 33; compared to its 52-week range of 18 to 36

Norwegian Cruise Line (NCLH) February call option implied volatility is at 37, March is at 32; compared to its 52-week range of 20 to 40

Yum China (YUMC) February call option implied volatility is at 40, March is at 36; compared to its 52-week range of 22 to 50
Luckin Coffee Inc. (LK) February weekly call option implied volatility is at 131, February is at 111; compared to its 52-week range of 53 to 140

Alibaba (BABA) February weekly call option implied volatility is at 37, February is at 36; compared to its 52-week range of 22 to 43

United Airlines (UAL) February weekly call option implied volatility is at 29, February is at 26; compared to its 52-week range of 20 to 35

Delta (DAL) February weekly call option implied volatility is at 38, February is at 29; compared to its 52-week range of 20 to 34

Southwest Airlines (LUV) February weekly call option implied volatility is at 24, February is at 22; compared to its 52-week range of 18 to 35

American Airlines (AAL) February weekly call option implied volatility is at 40, February is at 37; compared to its 52-week range of 29 to 48

Alaska Air Group (ALK) February call option implied volatility is at 22, March is at 23; compared to its 52-week range of 21 to 36

Macy’s (M) February weekly call option implied volatility is at 115, February is at 60; compared to its 52-week range of 31 to 75 into announcing plans to close 125 stores over 3 years.

Straddle prices for stocks expected to report quarterly results this week

Cognizant (CTSH) February weekly 63.50 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell

FireEye (FEYE) February weekly 16 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell

GoPro (GPRO) February weekly 4 straddle priced for a move of 17% into the expected release of quarter results today after the bell

GrubHub (GRUB) February weekly 56 straddle priced for a move of 14% into the expected release of quarter results today after the bell

IRobot (IRBT) February weekly 48 straddle priced for a move of 17% into the expected release of quarter results today after the bell

Nuance (NUAN) February 19 straddle priced for a move of 7% into the expected release of quarter results today after the bell

Peloton (PTON) February weekly 33.50 straddle priced for a move of 15.5% into the expected release of quarter results today after the bell

Qualcomm (QCOM) February weekly 89 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell

Skechers (SXK) February weekly 38 straddle priced for a move of 13% into the expected release of quarter results today

Spirit Airlines (SAVE) February 42.50 straddle priced for a move of 9.5% into the expected release of quarter results today after the bell

Tapestry (TPR) February weekly 27 straddle priced for a move of 11% into the expected release of quarter results today

Twillio (TWLO) February weekly 132 straddle priced for a move of 9.5% into the expected release of quarter results today after the bell

Yum China Holding (YUMC) February 45 straddle priced for a move of 8% into the expected release of quarter results today

Zynga (ZNGA) February weekly 6 straddle priced for a move of 9.5% into the expected release of quarter results today

Activision Blizzard (ATVI) February weekly 59 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 76

Baidu (BIDU) February weekly 131 straddle priced for a move of 2.5% into the expected release of quarter results after the bell on February 6

Becton Dickenson (BDX) February weekly 285 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on February 6

Bristol Myers Squibb (BMY) February weekly 64 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 6

Cardinal Health (CAH) February weekly 52 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 6

CDW (CDW) February 136 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on February 6

Cigna (CI) February weekly 197 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 6

Columbia Sportswear (COLM) February 95 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 6

Estee Lauder (EL) February 200 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 6

Fiat Chrysler (FCAU) February 13 straddle priced for a move of 5% into the expected release of quarter results on February 6

Goodyear Tire (GT) February weekly 13 straddle priced for a move of 3% into the expected release of quarter results on February 6

Hain Celestial (HAIN) February 24 straddle priced for a move of 8% into the expected release of quarter results on February 6

Penn National Gaming (PENN) February 32 straddle priced for a move of 9.5% into the expected release of quarter results on February 6

Pinterest (PINS) February weekly 22.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on February 6

Spirit Aero Systems (SPR) February 65 straddle priced for a move of 8% into the expected release of quarter results on February 6

Take-Two Interactive (TTWO) February weekly 127 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 6

Twitter (TWTR) February weekly 34 straddle priced for a move of 10.50% into the expected release of quarter results before the bell on February 6

Tyson (TSN) February weekly 34 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 6

Uber (UBER) February weekly 38.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 6

Verisign (VRSN) February 210 straddle priced for a move of 5.5% into the expected release of quarter results on February 6

Yum! Brands (YUM) February weekly 107 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on February 7

AbbVie (ABBV) February weekly 85 straddle priced for a move of 4.5%into the expected release of quarter results before the bell on February 7

Options with decreasing option implied volatility: INTC XLNX BBBY BP MDLZ AIMT EXTR ALGN CRUS FLEX GE EA GLW RL
Increasing unusual option volume: LIT NAV ABB PRDO LAUR NEWR EGHT OI
Increasing unusual call option volume: NAV ABB LIT EGHT ATI TXT NEWR PENN
Increasing unusual put option volume: TV FISV MTDR NAV ICE XBIT PENN INO
Popular stocks with increasing unusual: GILD F TEVA DIS FCX
Active options: TSLA AAPL DIS MSFT SNAP FB AMD NIO TEVA BABA AMZN NFLX LK F BAC FCX GILD UBER SQ BYND
Global S&P Futures are recently up 16.25 from previous day. Nikkei 225 up 1%, DAX up 0.7%, WTI Crude oil is recently at $50.50, natural gas down 1.1%, gold at $1559 an ounce