Pre-Market IV Report February 6, 2019

Pre-Market IV Report February 6, 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: FOSL FIT S EA TSN TPR ATVI SNAP GRUB MHK GM CRON NVAX ZNGA GPRO NIO ZAYO CMG

Options expected to have increasing volume: DIS TWTR GPRO SNAP EA SFLY SWKS APC GM HUM CTSH GOOS TTWO SPOT

Straddle prices for stocks expected to report results this week

NXP Semiconductor (NXPI) February weekly 99 straddle priced for move of 7% into the expected release of EPS after the close on February 6
GoPro (GPRO) February weekly 5 straddle priced for move of 14% into the expected release of EPS today after the bell
Chipotle (CMG) February weekly 527.50 straddle priced for move of 7% into the expected release of EPS on February 6
Zynga (ZNGA) February weekly 4.5 straddle priced for move of 9% into the expected release of EPS on February 6
Humana (HUM) February weekly 305 straddle priced for move of 3% into the expected release of EPS on February 6
Mattel (MAT) February weekly 12.50 straddle priced for move of 12% into the expected release of EPS after the bell on February 7.
Fiserv (FISV) February 85 straddle priced for move of 4.5% into the expected release of EPS after the bell on February 7.
Expedia Group (EXPE) February weekly 126 straddle priced for move of 7% into the expected release of EPS after the bell on February 7.
Kellogg (K) February 60 straddle priced for move of 5.5% into the expected release of EPS before the bell on February 7.

Intercontinental Exchange (ICE) February 77.50 straddle priced for move of 4% into the expected release of EPS after the bell on February 7.

Snap-on (SNA) February 165 straddle priced for move of 7% into the expected release of EPS before the bell on February 7.
Tapestry (TPR) February weekly 39 straddle priced for move of 9% into the expected release of EPS before the bell on February 7.
Yum! Brands (YUM) February weekly 95 straddle priced for move of 5% into the expected release of EPS before the bell on February 7.
CBOE Global Markets (CBOE) February weekly 95 straddle priced for move of 3.5% into the expected release of EPS before the bell on February 8.
Exelon (EXC) February 47 straddle priced for move of 2.5% into the expected release of EPS before the bell on February 8.
Hasbro (HAS) February weekly 92 straddle priced for move of 7% into the expected release of EPS before the bell on February 8.
Phillips 66 (PSX) February weekly 95 straddle priced for move of 3.5% into the expected release of EPS before the bell on February 8.

Increasing unusual option volume: AMRS SUM EOLS DY CERN SIEN CQP CMPR NVAX TGE PAYC
Increasing unusual call option volume: SUM AMRS EOLS TGE PAYC CARS EL CERN ETSY
Increasing unusual put option volume: CERN NCR NVAX FXB SM ADM MYGN SFLY
Popular stocks with increasing volume: SBUX GM SNAP CRON LLY EA ADM SWKS
Options with decreasing option implied volatility: RL STX GOOG GOOGL VIAB BP GILD STX EL
Active options: AAPL GE AMD FB INTC NFLX CRON TSLA BAC MSFT SNAP DIS BABA JD SQ NVDA AMZN GM SBUX