Pre-Market IV Report February 7, 2019

Pre-Market IV Report February 7, 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 YELP VALE ATVI AMLP MET ARRY COTY CLF NVAX GRUB GPRO CMG ARRY VALE

Options expected to have increasing volume: CMG FEYE TWTR GPRO SWKS PM GRUB WWE DNKN HAIN IRBT MTCH HUM CTSH EA ATVI TTWO ZNGA GME IRBT STI BBT

Ishares Msci Germany Etf (EWG) February call option implied volatility is at 11, March is at 13; compared to its 52-week range of 12 to 26 into the EU lowers European growth to 1.3% from 1.9% this year.

Option implied volatility for game publishers as Fortnite takes market share

Activision Blizzard (ATVI) 30 day option implied volatility is at 56; compared to its 52-week range of 24 to 57

Electronic Arts (EA) 30 day option implied volatility is at 37; compared to its 52-week range of 23 to 58
GameStop (GME) 30 day option implied volatility is at 54; compared to its 52-week range of 35 to 86
Take-Two (TTWO) 30 day option implied volatility is at 42; compared to its 52-week range of 28 to 72
Zynga (ZNGA) 30 day option implied volatility is at 63; compared to its 52-week range of 29 to 74
GameStop (GME) 30 day option implied volatility is at 54; compared to its 52-week range of 35 to 86

BB&T (BBT) option implied volatility low into combining with SunTrust Banks (STI) in an all-stock merger

BB&T (BBT) February call option implied volatility is at 16, March is at 17; compared to its 52-week range of 17 to 37 into combining with SunTrust Banks (STI) in an all-stock merger of equals valued at approximately $66B.

SunTrust Banks (STI) February call option implied volatility is at 20, March is at 21; compared to its 52-week range of 17 to 44.

Straddle prices for stocks expected to report results this week

Twitter (TWTR) February weekly 34 straddle priced for move of 12% into the expected release of EPS before the bell on February 7.
Nuance (NUAN) February 16 straddle priced for move of 7% into the expected release of EPS after the bell on February 7.
Penn Gaming (PENN) February 26 straddle priced for move of 7.5% into the expected release of EPS before the bell on February 7.
T-Mobile (TMUS) February weekly 67 straddle priced for move of 4.5% into the expected release of EPS before the bell on February 7.
Tyson (TSN) February weekly 61 straddle priced for move of 4.5% into the expected release of EPS before the bell on February 7.

Hain Celestial (HAIN) February 18 straddle priced for move of 8% into the expected release of EPS before the bell on February 7.

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 127 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 39.50 straddle priced for move of 9% into the expected release of EPS before the bell on February 7.
Yum! Brands (YUM) February weekly 94.50 straddle priced for move of 5% into the expected release of EPS
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 91 straddle priced for move of 8% into the expected release of EPS before the bell on February 8.
Phillips 66 (PSX) February weekly 94.50 straddle priced for move of 4% into the expected release of EPS before the bell on February 8.

Increasing unusual option volume: ELLI ARLO GLAD IPG FBP ELY CALX INGN LH
Increasing unusual call option volume: ALKS FBP CALX XLRE ARRY NYT PAGP GRUB
Increasing unusual put option volume: COTY TTM BABY AMRS LCI CC FGEN FSK MAS EA BGS SONO AMG
Popular stocks with increasing volume: SNAP EA CRON ATVI BMY T VALE
Options with decreasing option implied volatility: SNAP DATA EA SFLY GM CMI SPOT LLY CTSH TTWO DIS DATA SNAP PAA VRTX SLV VXXB MDLZ GLD
Active options: AAPL SNAP GE SNAP TWTR NVDA MU VALE BA FB AMD NFLX DIS IBM AMZN EA CRON ATVI T BABA BMY