Pre-Market IV Report February 7, 2020

Pre-Market IV Report February 7, 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: UBER LYFT SHAK PBYI S KHC CHK DBX SHOP PINS ATVI GILD PTLA ENPH ZM ANF URBN GILD AEO KSS HBI

Options expected to have increasing volume: PINS ACB CS UBS DB UBER LYFT NOK ERIC SKX MGEN SYNA COLM ATVI

Tesla (TSLA) February weekly call option implied volatility is at 105, February is at 101; compared to its 52-week range of 34 to 117.

S&P Dep Receipts (SPY) February weekly call option implied volatility is at 14, February is at 12; compared to its 52-week range of 12 to 22 into January employment report.

Lyft (LYFT) February weekly (7) call option implied volatility is at 95, February weekly (14) is at 97, February is at 72; compared to its 52-week range of 38 to 79 into the expected release of quarter results on February 11. Call put ratio 1.4 calls to 1 put.

Kraft Heinz (KHC) February weekly (7) call option implied volatility is at 24, February (14) is at 70, February is at 54; compared to its 52-week range of 20 to 51 into the expected release of quarter results on February 13. Call put ratio 1 call to 1 put.

Straddle prices for stocks expected to report quarterly results next week

Aurora Cannabis (ACB) February weekly 2 straddle priced for a move of 18% into the expected release of quarter results on February 10

Avaya (AVYA) February 12.50 straddle priced for a move of 15% into the expected release of quarter results before the bell on February 10

Groupon (GRPN) February weekly 3 straddle priced for a move of 12.5% into the expected release of quarter results on February 130

Southern Copper (SCCO) February weekly 40 straddle priced for a move of 5.5% into the expected release of quarter results on February 10

XPO Logistics (XPO) February weekly 95 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 10

Akamai (AKAM) February weekly 97 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 11

AutoNation (AN) February weekly 43 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 11

Dish Network (DISH) February weekly 37 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on February 11

Fossil Group (FOSL) February weekly 6.5 straddle priced for a move of 21% into the expected release of quarter results on February 12

Goodyear Tire (GT) February weekly 13.50 straddle priced for a move of 8% into the expected release of quarter results on February 11

Hasbro (HAS) February weekly 102 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on February 11

Hilton (HLT) February weekly 110 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on February 11

Lyft (LYFT) February weekly 47.50 straddle priced for a move of 11.5% into the expected release of quarter results after the bell on February 11

NCR (NCR) February 34 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 11

Under Armour (UA) February weekly 18.50 straddle priced for a move of 11% into the expected release of quarter results before the bell on February 11

Barrick Gold (GOLD) February weekly 18.50 straddle priced for a move of 4.5%% into the expected release of quarter results on February 12

Canada Goose (GOOS) February weekly 33.50 straddle priced for a move of 14.5% into the expected release of quarter results on February 12

Canopy Growth (CGC) February weekly 21 straddle priced for a move of 11% into the expected release of quarter results on February 12

Cisco (CSCO) February weekly 48.50 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 12

CME Group (CME) February weekly 212 straddle priced for a move of 3.5% into the expected release of quarter results on February 12

CVS Health (CVS) February weekly 71 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 12

Kinross Gold (KGC) February weekly 5 straddle priced for a move of 6% into the expected release of quarter results on February 12

Marathon Oil (MRO) February weekly 12 straddle priced for a move of 6% into the expected release of quarter results on February 12

MGM Resorts (MGM) February weekly 32.50 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 12

Molson Coors (TAP) February weekly 57.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 12

NetApp (NTAP) February weekly 58 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on February 12

Shopify (SHOP) February weekly 472 straddle priced for a move of 9% into the expected release of quarter results before the bell on February 12

Teva (TEVA) February weekly 12 straddle priced for a move of 12% into the expected release of quarter results on February 12

TripAdvisor (TRIP) February weekly 29 straddle priced for a move of 12 % into the expected release of quarter results after the bell on February 12

Sprint (S) February weekly call option implied volatility is at 88, February is at 136, March at 160; compared to its 52-week range of 28 to 144 amid proposed merger with T-Mobile (TMUS). Call put ratio 4 calls to 1 put.

T-Mobile (TMUS) February weekly call option implied volatility is at 44, February is at 21; compared to its 52-week range of 18 to 35 amid proposed merger with Sprint (S).

Credit Suisse (CS) call put ratio 297 calls to 1 put into CEO Thiam steps down, Gottstein to become new CEO.

Options with decreasing option implied volatility: QCOM DB I XLNX INTC ON BIIB COTY GRUB SNAP ANGI TWTR MTCH FEYE PTON
Increasing unusual option volume: PINS CHNG I BLNK GLUU BX ZNGA IBM UIS WWE
Increasing unusual call option volume: ATVI CHNG CS BX FSCT ACM DXC IBM ZNGA MDP
Increasing unusual put option volume: GLUU I CHNG DNR PENN SKX ZEN HDB
Popular stocks with increasing unusual: SNAP BX DIS TSN
Active options: TSLA TWTR MSFT IBM BA UBER AMD GILD BX MU I GE QCOM DIS NIO TEVA LK SNAP AMZN
Global S&P Futures are recently down 4.05 from previous day. Nikkei 225 down 0.1%, DAX down 0.3%, WTI Crude oil is recently at $51.07, natural gas down 0.01%, gold at $1569 an ounce