Pre-Market IV Report February 8, 2019

Pre-Market IV Report February 8, 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 expected to have increasing volume: HAS MAT EXPE COTY SKX MHK NUAN COLM PBR

Options with increasing option implied volatility: MDR ANF NWL URBN CIEN DLTR KR BIIB TGT NVAX SKX KHC FIT NIO COTY ZAYO HAS MAT

iShares China Large-Cap (FXI) option implied volatility low into USA China trade talks

iShares China Large-Cap (FXI) February call option implied volatility is at 19, March is at 21; compared to its 52-week range of 17 to 33 into USA China trade talks

Alibaba (BABA) February call option implied volatility is at 29, March is at 32; compared to its 52-week range of 25 to 58.

Straddle prices for stocks expected to report results next week

Baidu (BIDU) February 170 straddle priced for move of 5.5% into the expected release of EPS after the bell on February 11
Fossil (FOSL) February 15.50 straddle priced for move of 19% into the expected release of EPS after the bell on February 11
Louisiana-Pacific (LPX) February 24 straddle priced for move of 4% into the expected release of EPS before the bell on February 13
Activision Blizzard (ATVI) February 44 straddle priced for move of 9% into the expected release of EPS after the bell on February 12
Akamai (AKAM) February 66.50 straddle priced for move of 8.5% into the expected release of EPS after the bell on February 12
Barrick Gold (GOLD) February 13.50 straddle priced for move of 4% into the expected release of EPS on February 12

Groupon (GRPN) February 3.5 straddle priced for move of 15% into the expected release of EPS after the bell on February 13

Molson Coors Brewing (TAP) February straddle priced for move of 7% into the expected release of EPS before the bell on February 12
Shopify (SHOP) February straddle priced for move of 8% into the expected release of EPS before the bell on February 12
Terex (TEX) February 31 straddle priced for move of 8% into the expected release of EPS before the bell on February 12
TripAdvisor (TRIP) February 59 straddle priced for move of 12% into the expected release of EPS after the bell on February 13
Under Armour (UAA) February 20.50 straddle priced for move of 10% into the expected release of EPS on February 12
Applied Materials (AMAT) February 40 straddle priced for move of 4.5% into the expected release of EPS on February 13
AstraZeneca (AZN) February 37 straddle priced for move of 2.5% into the expected release of EPS on February 14
Avon Products (AVP) February 2.5 straddle priced for move of 15% into the expected release of EPS on February 13
BorgWarner (BWA) February 39 straddle priced for move of 5% into the expected release of EPS before the bell on February 14
CBS (CBS) February 49 straddle priced for move of 5% into the expected release of EPS after the bell on February 13
CME Group (CME) February 177.50 straddle priced for move of 3% into the expected release of EPS before the bell on February 13
Coca-Cola (KO) February 49.50 straddle priced for move of 2.5 % into the expected release of EPS before the bell on February 13

Increasing unusual option volume: MPO EUFN FIS ANGI HAIN EXP XENT CRON F CLF
Increasing unusual call option volume: EXP ANGI HAIN SOXS MGNX BHVN APPN QNST EW
Increasing unusual put option volume: EUFN PSTG PKI SFM USAT HAIN HAS VGK NUAN
Popular stocks with increasing volume: CLF F VALE PCG STI BBT PNC HBAN FTIB KEY RF
Options with decreasing option implied volatility: SFLY SYMC BOOT IRBT PBI CPRI GPRO GRUB YUMC DATA SBUX HBI GME ATVI AAPL
Active options: AAPL BAC TWTR GE FB AMD NVDA AMZN MU NFLX BABA TSLA SNAP CLF MSFT T VALE CRON F BA