Pre-Market IV Report January 17, 2020

Pre-Market IV Report January 17, 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: JMIA PINS TLRY FOSL ROKU INTC ACB IRBT SPCE EXPE S EBAY TWTR IBM

Options expected to have increasing volume: PRGS GPS OZK CSX STT SLB FAST CFG KSU RF JBHT

Jumia Technologies (JMIA) January call option implied volatility is at 176, February is at 114; compared to its 52-week range of 69 to 169. Call put ratio 17 calls to 1 put with focus on January 7 and 8 calls.

Stocks trending to record high on more calls than puts

Facebook (FB) January weekly call option implied volatility is at 20, February is at 30; compared to its 52-week range 22 to 43 into the expected release of quarter results on January 29. Call put ratio 2.5 calls to 1 put.

Nvidia (NVDA) January weekly call option implied volatility is at 25, February is at 35; compared to its 52-week range of 28 to 60. Call put ratio 1.6 calls to 1 put.

Tesla (TSLA) January weekly call option implied volatility is at 53, February is at 64; compared to its 52-week range of 34 to 75. Call put ratio 1.3 calls to 1 put.

Qualcomm (QCOM) January weekly call option implied volatility is at 25, February is at 32; compared to its 52-week range of 25 to 43 into 5G 2020. Call put ratio 2.8 calls to 1 put.

Beyond Meat (BYND) January weekly call option implied volatility is at 98, February is at 81; compared to its 52-week range of 47 to 141 as shares rally 19%. Call put ratio 1.7 calls to 1 put.

Netflix (NFLX) January weekly call option implied volatility is at 64, February is at 41; compared to its 52-week range of 23 to 58. Call put ratio 1.4 calls to 1 put into the expected release of quarter results on January 22.

Luckin Coffee (LK) January weekly call option implied volatility is at 90, February is at 95; compared to its 52-week range of 53 to 120.

Vail Resorts (MTN) February and April call option implied volatility is at 24; compared to its 52-week range of 21 to 48 into ski season results.

Capital One (COF) January weekly call option implied volatility is at 32 February is at 24; compared to its 52-week range of 17 to 34 into the expected release of quarter results on January 21. Call put ratio 3.1 calls to 1 put.

Biogen (BIIB) January call option implied volatility is at 34, February is at 43; compared to is 52-week range of 25 to 47 into an expected patent challenge decision to its top product, Tecfidera, a multiple sclerosis drug. EPS expected release of quarterly results on January 30.

Straddle prices for stocks expected to report quarterly results next week

Capital One (COF) January weekly 103 straddle priced for a move of 3.5% into the expected release of quarter results on January 21

Comerica (CMA) February 67.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 21

Halliburton (HAL) January weekly 24 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 21

Interactive Broker (IBKR) February 50 straddle priced for a move of 6% into the expected release of quarter results on January 21

IBM (IBM) January weekly 138 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on January 21

Las Vegas Sands (LVS) January weekly 73.50 straddle priced for a move of 3% into the expected release of quarter results on January 21

TD Ameritrade (AMTD) January weekly 51.50 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 21

United Airlines (UAL) January weekly 89.50 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on January 21

Zions Bancorporation (ZION) February 50 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 21

Abbott Laboratories (ABT) January weekly 88 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 22

Adtran (ADTN) February straddle priced for a move of 11% into the expected release of quarter results after the bell on January 22

Netflix (NFLX) January weekly 337 straddle priced for a move of 13% into the expected release of quarter results after the bell on January 22

Northern Trust (NTRS) February straddle priced for a move of 6% into the expected release of quarter results before the bell on January 22

Steel Dynamics (STLD) February 33 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on January 22

Texas Instruments (TXN) January weekly 130 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on January 22

American Airlines (AAL) January weekly 28 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 23

Colgate (CL) January weekly 70.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 23

Comcast (CMCSA) January weekly 47 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 23

E*Trade (ETFC) January weekly 46.50 straddle priced for a move of 4% into the expected release of quarter results after the bell on January 23

Freeport-McMoRan (FCX) January weekly 13 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 23

Intel (INTC) January weekly 59.50 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 23

Intuitive Surgical (ISRG) January weekly 600 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on January 23

JetBlue (JBLU) February 19 straddle priced for a move of 6.5% into the expected release of quarter results on January 23

KeyCorp (KEY) January weekly straddle priced for a move 3% of into the expected release of quarter results before the bell on January 23

Kimberley Clark (KMB) January weekly 144 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 23

Proctor & Gamble (PG) January weekly 126 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 23

Skyworks (SWKS) January weekly 123 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 23

Southwest Airlines (LUV) January weekly 55 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 23

STMicroelectronics (STM) February 25 straddle priced for a move of 11% into the expected release of quarter results on January 23

Travelers (TRV) February 140 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 23

Union Pacific (UNP) January weekly 185 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 23

V.F. Corp (VFC) January weekly 95 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 23

American Express (AXP) January weekly 131 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 24

Options with decreasing option implied volatility: FIVE BBBY GME RAD APA
Increasing unusual option volume: NK GSX JMIA NLSN BK STT BOX SPCE
Increasing unusual call option volume: NK GSX EVRG JMIA BOX SSYS
Increasing unusual put option volume: KSU GSX PPG STT NLSN AA XPO URBN FAST SPCE
Popular stocks with increasing unusual: MS HD CMCSA
Active options: TSLA AMD AAPL MS NIO MSFT BAC AMZN BYND AA
Global S&P Futures are recently up 8.75 from previous day. Nikkei 225 up 0.4%, DAX up 0.6%, WTI Crude oil is recently at $58.63, natural gas down 1.2%, gold at $1554 an ounce