Pre-Market IV Report January 18, 2019

Pre-Market IV Report January 18, 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: SKX AMRN BG ARNC LVS BB CPB MSFT NLSN GRPN IMMU SLV SPOT AKS TWLO TRIP

Options expected to have increasing volume: NFLX SLB VFC STT KSU RF OZK JBHT PRGS AXP NLS

Tesla (TSLA) January call option implied volatility is at 45, February is at 60; compared to its 52-week range of 36 to 87 into The WSJ reporting the electric car manufacturer is cutting its workforce by about 7%.

Straddle prices for stocks expected to report results next week

Wynn Resorts (WYNN) January weekly 114 straddle priced for move of 5% into the expected release of EPS before the open on January 21
Interactive Brokers (IBKR) February 55 straddle priced for move of 8% into the expected release of EPS on January 22
International Business Machines (IBM) January weekly 122 straddle priced for move of 4% into the expected release of EPS after the bell on January 22
Johnson & Johnson (JNJ) January weekly 129 straddle priced for move of 3% into the expected release of EPS before the open on January 22
Las Vegas Sands (LVS) January weekly 57 straddle priced for move of 5% into the expected release of EPS after the bell on January 22
TD Ameritrade (AMTD) January weekly 54.50 straddle priced for move of 4% into the expected release of EPS after the bell on January 22
Travelers (TRV) February 125 straddle priced for move of 3% into the expected release of EPS before the open on January 22
UBS Group (UBS) February 12.50 straddle priced for move of 5% into the expected release of EPS on January 22
United Technology (UTX) January weekly 113 straddle priced for move of 3.5% into the expected release of EPS before the open on January 22
Zions Bancorporation (ZION) February straddle priced for move of 7% into the expected release of EPS after the bell on January 22
Abbott Laboratories (ABT) January weekly 70.50 straddle priced for move of 4% into the expected release of EPS before the open on January 23
Adtran (ADTN) February 12 straddle priced for move of 9% into the expected release of EPS after the bell on January 23
Alliance Data Systems (ADS) February 170 straddle priced for move of 8% into the expected release of EPS on January 23
BankUnited (BKU) February 35 straddle priced for move of 6% into the expected release of EPS before the open on January 23
Canadian Pacific (CP) February 195 straddle priced for move of 5% into the expected release of EPS on January 23
Celgene (CELG) January weekly 86.50 straddle priced for move of 3% into the expected release of EPS on January 23
Citrix (CTRX) February 105 straddle priced for move of 6% into the expected release of EPS on January 23
Comcast (CMCSA) January weekly 36 straddle priced for move of 4% into the expected release of EPS before the open on January 23
F5 Networks (FFIV) January weekly 157.50 straddle priced for move of 7% into the expected release of EPS on January 23
Ford (F) January weekly 8.5 straddle priced for move of 5% into the expected release of EPS after the bell on January 23
JetBlue (JBLU) February 17 straddle priced for move of 7% into the expected release of EPS on January 23
Kimberly-Clark (KMB) January weekly 114 straddle priced for move of 4% into the expected release of EPS on January 23
L3 Technologies (LLL) February 180 straddle priced for move of 6% into the expected release of EPS on January 23
Northern Trust (NTRS) February 90 straddle priced for move of 6% into the expected release of EPS before the open on January 23
Proctor & Gamble (PG) January weekly 90 straddle priced for move of 3.5% into the expected release of EPS before the open on January 23
Raytheon (RTN) January weekly 162.50 straddle priced for move of 3% into the expected release of EPS before the open on January 23
Starbucks (SBUX) January weekly 64.50 straddle priced for move of 5% into the expected release of EPS on January 23
Texas Instrument (TXN) January weekly 97.50 straddle priced for move of 5% into the expected release of EPS before the open on January 23
Varian Medical Systems (VAR) February 125 straddle priced for move of 7% into the expected release of EPS after the bell on January 23
Xilinx (XLNX) January weekly 92 straddle priced for move of 7% into the expected release of EPS after the bell on January 23

Increasing unusual option volume: EWC BHVN SNH NOMD SIG BCRX BAK ATTU SKX HA
Increasing unusual call option volume: SIG SKX CBRE PLD BAK AKCA LAD CFG ZTO HA FHN
Increasing unusual put option volume: EWC HSIC NOMD GOGO CONN TPX XHB TEAM ZTO IMMU TSM
Popular stocks with increasing volume: BMY F MS CAT SIG SKX UNFI TIF OZK FOSL MAR
Options with decreasing option implied volatility: UAL BK CMA CX USB FDC UAL SCHW GS FDC CELG
Active options: BAC AAPL GE MU NFLX AMD FB SQ MS PCG MSFT C NVDA CAT BABA GS AMZN BMY F WFC