Pre-Market IV Report January 22, 2019

Pre-Market IV Report January 22, 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: IMGN OSTK TSLA CRON BMY CELG AABA TQQQ XLNX TSLA BHC

Options expected to have increasing volume: GOOG GOOGL CRM UBS WYNN IBM JNJ LVS

Straddle prices for stocks expected to report results this week

International Business Machines (IBM) January weekly 123 straddle priced for move of 4% into the expected release of EPS after the bell on January 22
Johnson & Johnson (JNJ) January weekly 131 straddle priced for move of 3% into the expected release of EPS before the open on January 22
Las Vegas Sands (LVS) January weekly 57.50 straddle priced for move of 5% into the expected release of EPS after the bell on January 22
TD Ameritrade (AMTD) January weekly 55.50 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 11% into the expected release of EPS on January 22
United Technology (UTX) January weekly 114 straddle priced for move of 3% into the expected release of EPS before the open on January 22
Zions Bancorporation (ZION) February 47 straddle priced for move of 5% into the expected release of EPS after the bell on January 22
Abbott Laboratories (ABT) January weekly 71.50 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 10% into the expected release of EPS after the bell on January 23
Alliance Data Systems (ADS) February 175 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
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 158.50 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 117 straddle priced for move of 3% into the expected release of EPS on January 23
L3 Technologies (LLL) February 185 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 91.50 straddle priced for move of 3.5% into the expected release of EPS before the open on January 23
Raytheon (RTN) January weekly 165 straddle priced for move of 3% into the expected release of EPS before the open on January 23
Starbucks (SBUX) January weekly 65 straddle priced for move of 5% into the expected release of EPS on January 23
Texas Instrument (TXN) January weekly 99 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 93 straddle priced for move of 7% into the expected release of EPS after the bell on January 23
Alaska Air (ALK) February 65 straddle priced for move of 8% into the expected release of EPS after the bell on January 24
American Airlines (AAL) January weekly 34 straddle priced for move of 7% into the expected release of EPS before the open on January 24
E*Trade (ETFC) January weekly 50 straddle priced for move of 4% into the expected release of EPS after the bell on January 24
Freeport-McMoRan (FCX) January weekly 12.50 straddle priced for move of 6% into the expected release of EPS before the open on January 24
Intel (INTC) January weekly 49 straddle priced for move of 5% into the expected release of EPS after the bell on January 24
Intuitive Surgical (ISRG) January weekly 542.50 straddle priced for move of 4% into the expected release of EPS before the open on January 24
Norfolk Southern (NSC) January weekly 170 straddle priced for move of 4% into the expected release of EPS after the bell on January 24
Southwest Airlines (LUV) January weekly 51.50 straddle priced for move of 5% into the expected release of EPS on January 24
Textron (TXT) January weekly 50 straddle priced for move of 8.5% into the expected release of EPS before the open on January 24
Western Digital (WDC) January weekly 39 straddle priced for move of 9% into the expected release of EPS after the bell on January 24
AbbVie (ABBV) January weekly 90 straddle priced for move of 5% into the expected release of EPS before the open on January 25
Air Products (APD) February straddle priced for move of 4% into the expected release of EPS before the open on January 25
Colgate-Palmolive (CL) January weekly 62.50 straddle priced for move of 5% into the expected release of EPS before the open on January 25
Lear (LEA) February 150 straddle priced for move of 7% into the expected release of EPS before the open on January 25

Increasing unusual option volume: XLRE SC TYME IIVI GLPI HST IMMU AUPH AABA LBTYA DHT
Increasing unusual call option volume: XLRE HST GLPI SC RNG LBTYA CP HUN SRE VXXB OZK MTZ DHT CHRW AUPH
Increasing unusual put option volume: XLRE TYME IMMU AAB ZAYO GPOR IRBT XAU TEAM ICE KNX ADNT
Popular stocks with increasing volume: M TSLA PCG ICE GME
Options with decreasing option implied volatility: IMMU EMB VFC TIF NFLX AXP VFC TEAM
Active options: TSLA BAC NFLX AAPL FB AMD MU GE NVDA AMZN MSFT BABA PCG C JD SQ INTC SNAP M TWTR