Pre-Market IV Report January 23, 2019

Pre-Market IV Report January 23, 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: ARNC EBAY PG BIDU WB T COF AMZN AMRN LOW KMB CMCSA JD SBUX BA URI

Options expected to have increasing volume: IBM COF PG CMCSA UTX KMB ABT F SBUX TXN

Market Vectors Gold Miners ETF (GDX) 30-day call option implied volatility of 23 compares to its 52-week range of 18 to 37 as gold trades at upper end of range

Straddle prices for stocks expected to report results this week

United Technology (UTX) January weekly 111 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 12% into the expected release of EPS after the bell on January 23
Alliance Data Systems (ADS) February 175 straddle priced for move of 7% 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 straddle priced for move of 3% into the expected release of EPS on January 23
Comcast (CMCSA) January weekly 35 straddle priced for move of 4.5% 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 5.5% into the expected release of EPS after the bell on January 23
JetBlue (JBLU) February 17 straddle priced for move of 8% into the expected release of EPS on January 23
Kimberly-Clark (KMB) January weekly 115 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 90.50 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 2.5% 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 96.50 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 90 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 32.50 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 4.5% into the expected release of EPS after the bell on January 24
Freeport-McMoRan (FCX) January weekly 12.50 straddle priced for move of 6.5% into the expected release of EPS before the open on January 24
Intel (INTC) January weekly 48.50 straddle priced for move of 5% into the expected release of EPS after the bell on January 24
Intuitive Surgical (ISRG) January weekly 537.50 straddle priced for move of 4% into the expected release of EPS before the open on January 24
Norfolk Southern (NSC) January weekly 165 straddle priced for move of 4% into the expected release of EPS after the bell on January 24
Southwest Airlines (LUV) January weekly 50.50 straddle priced for move of 5.5% into the expected release of EPS on January 24
Textron (TXT) January weekly 50 straddle priced for move of 9.5% into the expected release of EPS before the open on January 24
Western Digital (WDC) January weekly 38 straddle priced for move of 9% into the expected release of EPS after the bell on January 24
AbbVie (ABBV) January weekly 88.50 straddle priced for move of 5% into the expected release of EPS before the open on January 25
Air Products (APD) February 160 straddle priced for move of 4% into the expected release of EPS before the open on January 25
Colgate-Palmolive (CL) January weekly 61.50 straddle priced for move of 5.5% 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
Wynn Resorts (WYNN) January weekly 112 straddle priced for move of 5.5% into the expected release of EPS

Increasing unusual option volume: FCG WETF DY VXXB CRI VAR PLCE BABY IRM GSAT STNG TRMB
Increasing unusual call option volume: WETF VXXB STNG HAIN SYG WAB GSAT PLCE IIVI AMTD
Increasing unusual put option volume: FCG FCAU FNSR CRI IRM SWK PLCE RY NLSN TXT BGS
Popular stocks with increasing volume: SBUX BMY FCAU F ARNC BBT IBM
Options with decreasing option implied volatility: JNJ OSTK HAL UNG TSLA IMMU CELG PCG SWK
Active options: AAPL BAC FB GE NFLX TSLA AMD MSFT NVDA F AMZN MU FCAU BABA SQ AAL TWTR PCG SBUX BMY