Pre-Market IV Report January 24, 2020

Pre-Market IV Report January 24, 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: EBAY KHC WMT TWTR SNAP S EXPE LK SPCE PTON FLR ROKU WMT NVAX DDD MNK EPZM I

Options expected to have increasing volume: INTC SLB LVS PCG ERIC

Market Vectors Semiconductor ETF (SMH) January weekly call option implied volatility is at 23, February is at 21; compared to its 52-week range of 20 to 36 into Intel (INTC) reporting better than expected results.

Companies involved in China option implied volatility stays flat as China attempts to prevent spread of coronavirus

Marriott (MAR) January weekly call option implied volatility is at 23, February is at 22; compared to its 52-week range of 17 to 35 as China attempts to prevent spread of coronavirus into China New Year.

Hilton (HLT) February call option implied volatility is at 25, March is at 23; compared to its 52-week range of 18 to 31 as China attempts to prevent spread of coronavirus into China New Year.

Yum China (YUMC) February call option implied volatility is at 36, March is at 32; compared to its 52-week range of 22 to 50 as China attempts to prevent spread of coronavirus into China New Year.

Autodesk (ADSK) January weekly call option implied volatility is at 24, February is at 23, March is at 34; compared to its 52-week range of 21 to 64 after Piper lists as strategic M&A opportunities for Microsoft (MSFT).

Twilio (TWLO) January weekly call option implied volatility is at 42, February is at 51, March is at 45; compared to its 52-week range of 33 to 80 after Piper lists as strategic M&A opportunities for Microsoft (MSFT).

Workday (WDAY) January weekly call option implied volatility is at 28, February is at 27, March is at 32; compared to its 52-week range of 27 to 51 after Piper lists as strategic M&A opportunities for Microsoft (MSFT).

Salesforce (CRM) January weekly call option implied volatility is at 22, February is at 23, March is at 25; compared to its 52-week range of 19 to 44 after Piper lists as strategic M&A opportunities for Microsoft (MSFT).

RingCentral (RNG) January weekly call option implied volatility is at 31, February is at 42, March is at 39; compared to its 52-week range of 31 to 64 after Piper lists as strategic M&A opportunities for Microsoft (MSFT).

Zendesk (ZEN) February call option implied volatility is at 42, March is at 37; compared to its 52-week range of 32 to 67 after Piper lists as strategic M&A opportunities for Microsoft (MSFT).

Coupa (COUP) January weekly call option implied volatility is at 44, February is at 40, March is at 49; compared to its 52-week range of 37 to 81 after Piper lists as strategic M&A opportunities for Microsoft (MSFT).

Straddle prices for stocks expected to report quarterly results next week

Allegan (AGN) January weekly 190 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 27
Whirlpool (WHR) January weekly 150 straddle priced for a move of 6%% into the expected release of quarter results on January 27
3M (MMM) January weekly 177.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 28
Advanced Micro Devices (AMD) January weekly 51.50 straddle priced for a move of 10% into the expected release of quarter results after the bell on January 28
Alaska Air (ALK) February 67.50 straddle priced for a move of 6.5% into the expected release of quarter results on after the bell on January 28
Apple (AAPL) January weekly 320 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 28
Canadian National Railways (CNI) February 95 straddle priced for a move of 4% into the expected release of quarter results on January 29
eBay (EBAY) January weekly 35.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 28
Harley-Davidson (HOG) January weekly 35 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 28
Juniper (JNPR) January weekly 24.50 straddle priced for a move of 5.5% into the expected release of quarter results on January 28
Lockheed Martin (LMT) January weekly 430 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 28
Nucor (NUE) straddle priced for a move of 3% into the expected release of quarter results on before the bell on January 28
Pfizer (PFE) January weekly 41 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 28
Polaris (PII) February 90 straddle priced for a move of 9.5% into the expected release of quarter results on before the bell on January 28
Royal Caribbean (RCL) January weekly straddle priced for a move of 5% into the expected release of quarter results on before the bell on January 28
SAP (SAP) January weekly 140 straddle priced for a move of 5.5% into the expected release of quarter results on January 28
Starbucks (SBUX) January weekly 94 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on January 28
United Technologies (UTX) January weekly 155 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 28
AT&T (T) January weekly 38.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 29
Boeing (BA) January weekly 317.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 29
Extreme Networks (EXTR) February 7 straddle priced for a move of 13% into the expected release of quarter results on before the bell on January 29
Facebook (FB) January weekly 220 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 29
General Dynamics (GD) January weekly 185 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 29
General Electric (GE) January weekly 11.50 straddle priced for a move of 7.2% into the expected release of quarter results before the bell on January 29
Illumina (ILMN) January weekly 325 straddle priced for a move of 5% into the expected release of quarter results on after the bell on January 29
Las Vegas Sands (LVS) January weekly 69.50 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on January 29
Mastercard (MA) January weekly 325 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 29
McDonalds (MCD) January weekly 212.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 29
Microsoft (MSFT) January weekly 167.50 straddle priced for a move of 4% into the expected release of quarter results after the bell on January 29

iShares China Large-Cap (FXI) 30-day call option implied volatility is at 20; compared to its 52-week range of 15 to 26 into EU, China group form alliance to settle trade disputes, Bloomberg reports.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day call option implied volatility is at 21; compared to its 52-week range of 17 to 36 into EU, China group form alliance to settle trade disputes, Bloomberg reports.

Options with decreasing option implied volatility: FDX BBBY APA SIG AAL LUV FCX TLRY
Increasing unusual option volume: DDD VNQ CMC APT SLM INO DDD CMA IMAX AVYA
Increasing unusual call option volume: CMA DDD APT SPWH INO CMC VFC SLM NVAX
Increasing unusual put option volume: VNQ SLM HBAN YPF BRFS EL MLCO ASHR
Popular stocks with increasing unusual: NIO AAL PBR FCX LK
Active options: TSLA AAPL NFLX INTC NIO AMD LK BABA BA GE BAC BYND FCX DIS MSFT AMZN AAL MU PBR TWTR
Global S&P Futures are recently up 6.75 from previous day. Nikkei 225 up 0.1%, DAX up 1%, WTI Crude oil is recently at $55.75, natural gas down 0.7%, gold at $1558 an ounce